| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
5,335.0 |
5,378.0 |
43.0 |
0.8% |
5,368.0 |
| High |
5,357.0 |
5,428.0 |
71.0 |
1.3% |
5,431.0 |
| Low |
5,312.0 |
5,378.0 |
66.0 |
1.2% |
5,271.0 |
| Close |
5,337.0 |
5,422.0 |
85.0 |
1.6% |
5,422.0 |
| Range |
45.0 |
50.0 |
5.0 |
11.1% |
160.0 |
| ATR |
70.0 |
71.5 |
1.5 |
2.1% |
0.0 |
| Volume |
23,849 |
21,259 |
-2,590 |
-10.9% |
122,832 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,559.3 |
5,540.7 |
5,449.5 |
|
| R3 |
5,509.3 |
5,490.7 |
5,435.8 |
|
| R2 |
5,459.3 |
5,459.3 |
5,431.2 |
|
| R1 |
5,440.7 |
5,440.7 |
5,426.6 |
5,450.0 |
| PP |
5,409.3 |
5,409.3 |
5,409.3 |
5,414.0 |
| S1 |
5,390.7 |
5,390.7 |
5,417.4 |
5,400.0 |
| S2 |
5,359.3 |
5,359.3 |
5,412.8 |
|
| S3 |
5,309.3 |
5,340.7 |
5,408.3 |
|
| S4 |
5,259.3 |
5,290.7 |
5,394.5 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,854.7 |
5,798.3 |
5,510.0 |
|
| R3 |
5,694.7 |
5,638.3 |
5,466.0 |
|
| R2 |
5,534.7 |
5,534.7 |
5,451.3 |
|
| R1 |
5,478.3 |
5,478.3 |
5,436.7 |
5,506.5 |
| PP |
5,374.7 |
5,374.7 |
5,374.7 |
5,388.8 |
| S1 |
5,318.3 |
5,318.3 |
5,407.3 |
5,346.5 |
| S2 |
5,214.7 |
5,214.7 |
5,392.7 |
|
| S3 |
5,054.7 |
5,158.3 |
5,378.0 |
|
| S4 |
4,894.7 |
4,998.3 |
5,334.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,431.0 |
5,271.0 |
160.0 |
3.0% |
56.0 |
1.0% |
94% |
False |
False |
24,566 |
| 10 |
5,469.0 |
5,271.0 |
198.0 |
3.7% |
62.1 |
1.1% |
76% |
False |
False |
18,651 |
| 20 |
5,469.0 |
5,081.0 |
388.0 |
7.2% |
67.4 |
1.2% |
88% |
False |
False |
29,225 |
| 40 |
5,469.0 |
5,081.0 |
388.0 |
7.2% |
47.4 |
0.9% |
88% |
False |
False |
14,671 |
| 60 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
32.4 |
0.6% |
79% |
False |
False |
9,797 |
| 80 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
24.6 |
0.5% |
79% |
False |
False |
7,354 |
| 100 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
19.7 |
0.4% |
64% |
False |
False |
5,883 |
| 120 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
16.4 |
0.3% |
64% |
False |
False |
4,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,640.5 |
|
2.618 |
5,558.9 |
|
1.618 |
5,508.9 |
|
1.000 |
5,478.0 |
|
0.618 |
5,458.9 |
|
HIGH |
5,428.0 |
|
0.618 |
5,408.9 |
|
0.500 |
5,403.0 |
|
0.382 |
5,397.1 |
|
LOW |
5,378.0 |
|
0.618 |
5,347.1 |
|
1.000 |
5,328.0 |
|
1.618 |
5,297.1 |
|
2.618 |
5,247.1 |
|
4.250 |
5,165.5 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,415.7 |
5,397.8 |
| PP |
5,409.3 |
5,373.7 |
| S1 |
5,403.0 |
5,349.5 |
|