| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
9,726.5 |
9,475.0 |
-251.5 |
-2.6% |
9,948.5 |
| High |
9,796.0 |
9,631.5 |
-164.5 |
-1.7% |
9,958.5 |
| Low |
9,450.5 |
9,383.5 |
-67.0 |
-0.7% |
9,692.5 |
| Close |
9,477.5 |
9,491.5 |
14.0 |
0.1% |
9,768.5 |
| Range |
345.5 |
248.0 |
-97.5 |
-28.2% |
266.0 |
| ATR |
203.7 |
206.9 |
3.2 |
1.6% |
0.0 |
| Volume |
149,371 |
116,841 |
-32,530 |
-21.8% |
271,515 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,246.2 |
10,116.8 |
9,627.9 |
|
| R3 |
9,998.2 |
9,868.8 |
9,559.7 |
|
| R2 |
9,750.2 |
9,750.2 |
9,537.0 |
|
| R1 |
9,620.8 |
9,620.8 |
9,514.2 |
9,685.5 |
| PP |
9,502.2 |
9,502.2 |
9,502.2 |
9,534.5 |
| S1 |
9,372.8 |
9,372.8 |
9,468.8 |
9,437.5 |
| S2 |
9,254.2 |
9,254.2 |
9,446.0 |
|
| S3 |
9,006.2 |
9,124.8 |
9,423.3 |
|
| S4 |
8,758.2 |
8,876.8 |
9,355.1 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,604.5 |
10,452.5 |
9,914.8 |
|
| R3 |
10,338.5 |
10,186.5 |
9,841.7 |
|
| R2 |
10,072.5 |
10,072.5 |
9,817.3 |
|
| R1 |
9,920.5 |
9,920.5 |
9,792.9 |
9,863.5 |
| PP |
9,806.5 |
9,806.5 |
9,806.5 |
9,778.0 |
| S1 |
9,654.5 |
9,654.5 |
9,744.1 |
9,597.5 |
| S2 |
9,540.5 |
9,540.5 |
9,719.7 |
|
| S3 |
9,274.5 |
9,388.5 |
9,695.4 |
|
| S4 |
9,008.5 |
9,122.5 |
9,622.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,958.5 |
9,383.5 |
575.0 |
6.1% |
223.4 |
2.4% |
19% |
False |
True |
107,545 |
| 10 |
9,958.5 |
9,383.5 |
575.0 |
6.1% |
203.2 |
2.1% |
19% |
False |
True |
103,701 |
| 20 |
10,123.0 |
9,227.0 |
896.0 |
9.4% |
208.5 |
2.2% |
30% |
False |
False |
65,048 |
| 40 |
10,123.0 |
9,145.5 |
977.5 |
10.3% |
167.3 |
1.8% |
35% |
False |
False |
33,541 |
| 60 |
10,123.0 |
8,367.5 |
1,755.5 |
18.5% |
178.4 |
1.9% |
64% |
False |
False |
22,554 |
| 80 |
10,123.0 |
8,367.5 |
1,755.5 |
18.5% |
162.3 |
1.7% |
64% |
False |
False |
16,975 |
| 100 |
10,123.0 |
8,367.5 |
1,755.5 |
18.5% |
144.2 |
1.5% |
64% |
False |
False |
13,642 |
| 120 |
10,123.0 |
8,367.5 |
1,755.5 |
18.5% |
134.4 |
1.4% |
64% |
False |
False |
11,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,685.5 |
|
2.618 |
10,280.8 |
|
1.618 |
10,032.8 |
|
1.000 |
9,879.5 |
|
0.618 |
9,784.8 |
|
HIGH |
9,631.5 |
|
0.618 |
9,536.8 |
|
0.500 |
9,507.5 |
|
0.382 |
9,478.2 |
|
LOW |
9,383.5 |
|
0.618 |
9,230.2 |
|
1.000 |
9,135.5 |
|
1.618 |
8,982.2 |
|
2.618 |
8,734.2 |
|
4.250 |
8,329.5 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
9,507.5 |
9,637.3 |
| PP |
9,502.2 |
9,588.7 |
| S1 |
9,496.8 |
9,540.1 |
|