| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,007.50 |
2,018.50 |
11.00 |
0.5% |
2,028.50 |
| High |
2,024.75 |
2,051.00 |
26.25 |
1.3% |
2,044.25 |
| Low |
1,998.00 |
2,012.00 |
14.00 |
0.7% |
1,963.50 |
| Close |
2,019.00 |
2,049.00 |
30.00 |
1.5% |
2,005.50 |
| Range |
26.75 |
39.00 |
12.25 |
45.8% |
80.75 |
| ATR |
30.37 |
30.98 |
0.62 |
2.0% |
0.00 |
| Volume |
2,451 |
2,606 |
155 |
6.3% |
17,499 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.25 |
2,140.75 |
2,070.50 |
|
| R3 |
2,115.25 |
2,101.75 |
2,059.75 |
|
| R2 |
2,076.25 |
2,076.25 |
2,056.25 |
|
| R1 |
2,062.75 |
2,062.75 |
2,052.50 |
2,069.50 |
| PP |
2,037.25 |
2,037.25 |
2,037.25 |
2,040.75 |
| S1 |
2,023.75 |
2,023.75 |
2,045.50 |
2,030.50 |
| S2 |
1,998.25 |
1,998.25 |
2,041.75 |
|
| S3 |
1,959.25 |
1,984.75 |
2,038.25 |
|
| S4 |
1,920.25 |
1,945.75 |
2,027.50 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,246.75 |
2,206.75 |
2,050.00 |
|
| R3 |
2,166.00 |
2,126.00 |
2,027.75 |
|
| R2 |
2,085.25 |
2,085.25 |
2,020.25 |
|
| R1 |
2,045.25 |
2,045.25 |
2,013.00 |
2,025.00 |
| PP |
2,004.50 |
2,004.50 |
2,004.50 |
1,994.25 |
| S1 |
1,964.50 |
1,964.50 |
1,998.00 |
1,944.00 |
| S2 |
1,923.75 |
1,923.75 |
1,990.75 |
|
| S3 |
1,843.00 |
1,883.75 |
1,983.25 |
|
| S4 |
1,762.25 |
1,803.00 |
1,961.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,051.00 |
1,963.50 |
87.50 |
4.3% |
37.00 |
1.8% |
98% |
True |
False |
4,209 |
| 10 |
2,054.75 |
1,963.50 |
91.25 |
4.5% |
37.25 |
1.8% |
94% |
False |
False |
3,119 |
| 20 |
2,081.25 |
1,963.50 |
117.75 |
5.7% |
29.25 |
1.4% |
73% |
False |
False |
2,595 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
25.75 |
1.3% |
75% |
False |
False |
1,525 |
| 60 |
2,081.25 |
1,930.00 |
151.25 |
7.4% |
22.25 |
1.1% |
79% |
False |
False |
1,105 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
24.25 |
1.2% |
88% |
False |
False |
862 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
21.75 |
1.1% |
88% |
False |
False |
695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,216.75 |
|
2.618 |
2,153.00 |
|
1.618 |
2,114.00 |
|
1.000 |
2,090.00 |
|
0.618 |
2,075.00 |
|
HIGH |
2,051.00 |
|
0.618 |
2,036.00 |
|
0.500 |
2,031.50 |
|
0.382 |
2,027.00 |
|
LOW |
2,012.00 |
|
0.618 |
1,988.00 |
|
1.000 |
1,973.00 |
|
1.618 |
1,949.00 |
|
2.618 |
1,910.00 |
|
4.250 |
1,846.25 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,043.25 |
2,039.50 |
| PP |
2,037.25 |
2,030.25 |
| S1 |
2,031.50 |
2,020.75 |
|