| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,009.50 |
2,002.00 |
-7.50 |
-0.4% |
2,037.00 |
| High |
2,012.25 |
2,019.75 |
7.50 |
0.4% |
2,054.75 |
| Low |
1,974.50 |
1,971.75 |
-2.75 |
-0.1% |
1,977.50 |
| Close |
2,000.00 |
1,981.75 |
-18.25 |
-0.9% |
2,028.00 |
| Range |
37.75 |
48.00 |
10.25 |
27.2% |
77.25 |
| ATR |
28.52 |
29.91 |
1.39 |
4.9% |
0.00 |
| Volume |
2,199 |
4,317 |
2,118 |
96.3% |
11,269 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.00 |
2,106.50 |
2,008.25 |
|
| R3 |
2,087.00 |
2,058.50 |
1,995.00 |
|
| R2 |
2,039.00 |
2,039.00 |
1,990.50 |
|
| R1 |
2,010.50 |
2,010.50 |
1,986.25 |
2,000.75 |
| PP |
1,991.00 |
1,991.00 |
1,991.00 |
1,986.25 |
| S1 |
1,962.50 |
1,962.50 |
1,977.25 |
1,952.75 |
| S2 |
1,943.00 |
1,943.00 |
1,973.00 |
|
| S3 |
1,895.00 |
1,914.50 |
1,968.50 |
|
| S4 |
1,847.00 |
1,866.50 |
1,955.25 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,251.75 |
2,217.25 |
2,070.50 |
|
| R3 |
2,174.50 |
2,140.00 |
2,049.25 |
|
| R2 |
2,097.25 |
2,097.25 |
2,042.25 |
|
| R1 |
2,062.75 |
2,062.75 |
2,035.00 |
2,041.50 |
| PP |
2,020.00 |
2,020.00 |
2,020.00 |
2,009.50 |
| S1 |
1,985.50 |
1,985.50 |
2,021.00 |
1,964.00 |
| S2 |
1,942.75 |
1,942.75 |
2,013.75 |
|
| S3 |
1,865.50 |
1,908.25 |
2,006.75 |
|
| S4 |
1,788.25 |
1,831.00 |
1,985.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,054.75 |
1,971.75 |
83.00 |
4.2% |
39.75 |
2.0% |
12% |
False |
True |
2,599 |
| 10 |
2,060.00 |
1,971.75 |
88.25 |
4.5% |
36.75 |
1.9% |
11% |
False |
True |
2,382 |
| 20 |
2,081.25 |
1,959.00 |
122.25 |
6.2% |
29.00 |
1.5% |
19% |
False |
False |
1,968 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.4% |
23.75 |
1.2% |
22% |
False |
False |
1,132 |
| 60 |
2,081.25 |
1,876.00 |
205.25 |
10.4% |
22.00 |
1.1% |
52% |
False |
False |
833 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.9% |
23.50 |
1.2% |
64% |
False |
False |
655 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.9% |
20.50 |
1.0% |
64% |
False |
False |
528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,223.75 |
|
2.618 |
2,145.50 |
|
1.618 |
2,097.50 |
|
1.000 |
2,067.75 |
|
0.618 |
2,049.50 |
|
HIGH |
2,019.75 |
|
0.618 |
2,001.50 |
|
0.500 |
1,995.75 |
|
0.382 |
1,990.00 |
|
LOW |
1,971.75 |
|
0.618 |
1,942.00 |
|
1.000 |
1,923.75 |
|
1.618 |
1,894.00 |
|
2.618 |
1,846.00 |
|
4.250 |
1,767.75 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,995.75 |
2,008.00 |
| PP |
1,991.00 |
1,999.25 |
| S1 |
1,986.50 |
1,990.50 |
|