| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,180.0 |
1,204.8 |
24.8 |
2.1% |
1,195.0 |
| High |
1,208.8 |
1,222.4 |
13.6 |
1.1% |
1,211.4 |
| Low |
1,180.0 |
1,204.8 |
24.8 |
2.1% |
1,169.0 |
| Close |
1,205.5 |
1,220.7 |
15.2 |
1.3% |
1,187.6 |
| Range |
28.8 |
17.6 |
-11.2 |
-38.9% |
42.4 |
| ATR |
21.7 |
21.4 |
-0.3 |
-1.4% |
0.0 |
| Volume |
1,691 |
1,317 |
-374 |
-22.1% |
9,745 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.8 |
1,262.3 |
1,230.4 |
|
| R3 |
1,251.2 |
1,244.7 |
1,225.5 |
|
| R2 |
1,233.6 |
1,233.6 |
1,223.9 |
|
| R1 |
1,227.1 |
1,227.1 |
1,222.3 |
1,230.4 |
| PP |
1,216.0 |
1,216.0 |
1,216.0 |
1,217.6 |
| S1 |
1,209.5 |
1,209.5 |
1,219.1 |
1,212.8 |
| S2 |
1,198.4 |
1,198.4 |
1,217.5 |
|
| S3 |
1,180.8 |
1,191.9 |
1,215.9 |
|
| S4 |
1,163.2 |
1,174.3 |
1,211.0 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.5 |
1,294.5 |
1,210.9 |
|
| R3 |
1,274.1 |
1,252.1 |
1,199.3 |
|
| R2 |
1,231.7 |
1,231.7 |
1,195.4 |
|
| R1 |
1,209.7 |
1,209.7 |
1,191.5 |
1,199.5 |
| PP |
1,189.3 |
1,189.3 |
1,189.3 |
1,184.3 |
| S1 |
1,167.3 |
1,167.3 |
1,183.7 |
1,157.1 |
| S2 |
1,146.9 |
1,146.9 |
1,179.8 |
|
| S3 |
1,104.5 |
1,124.9 |
1,175.9 |
|
| S4 |
1,062.1 |
1,082.5 |
1,164.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,222.4 |
1,169.0 |
53.4 |
4.4% |
24.1 |
2.0% |
97% |
True |
False |
2,437 |
| 10 |
1,222.4 |
1,169.0 |
53.4 |
4.4% |
20.8 |
1.7% |
97% |
True |
False |
1,867 |
| 20 |
1,240.0 |
1,169.0 |
71.0 |
5.8% |
20.9 |
1.7% |
73% |
False |
False |
2,341 |
| 40 |
1,240.0 |
1,134.1 |
105.9 |
8.7% |
22.2 |
1.8% |
82% |
False |
False |
2,931 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.1% |
19.1 |
1.6% |
70% |
False |
False |
2,458 |
| 80 |
1,257.0 |
1,134.1 |
122.9 |
10.1% |
17.5 |
1.4% |
70% |
False |
False |
2,063 |
| 100 |
1,320.0 |
1,134.1 |
185.9 |
15.2% |
15.4 |
1.3% |
47% |
False |
False |
1,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,297.2 |
|
2.618 |
1,268.5 |
|
1.618 |
1,250.9 |
|
1.000 |
1,240.0 |
|
0.618 |
1,233.3 |
|
HIGH |
1,222.4 |
|
0.618 |
1,215.7 |
|
0.500 |
1,213.6 |
|
0.382 |
1,211.5 |
|
LOW |
1,204.8 |
|
0.618 |
1,193.9 |
|
1.000 |
1,187.2 |
|
1.618 |
1,176.3 |
|
2.618 |
1,158.7 |
|
4.250 |
1,130.0 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,218.3 |
1,212.4 |
| PP |
1,216.0 |
1,204.0 |
| S1 |
1,213.6 |
1,195.7 |
|