| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
6,715.0 |
6,765.5 |
50.5 |
0.8% |
6,744.0 |
| High |
6,788.5 |
6,787.5 |
-1.0 |
0.0% |
6,832.0 |
| Low |
6,692.5 |
6,671.5 |
-21.0 |
-0.3% |
6,671.5 |
| Close |
6,754.0 |
6,706.0 |
-48.0 |
-0.7% |
6,706.0 |
| Range |
96.0 |
116.0 |
20.0 |
20.8% |
160.5 |
| ATR |
108.2 |
108.8 |
0.6 |
0.5% |
0.0 |
| Volume |
123,140 |
129,529 |
6,389 |
5.2% |
542,498 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,069.5 |
7,004.0 |
6,770.0 |
|
| R3 |
6,953.5 |
6,888.0 |
6,738.0 |
|
| R2 |
6,837.5 |
6,837.5 |
6,727.5 |
|
| R1 |
6,772.0 |
6,772.0 |
6,716.5 |
6,747.0 |
| PP |
6,721.5 |
6,721.5 |
6,721.5 |
6,709.0 |
| S1 |
6,656.0 |
6,656.0 |
6,695.5 |
6,631.0 |
| S2 |
6,605.5 |
6,605.5 |
6,684.5 |
|
| S3 |
6,489.5 |
6,540.0 |
6,674.0 |
|
| S4 |
6,373.5 |
6,424.0 |
6,642.0 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,218.0 |
7,122.5 |
6,794.5 |
|
| R3 |
7,057.5 |
6,962.0 |
6,750.0 |
|
| R2 |
6,897.0 |
6,897.0 |
6,735.5 |
|
| R1 |
6,801.5 |
6,801.5 |
6,720.5 |
6,769.0 |
| PP |
6,736.5 |
6,736.5 |
6,736.5 |
6,720.0 |
| S1 |
6,641.0 |
6,641.0 |
6,691.5 |
6,608.5 |
| S2 |
6,576.0 |
6,576.0 |
6,676.5 |
|
| S3 |
6,415.5 |
6,480.5 |
6,662.0 |
|
| S4 |
6,255.0 |
6,320.0 |
6,617.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,832.0 |
6,671.5 |
160.5 |
2.4% |
103.0 |
1.5% |
21% |
False |
True |
108,499 |
| 10 |
6,832.0 |
6,487.0 |
345.0 |
5.1% |
88.5 |
1.3% |
63% |
False |
False |
101,832 |
| 20 |
6,832.0 |
6,234.5 |
597.5 |
8.9% |
110.5 |
1.6% |
79% |
False |
False |
110,856 |
| 40 |
6,832.0 |
6,068.0 |
764.0 |
11.4% |
107.5 |
1.6% |
84% |
False |
False |
82,762 |
| 60 |
6,832.0 |
6,068.0 |
764.0 |
11.4% |
84.5 |
1.3% |
84% |
False |
False |
55,346 |
| 80 |
6,832.0 |
6,010.0 |
822.0 |
12.3% |
78.5 |
1.2% |
85% |
False |
False |
41,562 |
| 100 |
6,832.0 |
6,010.0 |
822.0 |
12.3% |
65.5 |
1.0% |
85% |
False |
False |
33,252 |
| 120 |
6,832.0 |
6,010.0 |
822.0 |
12.3% |
56.0 |
0.8% |
85% |
False |
False |
27,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,280.5 |
|
2.618 |
7,091.0 |
|
1.618 |
6,975.0 |
|
1.000 |
6,903.5 |
|
0.618 |
6,859.0 |
|
HIGH |
6,787.5 |
|
0.618 |
6,743.0 |
|
0.500 |
6,729.5 |
|
0.382 |
6,716.0 |
|
LOW |
6,671.5 |
|
0.618 |
6,600.0 |
|
1.000 |
6,555.5 |
|
1.618 |
6,484.0 |
|
2.618 |
6,368.0 |
|
4.250 |
6,178.5 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
6,729.5 |
6,739.0 |
| PP |
6,721.5 |
6,728.0 |
| S1 |
6,714.0 |
6,717.0 |
|