| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,234.4 |
1,234.5 |
0.1 |
0.0% |
1,180.0 |
| High |
1,245.4 |
1,245.3 |
-0.1 |
0.0% |
1,223.9 |
| Low |
1,230.0 |
1,227.0 |
-3.0 |
-0.2% |
1,180.0 |
| Close |
1,235.9 |
1,236.0 |
0.1 |
0.0% |
1,217.6 |
| Range |
15.4 |
18.3 |
2.9 |
18.8% |
43.9 |
| ATR |
19.2 |
19.1 |
-0.1 |
-0.3% |
0.0 |
| Volume |
2,523 |
3,822 |
1,299 |
51.5% |
12,689 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,291.0 |
1,281.8 |
1,246.1 |
|
| R3 |
1,272.7 |
1,263.5 |
1,241.0 |
|
| R2 |
1,254.4 |
1,254.4 |
1,239.4 |
|
| R1 |
1,245.2 |
1,245.2 |
1,237.7 |
1,249.8 |
| PP |
1,236.1 |
1,236.1 |
1,236.1 |
1,238.4 |
| S1 |
1,226.9 |
1,226.9 |
1,234.3 |
1,231.5 |
| S2 |
1,217.8 |
1,217.8 |
1,232.6 |
|
| S3 |
1,199.5 |
1,208.6 |
1,231.0 |
|
| S4 |
1,181.2 |
1,190.3 |
1,225.9 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,338.9 |
1,322.1 |
1,241.7 |
|
| R3 |
1,295.0 |
1,278.2 |
1,229.7 |
|
| R2 |
1,251.1 |
1,251.1 |
1,225.6 |
|
| R1 |
1,234.3 |
1,234.3 |
1,221.6 |
1,242.7 |
| PP |
1,207.2 |
1,207.2 |
1,207.2 |
1,211.4 |
| S1 |
1,190.4 |
1,190.4 |
1,213.6 |
1,198.8 |
| S2 |
1,163.3 |
1,163.3 |
1,209.6 |
|
| S3 |
1,119.4 |
1,146.5 |
1,205.5 |
|
| S4 |
1,075.5 |
1,102.6 |
1,193.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,245.4 |
1,207.4 |
38.0 |
3.1% |
15.0 |
1.2% |
75% |
False |
False |
3,054 |
| 10 |
1,245.4 |
1,169.0 |
76.4 |
6.2% |
17.7 |
1.4% |
88% |
False |
False |
2,852 |
| 20 |
1,245.4 |
1,169.0 |
76.4 |
6.2% |
18.5 |
1.5% |
88% |
False |
False |
2,338 |
| 40 |
1,245.4 |
1,143.2 |
102.2 |
8.3% |
20.0 |
1.6% |
91% |
False |
False |
2,908 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
9.9% |
19.5 |
1.6% |
83% |
False |
False |
2,691 |
| 80 |
1,257.0 |
1,134.1 |
122.9 |
9.9% |
17.8 |
1.4% |
83% |
False |
False |
2,268 |
| 100 |
1,293.5 |
1,134.1 |
159.4 |
12.9% |
15.7 |
1.3% |
64% |
False |
False |
1,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,323.1 |
|
2.618 |
1,293.2 |
|
1.618 |
1,274.9 |
|
1.000 |
1,263.6 |
|
0.618 |
1,256.6 |
|
HIGH |
1,245.3 |
|
0.618 |
1,238.3 |
|
0.500 |
1,236.2 |
|
0.382 |
1,234.0 |
|
LOW |
1,227.0 |
|
0.618 |
1,215.7 |
|
1.000 |
1,208.7 |
|
1.618 |
1,197.4 |
|
2.618 |
1,179.1 |
|
4.250 |
1,149.2 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,236.2 |
1,234.9 |
| PP |
1,236.1 |
1,233.8 |
| S1 |
1,236.1 |
1,232.7 |
|