| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
6,423.0 |
6,494.0 |
71.0 |
1.1% |
6,472.0 |
| High |
6,519.0 |
6,508.0 |
-11.0 |
-0.2% |
6,519.5 |
| Low |
6,411.5 |
6,406.5 |
-5.0 |
-0.1% |
6,265.0 |
| Close |
6,509.0 |
6,418.0 |
-91.0 |
-1.4% |
6,418.0 |
| Range |
107.5 |
101.5 |
-6.0 |
-5.6% |
254.5 |
| ATR |
109.2 |
108.7 |
-0.5 |
-0.4% |
0.0 |
| Volume |
105,757 |
94,722 |
-11,035 |
-10.4% |
572,441 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,748.5 |
6,685.0 |
6,474.0 |
|
| R3 |
6,647.0 |
6,583.5 |
6,446.0 |
|
| R2 |
6,545.5 |
6,545.5 |
6,436.5 |
|
| R1 |
6,482.0 |
6,482.0 |
6,427.5 |
6,463.0 |
| PP |
6,444.0 |
6,444.0 |
6,444.0 |
6,435.0 |
| S1 |
6,380.5 |
6,380.5 |
6,408.5 |
6,361.5 |
| S2 |
6,342.5 |
6,342.5 |
6,399.5 |
|
| S3 |
6,241.0 |
6,279.0 |
6,390.0 |
|
| S4 |
6,139.5 |
6,177.5 |
6,362.0 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,164.5 |
7,045.5 |
6,558.0 |
|
| R3 |
6,910.0 |
6,791.0 |
6,488.0 |
|
| R2 |
6,655.5 |
6,655.5 |
6,464.5 |
|
| R1 |
6,536.5 |
6,536.5 |
6,441.5 |
6,469.0 |
| PP |
6,401.0 |
6,401.0 |
6,401.0 |
6,367.0 |
| S1 |
6,282.0 |
6,282.0 |
6,394.5 |
6,214.0 |
| S2 |
6,146.5 |
6,146.5 |
6,371.5 |
|
| S3 |
5,892.0 |
6,027.5 |
6,348.0 |
|
| S4 |
5,637.5 |
5,773.0 |
6,278.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,519.5 |
6,265.0 |
254.5 |
4.0% |
125.0 |
1.9% |
60% |
False |
False |
114,488 |
| 10 |
6,615.0 |
6,265.0 |
350.0 |
5.5% |
97.5 |
1.5% |
44% |
False |
False |
78,185 |
| 20 |
6,615.0 |
6,068.0 |
547.0 |
8.5% |
118.0 |
1.8% |
64% |
False |
False |
82,851 |
| 40 |
6,715.0 |
6,068.0 |
647.0 |
10.1% |
83.0 |
1.3% |
54% |
False |
False |
41,900 |
| 60 |
6,715.0 |
6,010.0 |
705.0 |
11.0% |
72.5 |
1.1% |
58% |
False |
False |
28,002 |
| 80 |
6,766.0 |
6,010.0 |
756.0 |
11.8% |
61.5 |
1.0% |
54% |
False |
False |
21,006 |
| 100 |
6,808.5 |
6,010.0 |
798.5 |
12.4% |
50.5 |
0.8% |
51% |
False |
False |
16,808 |
| 120 |
6,808.5 |
6,010.0 |
798.5 |
12.4% |
43.5 |
0.7% |
51% |
False |
False |
14,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,939.5 |
|
2.618 |
6,773.5 |
|
1.618 |
6,672.0 |
|
1.000 |
6,609.5 |
|
0.618 |
6,570.5 |
|
HIGH |
6,508.0 |
|
0.618 |
6,469.0 |
|
0.500 |
6,457.0 |
|
0.382 |
6,445.5 |
|
LOW |
6,406.5 |
|
0.618 |
6,344.0 |
|
1.000 |
6,305.0 |
|
1.618 |
6,242.5 |
|
2.618 |
6,141.0 |
|
4.250 |
5,975.0 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
6,457.0 |
6,415.5 |
| PP |
6,444.0 |
6,413.5 |
| S1 |
6,431.0 |
6,411.0 |
|