| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,309 |
17,515 |
206 |
1.2% |
18,024 |
| High |
17,524 |
17,846 |
322 |
1.8% |
18,036 |
| Low |
17,300 |
17,514 |
214 |
1.2% |
17,655 |
| Close |
17,507 |
17,820 |
313 |
1.8% |
17,723 |
| Range |
224 |
332 |
108 |
48.2% |
381 |
| ATR |
207 |
216 |
9 |
4.6% |
0 |
| Volume |
183,550 |
151,625 |
-31,925 |
-17.4% |
313,885 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,723 |
18,603 |
18,003 |
|
| R3 |
18,391 |
18,271 |
17,911 |
|
| R2 |
18,059 |
18,059 |
17,881 |
|
| R1 |
17,939 |
17,939 |
17,851 |
17,999 |
| PP |
17,727 |
17,727 |
17,727 |
17,757 |
| S1 |
17,607 |
17,607 |
17,790 |
17,667 |
| S2 |
17,395 |
17,395 |
17,759 |
|
| S3 |
17,063 |
17,275 |
17,729 |
|
| S4 |
16,731 |
16,943 |
17,638 |
|
|
| 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 |
17,884 |
17,176 |
708 |
4.0% |
293 |
1.6% |
91% |
False |
False |
179,731 |
| 10 |
18,051 |
17,176 |
875 |
4.9% |
205 |
1.2% |
74% |
False |
False |
113,170 |
| 20 |
18,051 |
16,974 |
1,077 |
6.0% |
244 |
1.4% |
79% |
False |
False |
142,606 |
| 40 |
18,051 |
16,974 |
1,077 |
6.0% |
174 |
1.0% |
79% |
False |
False |
71,710 |
| 60 |
18,051 |
15,740 |
2,311 |
13.0% |
179 |
1.0% |
90% |
False |
False |
47,820 |
| 80 |
18,051 |
15,740 |
2,311 |
13.0% |
175 |
1.0% |
90% |
False |
False |
35,868 |
| 100 |
18,051 |
15,740 |
2,311 |
13.0% |
148 |
0.8% |
90% |
False |
False |
28,696 |
| 120 |
18,051 |
15,740 |
2,311 |
13.0% |
126 |
0.7% |
90% |
False |
False |
23,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,257 |
|
2.618 |
18,715 |
|
1.618 |
18,383 |
|
1.000 |
18,178 |
|
0.618 |
18,051 |
|
HIGH |
17,846 |
|
0.618 |
17,719 |
|
0.500 |
17,680 |
|
0.382 |
17,641 |
|
LOW |
17,514 |
|
0.618 |
17,309 |
|
1.000 |
17,182 |
|
1.618 |
16,977 |
|
2.618 |
16,645 |
|
4.250 |
16,103 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,773 |
17,717 |
| PP |
17,727 |
17,614 |
| S1 |
17,680 |
17,511 |
|