| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,781 |
17,726 |
-55 |
-0.3% |
18,024 |
| High |
17,884 |
17,746 |
-138 |
-0.8% |
18,036 |
| Low |
17,655 |
17,392 |
-263 |
-1.5% |
17,655 |
| Close |
17,723 |
17,450 |
-273 |
-1.5% |
17,723 |
| Range |
229 |
354 |
125 |
54.6% |
381 |
| ATR |
183 |
195 |
12 |
6.7% |
0 |
| Volume |
124,972 |
181,349 |
56,377 |
45.1% |
313,885 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,591 |
18,375 |
17,645 |
|
| R3 |
18,237 |
18,021 |
17,547 |
|
| R2 |
17,883 |
17,883 |
17,515 |
|
| R1 |
17,667 |
17,667 |
17,483 |
17,598 |
| PP |
17,529 |
17,529 |
17,529 |
17,495 |
| S1 |
17,313 |
17,313 |
17,418 |
17,244 |
| S2 |
17,175 |
17,175 |
17,385 |
|
| S3 |
16,821 |
16,959 |
17,353 |
|
| S4 |
16,467 |
16,605 |
17,255 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,948 |
18,716 |
17,933 |
|
| R3 |
18,567 |
18,335 |
17,828 |
|
| R2 |
18,186 |
18,186 |
17,793 |
|
| R1 |
17,954 |
17,954 |
17,758 |
17,880 |
| PP |
17,805 |
17,805 |
17,805 |
17,767 |
| S1 |
17,573 |
17,573 |
17,688 |
17,499 |
| S2 |
17,424 |
17,424 |
17,653 |
|
| S3 |
17,043 |
17,192 |
17,618 |
|
| S4 |
16,662 |
16,811 |
17,514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,036 |
17,392 |
644 |
3.7% |
208 |
1.2% |
9% |
False |
True |
99,046 |
| 10 |
18,051 |
17,392 |
659 |
3.8% |
164 |
0.9% |
9% |
False |
True |
87,016 |
| 20 |
18,051 |
16,974 |
1,077 |
6.2% |
225 |
1.3% |
44% |
False |
False |
113,470 |
| 40 |
18,051 |
16,974 |
1,077 |
6.2% |
159 |
0.9% |
44% |
False |
False |
56,906 |
| 60 |
18,051 |
15,740 |
2,311 |
13.2% |
179 |
1.0% |
74% |
False |
False |
37,950 |
| 80 |
18,051 |
15,740 |
2,311 |
13.2% |
167 |
1.0% |
74% |
False |
False |
28,464 |
| 100 |
18,051 |
15,740 |
2,311 |
13.2% |
140 |
0.8% |
74% |
False |
False |
22,773 |
| 120 |
18,051 |
15,740 |
2,311 |
13.2% |
120 |
0.7% |
74% |
False |
False |
18,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,251 |
|
2.618 |
18,673 |
|
1.618 |
18,319 |
|
1.000 |
18,100 |
|
0.618 |
17,965 |
|
HIGH |
17,746 |
|
0.618 |
17,611 |
|
0.500 |
17,569 |
|
0.382 |
17,527 |
|
LOW |
17,392 |
|
0.618 |
17,173 |
|
1.000 |
17,038 |
|
1.618 |
16,819 |
|
2.618 |
16,465 |
|
4.250 |
15,888 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,569 |
17,688 |
| PP |
17,529 |
17,609 |
| S1 |
17,490 |
17,529 |
|