| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
4,183.75 |
4,265.50 |
81.75 |
2.0% |
4,138.75 |
| High |
4,269.00 |
4,286.25 |
17.25 |
0.4% |
4,286.25 |
| Low |
4,164.50 |
4,250.25 |
85.75 |
2.1% |
4,109.00 |
| Close |
4,264.75 |
4,267.00 |
2.25 |
0.1% |
4,267.00 |
| Range |
104.50 |
36.00 |
-68.50 |
-65.6% |
177.25 |
| ATR |
74.78 |
72.01 |
-2.77 |
-3.7% |
0.00 |
| Volume |
338,354 |
227,200 |
-111,154 |
-32.9% |
1,240,199 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,375.75 |
4,357.50 |
4,286.75 |
|
| R3 |
4,339.75 |
4,321.50 |
4,277.00 |
|
| R2 |
4,303.75 |
4,303.75 |
4,273.50 |
|
| R1 |
4,285.50 |
4,285.50 |
4,270.25 |
4,294.50 |
| PP |
4,267.75 |
4,267.75 |
4,267.75 |
4,272.50 |
| S1 |
4,249.50 |
4,249.50 |
4,263.75 |
4,258.50 |
| S2 |
4,231.75 |
4,231.75 |
4,260.50 |
|
| S3 |
4,195.75 |
4,213.50 |
4,257.00 |
|
| S4 |
4,159.75 |
4,177.50 |
4,247.25 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,752.50 |
4,687.00 |
4,364.50 |
|
| R3 |
4,575.25 |
4,509.75 |
4,315.75 |
|
| R2 |
4,398.00 |
4,398.00 |
4,299.50 |
|
| R1 |
4,332.50 |
4,332.50 |
4,283.25 |
4,365.25 |
| PP |
4,220.75 |
4,220.75 |
4,220.75 |
4,237.00 |
| S1 |
4,155.25 |
4,155.25 |
4,250.75 |
4,188.00 |
| S2 |
4,043.50 |
4,043.50 |
4,234.50 |
|
| S3 |
3,866.25 |
3,978.00 |
4,218.25 |
|
| S4 |
3,689.00 |
3,800.75 |
4,169.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,286.25 |
4,041.50 |
244.75 |
5.7% |
74.50 |
1.7% |
92% |
True |
False |
319,844 |
| 10 |
4,286.25 |
4,041.50 |
244.75 |
5.7% |
83.50 |
2.0% |
92% |
True |
False |
364,411 |
| 20 |
4,322.00 |
4,041.50 |
280.50 |
6.6% |
71.50 |
1.7% |
80% |
False |
False |
284,027 |
| 40 |
4,342.25 |
4,041.50 |
300.75 |
7.0% |
65.00 |
1.5% |
75% |
False |
False |
224,517 |
| 60 |
4,342.25 |
4,031.50 |
310.75 |
7.3% |
56.50 |
1.3% |
76% |
False |
False |
149,854 |
| 80 |
4,342.25 |
3,687.00 |
655.25 |
15.4% |
61.25 |
1.4% |
89% |
False |
False |
112,465 |
| 100 |
4,342.25 |
3,687.00 |
655.25 |
15.4% |
56.50 |
1.3% |
89% |
False |
False |
89,979 |
| 120 |
4,342.25 |
3,687.00 |
655.25 |
15.4% |
49.00 |
1.1% |
89% |
False |
False |
74,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,439.25 |
|
2.618 |
4,380.50 |
|
1.618 |
4,344.50 |
|
1.000 |
4,322.25 |
|
0.618 |
4,308.50 |
|
HIGH |
4,286.25 |
|
0.618 |
4,272.50 |
|
0.500 |
4,268.25 |
|
0.382 |
4,264.00 |
|
LOW |
4,250.25 |
|
0.618 |
4,228.00 |
|
1.000 |
4,214.25 |
|
1.618 |
4,192.00 |
|
2.618 |
4,156.00 |
|
4.250 |
4,097.25 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,268.25 |
4,248.50 |
| PP |
4,267.75 |
4,230.00 |
| S1 |
4,267.50 |
4,211.50 |
|