| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,233.1 |
1,231.2 |
-1.9 |
-0.2% |
1,187.8 |
| High |
1,244.5 |
1,244.6 |
0.1 |
0.0% |
1,224.0 |
| Low |
1,227.4 |
1,224.9 |
-2.5 |
-0.2% |
1,177.8 |
| Close |
1,234.4 |
1,234.5 |
0.1 |
0.0% |
1,216.1 |
| Range |
17.1 |
19.7 |
2.6 |
15.2% |
46.2 |
| ATR |
21.0 |
20.9 |
-0.1 |
-0.4% |
0.0 |
| Volume |
179,651 |
193,111 |
13,460 |
7.5% |
735,028 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,293.8 |
1,283.8 |
1,245.3 |
|
| R3 |
1,274.1 |
1,264.1 |
1,239.9 |
|
| R2 |
1,254.4 |
1,254.4 |
1,238.1 |
|
| R1 |
1,244.4 |
1,244.4 |
1,236.3 |
1,249.4 |
| PP |
1,234.7 |
1,234.7 |
1,234.7 |
1,237.2 |
| S1 |
1,224.7 |
1,224.7 |
1,232.7 |
1,229.7 |
| S2 |
1,215.0 |
1,215.0 |
1,230.9 |
|
| S3 |
1,195.3 |
1,205.0 |
1,229.1 |
|
| S4 |
1,175.6 |
1,185.3 |
1,223.7 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.6 |
1,326.5 |
1,241.5 |
|
| R3 |
1,298.4 |
1,280.3 |
1,228.8 |
|
| R2 |
1,252.2 |
1,252.2 |
1,224.6 |
|
| R1 |
1,234.1 |
1,234.1 |
1,220.3 |
1,243.2 |
| PP |
1,206.0 |
1,206.0 |
1,206.0 |
1,210.5 |
| S1 |
1,187.9 |
1,187.9 |
1,211.9 |
1,197.0 |
| S2 |
1,159.8 |
1,159.8 |
1,207.6 |
|
| S3 |
1,113.6 |
1,141.7 |
1,203.4 |
|
| S4 |
1,067.4 |
1,095.5 |
1,190.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,244.6 |
1,204.2 |
40.4 |
3.3% |
17.0 |
1.4% |
75% |
True |
False |
157,951 |
| 10 |
1,244.6 |
1,167.3 |
77.3 |
6.3% |
19.9 |
1.6% |
87% |
True |
False |
143,750 |
| 20 |
1,244.6 |
1,167.3 |
77.3 |
6.3% |
20.8 |
1.7% |
87% |
True |
False |
131,266 |
| 40 |
1,244.6 |
1,141.7 |
102.9 |
8.3% |
22.0 |
1.8% |
90% |
True |
False |
130,005 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.1% |
21.2 |
1.7% |
83% |
False |
False |
91,588 |
| 80 |
1,256.2 |
1,132.0 |
124.2 |
10.1% |
19.4 |
1.6% |
83% |
False |
False |
69,349 |
| 100 |
1,298.4 |
1,132.0 |
166.4 |
13.5% |
18.0 |
1.5% |
62% |
False |
False |
55,884 |
| 120 |
1,323.0 |
1,132.0 |
191.0 |
15.5% |
16.9 |
1.4% |
54% |
False |
False |
46,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,328.3 |
|
2.618 |
1,296.2 |
|
1.618 |
1,276.5 |
|
1.000 |
1,264.3 |
|
0.618 |
1,256.8 |
|
HIGH |
1,244.6 |
|
0.618 |
1,237.1 |
|
0.500 |
1,234.8 |
|
0.382 |
1,232.4 |
|
LOW |
1,224.9 |
|
0.618 |
1,212.7 |
|
1.000 |
1,205.2 |
|
1.618 |
1,193.0 |
|
2.618 |
1,173.3 |
|
4.250 |
1,141.2 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,234.8 |
1,233.4 |
| PP |
1,234.7 |
1,232.2 |
| S1 |
1,234.6 |
1,231.1 |
|