| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
5,423.0 |
5,452.0 |
29.0 |
0.5% |
5,306.0 |
| High |
5,453.0 |
5,500.0 |
47.0 |
0.9% |
5,453.0 |
| Low |
5,414.0 |
5,439.0 |
25.0 |
0.5% |
5,231.0 |
| Close |
5,446.0 |
5,491.0 |
45.0 |
0.8% |
5,446.0 |
| Range |
39.0 |
61.0 |
22.0 |
56.4% |
222.0 |
| ATR |
68.9 |
68.3 |
-0.6 |
-0.8% |
0.0 |
| Volume |
20,869 |
26,618 |
5,749 |
27.5% |
110,245 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,659.7 |
5,636.3 |
5,524.6 |
|
| R3 |
5,598.7 |
5,575.3 |
5,507.8 |
|
| R2 |
5,537.7 |
5,537.7 |
5,502.2 |
|
| R1 |
5,514.3 |
5,514.3 |
5,496.6 |
5,526.0 |
| PP |
5,476.7 |
5,476.7 |
5,476.7 |
5,482.5 |
| S1 |
5,453.3 |
5,453.3 |
5,485.4 |
5,465.0 |
| S2 |
5,415.7 |
5,415.7 |
5,479.8 |
|
| S3 |
5,354.7 |
5,392.3 |
5,474.2 |
|
| S4 |
5,293.7 |
5,331.3 |
5,457.5 |
|
|
| 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 |
5,500.0 |
5,231.0 |
269.0 |
4.9% |
47.4 |
0.9% |
97% |
True |
False |
22,149 |
| 10 |
5,500.0 |
5,213.0 |
287.0 |
5.2% |
54.4 |
1.0% |
97% |
True |
False |
23,646 |
| 20 |
5,500.0 |
5,213.0 |
287.0 |
5.2% |
57.7 |
1.1% |
97% |
True |
False |
21,431 |
| 40 |
5,500.0 |
5,081.0 |
419.0 |
7.6% |
60.4 |
1.1% |
98% |
True |
False |
20,934 |
| 60 |
5,513.0 |
5,081.0 |
432.0 |
7.9% |
41.3 |
0.8% |
95% |
False |
False |
13,967 |
| 80 |
5,513.0 |
5,081.0 |
432.0 |
7.9% |
31.9 |
0.6% |
95% |
False |
False |
10,489 |
| 100 |
5,595.0 |
5,081.0 |
514.0 |
9.4% |
25.5 |
0.5% |
80% |
False |
False |
8,391 |
| 120 |
5,611.0 |
5,081.0 |
530.0 |
9.7% |
21.2 |
0.4% |
77% |
False |
False |
6,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,759.3 |
|
2.618 |
5,659.7 |
|
1.618 |
5,598.7 |
|
1.000 |
5,561.0 |
|
0.618 |
5,537.7 |
|
HIGH |
5,500.0 |
|
0.618 |
5,476.7 |
|
0.500 |
5,469.5 |
|
0.382 |
5,462.3 |
|
LOW |
5,439.0 |
|
0.618 |
5,401.3 |
|
1.000 |
5,378.0 |
|
1.618 |
5,340.3 |
|
2.618 |
5,279.3 |
|
4.250 |
5,179.8 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,483.8 |
5,469.7 |
| PP |
5,476.7 |
5,448.3 |
| S1 |
5,469.5 |
5,427.0 |
|