| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
5,460.0 |
5,550.0 |
90.0 |
1.6% |
5,452.0 |
| High |
5,526.0 |
5,570.0 |
44.0 |
0.8% |
5,570.0 |
| Low |
5,456.0 |
5,527.0 |
71.0 |
1.3% |
5,439.0 |
| Close |
5,506.0 |
5,542.0 |
36.0 |
0.7% |
5,542.0 |
| Range |
70.0 |
43.0 |
-27.0 |
-38.6% |
131.0 |
| ATR |
67.0 |
66.8 |
-0.2 |
-0.3% |
0.0 |
| Volume |
26,673 |
25,918 |
-755 |
-2.8% |
99,235 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,675.3 |
5,651.7 |
5,565.7 |
|
| R3 |
5,632.3 |
5,608.7 |
5,553.8 |
|
| R2 |
5,589.3 |
5,589.3 |
5,549.9 |
|
| R1 |
5,565.7 |
5,565.7 |
5,545.9 |
5,556.0 |
| PP |
5,546.3 |
5,546.3 |
5,546.3 |
5,541.5 |
| S1 |
5,522.7 |
5,522.7 |
5,538.1 |
5,513.0 |
| S2 |
5,503.3 |
5,503.3 |
5,534.1 |
|
| S3 |
5,460.3 |
5,479.7 |
5,530.2 |
|
| S4 |
5,417.3 |
5,436.7 |
5,518.4 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,910.0 |
5,857.0 |
5,614.1 |
|
| R3 |
5,779.0 |
5,726.0 |
5,578.0 |
|
| R2 |
5,648.0 |
5,648.0 |
5,566.0 |
|
| R1 |
5,595.0 |
5,595.0 |
5,554.0 |
5,621.5 |
| PP |
5,517.0 |
5,517.0 |
5,517.0 |
5,530.3 |
| S1 |
5,464.0 |
5,464.0 |
5,530.0 |
5,490.5 |
| S2 |
5,386.0 |
5,386.0 |
5,518.0 |
|
| S3 |
5,255.0 |
5,333.0 |
5,506.0 |
|
| S4 |
5,124.0 |
5,202.0 |
5,470.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,570.0 |
5,414.0 |
156.0 |
2.8% |
52.0 |
0.9% |
82% |
True |
False |
24,020 |
| 10 |
5,570.0 |
5,213.0 |
357.0 |
6.4% |
54.4 |
1.0% |
92% |
True |
False |
23,663 |
| 20 |
5,570.0 |
5,213.0 |
357.0 |
6.4% |
53.9 |
1.0% |
92% |
True |
False |
22,897 |
| 40 |
5,570.0 |
5,081.0 |
489.0 |
8.8% |
61.6 |
1.1% |
94% |
True |
False |
22,748 |
| 60 |
5,570.0 |
5,081.0 |
489.0 |
8.8% |
44.0 |
0.8% |
94% |
True |
False |
15,174 |
| 80 |
5,570.0 |
5,081.0 |
489.0 |
8.8% |
33.9 |
0.6% |
94% |
True |
False |
11,397 |
| 100 |
5,570.0 |
5,081.0 |
489.0 |
8.8% |
27.1 |
0.5% |
94% |
True |
False |
9,117 |
| 120 |
5,611.0 |
5,081.0 |
530.0 |
9.6% |
22.6 |
0.4% |
87% |
False |
False |
7,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,752.8 |
|
2.618 |
5,682.6 |
|
1.618 |
5,639.6 |
|
1.000 |
5,613.0 |
|
0.618 |
5,596.6 |
|
HIGH |
5,570.0 |
|
0.618 |
5,553.6 |
|
0.500 |
5,548.5 |
|
0.382 |
5,543.4 |
|
LOW |
5,527.0 |
|
0.618 |
5,500.4 |
|
1.000 |
5,484.0 |
|
1.618 |
5,457.4 |
|
2.618 |
5,414.4 |
|
4.250 |
5,344.3 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,548.5 |
5,532.3 |
| PP |
5,546.3 |
5,522.7 |
| S1 |
5,544.2 |
5,513.0 |
|