| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
4,283.00 |
4,240.25 |
-42.75 |
-1.0% |
4,315.00 |
| High |
4,305.00 |
4,272.75 |
-32.25 |
-0.7% |
4,320.75 |
| Low |
4,228.00 |
4,201.00 |
-27.00 |
-0.6% |
4,201.00 |
| Close |
4,232.75 |
4,214.25 |
-18.50 |
-0.4% |
4,214.25 |
| Range |
77.00 |
71.75 |
-5.25 |
-6.8% |
119.75 |
| ATR |
53.92 |
55.19 |
1.27 |
2.4% |
0.00 |
| Volume |
146,914 |
229,555 |
82,641 |
56.3% |
588,983 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,444.50 |
4,401.25 |
4,253.75 |
|
| R3 |
4,372.75 |
4,329.50 |
4,234.00 |
|
| R2 |
4,301.00 |
4,301.00 |
4,227.50 |
|
| R1 |
4,257.75 |
4,257.75 |
4,220.75 |
4,243.50 |
| PP |
4,229.25 |
4,229.25 |
4,229.25 |
4,222.25 |
| S1 |
4,186.00 |
4,186.00 |
4,207.75 |
4,171.75 |
| S2 |
4,157.50 |
4,157.50 |
4,201.00 |
|
| S3 |
4,085.75 |
4,114.25 |
4,194.50 |
|
| S4 |
4,014.00 |
4,042.50 |
4,174.75 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,604.50 |
4,529.25 |
4,280.00 |
|
| R3 |
4,484.75 |
4,409.50 |
4,247.25 |
|
| R2 |
4,365.00 |
4,365.00 |
4,236.25 |
|
| R1 |
4,289.75 |
4,289.75 |
4,225.25 |
4,267.50 |
| PP |
4,245.25 |
4,245.25 |
4,245.25 |
4,234.25 |
| S1 |
4,170.00 |
4,170.00 |
4,203.25 |
4,147.75 |
| S2 |
4,125.50 |
4,125.50 |
4,192.25 |
|
| S3 |
4,005.75 |
4,050.25 |
4,181.25 |
|
| S4 |
3,886.00 |
3,930.50 |
4,148.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,322.00 |
4,201.00 |
121.00 |
2.9% |
51.00 |
1.2% |
11% |
False |
True |
130,018 |
| 10 |
4,322.00 |
4,150.25 |
171.75 |
4.1% |
51.00 |
1.2% |
37% |
False |
False |
168,616 |
| 20 |
4,323.50 |
4,080.75 |
242.75 |
5.8% |
61.50 |
1.5% |
55% |
False |
False |
199,341 |
| 40 |
4,342.25 |
4,080.75 |
261.50 |
6.2% |
48.50 |
1.2% |
51% |
False |
False |
100,141 |
| 60 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
57.25 |
1.4% |
80% |
False |
False |
66,856 |
| 80 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
54.50 |
1.3% |
80% |
False |
False |
50,169 |
| 100 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
46.00 |
1.1% |
80% |
False |
False |
40,137 |
| 120 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
41.00 |
1.0% |
80% |
False |
False |
33,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,577.75 |
|
2.618 |
4,460.50 |
|
1.618 |
4,388.75 |
|
1.000 |
4,344.50 |
|
0.618 |
4,317.00 |
|
HIGH |
4,272.75 |
|
0.618 |
4,245.25 |
|
0.500 |
4,237.00 |
|
0.382 |
4,228.50 |
|
LOW |
4,201.00 |
|
0.618 |
4,156.75 |
|
1.000 |
4,129.25 |
|
1.618 |
4,085.00 |
|
2.618 |
4,013.25 |
|
4.250 |
3,896.00 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,237.00 |
4,259.50 |
| PP |
4,229.25 |
4,244.50 |
| S1 |
4,221.75 |
4,229.25 |
|