| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
5,481.0 |
5,460.0 |
-21.0 |
-0.4% |
5,306.0 |
| High |
5,512.0 |
5,526.0 |
14.0 |
0.3% |
5,453.0 |
| Low |
5,465.0 |
5,456.0 |
-9.0 |
-0.2% |
5,231.0 |
| Close |
5,512.0 |
5,506.0 |
-6.0 |
-0.1% |
5,446.0 |
| Range |
47.0 |
70.0 |
23.0 |
48.9% |
222.0 |
| ATR |
66.8 |
67.0 |
0.2 |
0.3% |
0.0 |
| Volume |
20,026 |
26,673 |
6,647 |
33.2% |
110,245 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,706.0 |
5,676.0 |
5,544.5 |
|
| R3 |
5,636.0 |
5,606.0 |
5,525.3 |
|
| R2 |
5,566.0 |
5,566.0 |
5,518.8 |
|
| R1 |
5,536.0 |
5,536.0 |
5,512.4 |
5,551.0 |
| PP |
5,496.0 |
5,496.0 |
5,496.0 |
5,503.5 |
| S1 |
5,466.0 |
5,466.0 |
5,499.6 |
5,481.0 |
| S2 |
5,426.0 |
5,426.0 |
5,493.2 |
|
| S3 |
5,356.0 |
5,396.0 |
5,486.8 |
|
| S4 |
5,286.0 |
5,326.0 |
5,467.5 |
|
|
| 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 |
5,526.0 |
5,354.0 |
172.0 |
3.1% |
49.8 |
0.9% |
88% |
True |
False |
22,488 |
| 10 |
5,526.0 |
5,213.0 |
313.0 |
5.7% |
54.3 |
1.0% |
94% |
True |
False |
23,688 |
| 20 |
5,526.0 |
5,213.0 |
313.0 |
5.7% |
53.9 |
1.0% |
94% |
True |
False |
22,022 |
| 40 |
5,526.0 |
5,081.0 |
445.0 |
8.1% |
63.4 |
1.2% |
96% |
True |
False |
22,101 |
| 60 |
5,526.0 |
5,081.0 |
445.0 |
8.1% |
43.3 |
0.8% |
96% |
True |
False |
14,746 |
| 80 |
5,526.0 |
5,081.0 |
445.0 |
8.1% |
33.3 |
0.6% |
96% |
True |
False |
11,073 |
| 100 |
5,566.0 |
5,081.0 |
485.0 |
8.8% |
26.7 |
0.5% |
88% |
False |
False |
8,858 |
| 120 |
5,611.0 |
5,081.0 |
530.0 |
9.6% |
22.2 |
0.4% |
80% |
False |
False |
7,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,823.5 |
|
2.618 |
5,709.3 |
|
1.618 |
5,639.3 |
|
1.000 |
5,596.0 |
|
0.618 |
5,569.3 |
|
HIGH |
5,526.0 |
|
0.618 |
5,499.3 |
|
0.500 |
5,491.0 |
|
0.382 |
5,482.7 |
|
LOW |
5,456.0 |
|
0.618 |
5,412.7 |
|
1.000 |
5,386.0 |
|
1.618 |
5,342.7 |
|
2.618 |
5,272.7 |
|
4.250 |
5,158.5 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,501.0 |
5,498.2 |
| PP |
5,496.0 |
5,490.3 |
| S1 |
5,491.0 |
5,482.5 |
|