| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
5,250.0 |
5,282.0 |
32.0 |
0.6% |
5,388.0 |
| High |
5,265.0 |
5,348.0 |
83.0 |
1.6% |
5,406.0 |
| Low |
5,231.0 |
5,277.0 |
46.0 |
0.9% |
5,213.0 |
| Close |
5,258.0 |
5,343.0 |
85.0 |
1.6% |
5,231.0 |
| Range |
34.0 |
71.0 |
37.0 |
108.8% |
193.0 |
| ATR |
67.5 |
69.1 |
1.6 |
2.4% |
0.0 |
| Volume |
21,600 |
23,401 |
1,801 |
8.3% |
113,966 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,535.7 |
5,510.3 |
5,382.1 |
|
| R3 |
5,464.7 |
5,439.3 |
5,362.5 |
|
| R2 |
5,393.7 |
5,393.7 |
5,356.0 |
|
| R1 |
5,368.3 |
5,368.3 |
5,349.5 |
5,381.0 |
| PP |
5,322.7 |
5,322.7 |
5,322.7 |
5,329.0 |
| S1 |
5,297.3 |
5,297.3 |
5,336.5 |
5,310.0 |
| S2 |
5,251.7 |
5,251.7 |
5,330.0 |
|
| S3 |
5,180.7 |
5,226.3 |
5,323.5 |
|
| S4 |
5,109.7 |
5,155.3 |
5,304.0 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,862.3 |
5,739.7 |
5,337.2 |
|
| R3 |
5,669.3 |
5,546.7 |
5,284.1 |
|
| R2 |
5,476.3 |
5,476.3 |
5,266.4 |
|
| R1 |
5,353.7 |
5,353.7 |
5,248.7 |
5,318.5 |
| PP |
5,283.3 |
5,283.3 |
5,283.3 |
5,265.8 |
| S1 |
5,160.7 |
5,160.7 |
5,213.3 |
5,125.5 |
| S2 |
5,090.3 |
5,090.3 |
5,195.6 |
|
| S3 |
4,897.3 |
4,967.7 |
5,177.9 |
|
| S4 |
4,704.3 |
4,774.7 |
5,124.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,348.0 |
5,213.0 |
135.0 |
2.5% |
58.8 |
1.1% |
96% |
True |
False |
24,888 |
| 10 |
5,428.0 |
5,213.0 |
215.0 |
4.0% |
54.3 |
1.0% |
60% |
False |
False |
23,019 |
| 20 |
5,469.0 |
5,213.0 |
256.0 |
4.8% |
62.4 |
1.2% |
51% |
False |
False |
20,843 |
| 40 |
5,469.0 |
5,081.0 |
388.0 |
7.3% |
57.1 |
1.1% |
68% |
False |
False |
19,290 |
| 60 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
39.3 |
0.7% |
61% |
False |
False |
12,873 |
| 80 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
30.2 |
0.6% |
61% |
False |
False |
9,667 |
| 100 |
5,611.0 |
5,081.0 |
530.0 |
9.9% |
24.2 |
0.5% |
49% |
False |
False |
7,734 |
| 120 |
5,611.0 |
5,081.0 |
530.0 |
9.9% |
20.1 |
0.4% |
49% |
False |
False |
6,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,649.8 |
|
2.618 |
5,533.9 |
|
1.618 |
5,462.9 |
|
1.000 |
5,419.0 |
|
0.618 |
5,391.9 |
|
HIGH |
5,348.0 |
|
0.618 |
5,320.9 |
|
0.500 |
5,312.5 |
|
0.382 |
5,304.1 |
|
LOW |
5,277.0 |
|
0.618 |
5,233.1 |
|
1.000 |
5,206.0 |
|
1.618 |
5,162.1 |
|
2.618 |
5,091.1 |
|
4.250 |
4,975.3 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,332.8 |
5,325.2 |
| PP |
5,322.7 |
5,307.3 |
| S1 |
5,312.5 |
5,289.5 |
|