| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,295.3 |
1,293.7 |
-1.6 |
-0.1% |
1,223.0 |
| High |
1,307.0 |
1,307.8 |
0.8 |
0.1% |
1,282.4 |
| Low |
1,284.6 |
1,279.1 |
-5.5 |
-0.4% |
1,217.5 |
| Close |
1,293.7 |
1,300.7 |
7.0 |
0.5% |
1,276.9 |
| Range |
22.4 |
28.7 |
6.3 |
28.1% |
64.9 |
| ATR |
22.8 |
23.2 |
0.4 |
1.8% |
0.0 |
| Volume |
210,391 |
214,909 |
4,518 |
2.1% |
1,019,485 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,382.0 |
1,370.0 |
1,316.5 |
|
| R3 |
1,353.3 |
1,341.3 |
1,308.6 |
|
| R2 |
1,324.6 |
1,324.6 |
1,306.0 |
|
| R1 |
1,312.6 |
1,312.6 |
1,303.3 |
1,318.6 |
| PP |
1,295.9 |
1,295.9 |
1,295.9 |
1,298.9 |
| S1 |
1,283.9 |
1,283.9 |
1,298.1 |
1,289.9 |
| S2 |
1,267.2 |
1,267.2 |
1,295.4 |
|
| S3 |
1,238.5 |
1,255.2 |
1,292.8 |
|
| S4 |
1,209.8 |
1,226.5 |
1,284.9 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.6 |
1,430.2 |
1,312.6 |
|
| R3 |
1,388.7 |
1,365.3 |
1,294.7 |
|
| R2 |
1,323.8 |
1,323.8 |
1,288.8 |
|
| R1 |
1,300.4 |
1,300.4 |
1,282.8 |
1,312.1 |
| PP |
1,258.9 |
1,258.9 |
1,258.9 |
1,264.8 |
| S1 |
1,235.5 |
1,235.5 |
1,271.0 |
1,247.2 |
| S2 |
1,194.0 |
1,194.0 |
1,265.0 |
|
| S3 |
1,129.1 |
1,170.6 |
1,259.1 |
|
| S4 |
1,064.2 |
1,105.7 |
1,241.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,307.8 |
1,226.1 |
81.7 |
6.3% |
28.9 |
2.2% |
91% |
True |
False |
236,655 |
| 10 |
1,307.8 |
1,204.2 |
103.6 |
8.0% |
22.9 |
1.8% |
93% |
True |
False |
197,303 |
| 20 |
1,307.8 |
1,167.3 |
140.5 |
10.8% |
21.9 |
1.7% |
95% |
True |
False |
153,238 |
| 40 |
1,307.8 |
1,141.7 |
166.1 |
12.8% |
23.1 |
1.8% |
96% |
True |
False |
155,625 |
| 60 |
1,307.8 |
1,132.0 |
175.8 |
13.5% |
22.7 |
1.7% |
96% |
True |
False |
110,627 |
| 80 |
1,307.8 |
1,132.0 |
175.8 |
13.5% |
20.3 |
1.6% |
96% |
True |
False |
83,954 |
| 100 |
1,307.8 |
1,132.0 |
175.8 |
13.5% |
19.0 |
1.5% |
96% |
True |
False |
67,667 |
| 120 |
1,323.0 |
1,132.0 |
191.0 |
14.7% |
17.6 |
1.4% |
88% |
False |
False |
56,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,429.8 |
|
2.618 |
1,382.9 |
|
1.618 |
1,354.2 |
|
1.000 |
1,336.5 |
|
0.618 |
1,325.5 |
|
HIGH |
1,307.8 |
|
0.618 |
1,296.8 |
|
0.500 |
1,293.5 |
|
0.382 |
1,290.1 |
|
LOW |
1,279.1 |
|
0.618 |
1,261.4 |
|
1.000 |
1,250.4 |
|
1.618 |
1,232.7 |
|
2.618 |
1,204.0 |
|
4.250 |
1,157.1 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.3 |
1,297.1 |
| PP |
1,295.9 |
1,293.5 |
| S1 |
1,293.5 |
1,290.0 |
|