| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
5,374.0 |
5,423.0 |
49.0 |
0.9% |
5,306.0 |
| High |
5,386.0 |
5,453.0 |
67.0 |
1.2% |
5,453.0 |
| Low |
5,354.0 |
5,414.0 |
60.0 |
1.1% |
5,231.0 |
| Close |
5,363.0 |
5,446.0 |
83.0 |
1.5% |
5,446.0 |
| Range |
32.0 |
39.0 |
7.0 |
21.9% |
222.0 |
| ATR |
67.2 |
68.9 |
1.6 |
2.4% |
0.0 |
| Volume |
18,257 |
20,869 |
2,612 |
14.3% |
110,245 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,554.7 |
5,539.3 |
5,467.5 |
|
| R3 |
5,515.7 |
5,500.3 |
5,456.7 |
|
| R2 |
5,476.7 |
5,476.7 |
5,453.2 |
|
| R1 |
5,461.3 |
5,461.3 |
5,449.6 |
5,469.0 |
| PP |
5,437.7 |
5,437.7 |
5,437.7 |
5,441.5 |
| S1 |
5,422.3 |
5,422.3 |
5,442.4 |
5,430.0 |
| S2 |
5,398.7 |
5,398.7 |
5,438.9 |
|
| S3 |
5,359.7 |
5,383.3 |
5,435.3 |
|
| S4 |
5,320.7 |
5,344.3 |
5,424.6 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,042.7 |
5,966.3 |
5,568.1 |
|
| R3 |
5,820.7 |
5,744.3 |
5,507.1 |
|
| R2 |
5,598.7 |
5,598.7 |
5,486.7 |
|
| R1 |
5,522.3 |
5,522.3 |
5,466.4 |
5,560.5 |
| PP |
5,376.7 |
5,376.7 |
5,376.7 |
5,395.8 |
| S1 |
5,300.3 |
5,300.3 |
5,425.7 |
5,338.5 |
| S2 |
5,154.7 |
5,154.7 |
5,405.3 |
|
| S3 |
4,932.7 |
5,078.3 |
5,385.0 |
|
| S4 |
4,710.7 |
4,856.3 |
5,323.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,453.0 |
5,231.0 |
222.0 |
4.1% |
50.8 |
0.9% |
97% |
True |
False |
22,049 |
| 10 |
5,453.0 |
5,213.0 |
240.0 |
4.4% |
51.9 |
1.0% |
97% |
True |
False |
22,421 |
| 20 |
5,469.0 |
5,213.0 |
256.0 |
4.7% |
57.0 |
1.0% |
91% |
False |
False |
20,536 |
| 40 |
5,469.0 |
5,081.0 |
388.0 |
7.1% |
58.9 |
1.1% |
94% |
False |
False |
20,268 |
| 60 |
5,513.0 |
5,081.0 |
432.0 |
7.9% |
40.3 |
0.7% |
84% |
False |
False |
13,524 |
| 80 |
5,513.0 |
5,081.0 |
432.0 |
7.9% |
31.1 |
0.6% |
84% |
False |
False |
10,156 |
| 100 |
5,611.0 |
5,081.0 |
530.0 |
9.7% |
24.9 |
0.5% |
69% |
False |
False |
8,125 |
| 120 |
5,611.0 |
5,081.0 |
530.0 |
9.7% |
20.7 |
0.4% |
69% |
False |
False |
6,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,618.8 |
|
2.618 |
5,555.1 |
|
1.618 |
5,516.1 |
|
1.000 |
5,492.0 |
|
0.618 |
5,477.1 |
|
HIGH |
5,453.0 |
|
0.618 |
5,438.1 |
|
0.500 |
5,433.5 |
|
0.382 |
5,428.9 |
|
LOW |
5,414.0 |
|
0.618 |
5,389.9 |
|
1.000 |
5,375.0 |
|
1.618 |
5,350.9 |
|
2.618 |
5,311.9 |
|
4.250 |
5,248.3 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,441.8 |
5,419.0 |
| PP |
5,437.7 |
5,392.0 |
| S1 |
5,433.5 |
5,365.0 |
|