| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
4,249.50 |
4,266.75 |
17.25 |
0.4% |
4,138.75 |
| High |
4,278.25 |
4,271.00 |
-7.25 |
-0.2% |
4,286.25 |
| Low |
4,231.50 |
4,142.75 |
-88.75 |
-2.1% |
4,109.00 |
| Close |
4,269.25 |
4,177.50 |
-91.75 |
-2.1% |
4,267.00 |
| Range |
46.75 |
128.25 |
81.50 |
174.3% |
177.25 |
| ATR |
70.20 |
74.35 |
4.15 |
5.9% |
0.00 |
| Volume |
187,612 |
363,818 |
176,206 |
93.9% |
1,240,199 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,581.75 |
4,508.00 |
4,248.00 |
|
| R3 |
4,453.50 |
4,379.75 |
4,212.75 |
|
| R2 |
4,325.25 |
4,325.25 |
4,201.00 |
|
| R1 |
4,251.50 |
4,251.50 |
4,189.25 |
4,224.25 |
| PP |
4,197.00 |
4,197.00 |
4,197.00 |
4,183.50 |
| S1 |
4,123.25 |
4,123.25 |
4,165.75 |
4,096.00 |
| S2 |
4,068.75 |
4,068.75 |
4,154.00 |
|
| S3 |
3,940.50 |
3,995.00 |
4,142.25 |
|
| S4 |
3,812.25 |
3,866.75 |
4,107.00 |
|
|
| 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 |
4,137.00 |
149.25 |
3.6% |
76.75 |
1.8% |
27% |
False |
False |
288,836 |
| 10 |
4,286.25 |
4,041.50 |
244.75 |
5.9% |
86.00 |
2.1% |
56% |
False |
False |
353,414 |
| 20 |
4,320.75 |
4,041.50 |
279.25 |
6.7% |
77.00 |
1.8% |
49% |
False |
False |
306,234 |
| 40 |
4,342.25 |
4,041.50 |
300.75 |
7.2% |
67.75 |
1.6% |
45% |
False |
False |
238,267 |
| 60 |
4,342.25 |
4,041.50 |
300.75 |
7.2% |
57.75 |
1.4% |
45% |
False |
False |
159,038 |
| 80 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
62.25 |
1.5% |
75% |
False |
False |
119,350 |
| 100 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
57.75 |
1.4% |
75% |
False |
False |
95,493 |
| 120 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
50.25 |
1.2% |
75% |
False |
False |
79,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,816.00 |
|
2.618 |
4,606.75 |
|
1.618 |
4,478.50 |
|
1.000 |
4,399.25 |
|
0.618 |
4,350.25 |
|
HIGH |
4,271.00 |
|
0.618 |
4,222.00 |
|
0.500 |
4,207.00 |
|
0.382 |
4,191.75 |
|
LOW |
4,142.75 |
|
0.618 |
4,063.50 |
|
1.000 |
4,014.50 |
|
1.618 |
3,935.25 |
|
2.618 |
3,807.00 |
|
4.250 |
3,597.75 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,207.00 |
4,214.50 |
| PP |
4,197.00 |
4,202.25 |
| S1 |
4,187.25 |
4,189.75 |
|