| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1,293.2 |
1,283.0 |
-10.2 |
-0.8% |
1,282.4 |
| High |
1,300.6 |
1,299.4 |
-1.2 |
-0.1% |
1,309.0 |
| Low |
1,277.4 |
1,274.7 |
-2.7 |
-0.2% |
1,274.2 |
| Close |
1,281.2 |
1,293.7 |
12.5 |
1.0% |
1,294.3 |
| Range |
23.2 |
24.7 |
1.5 |
6.5% |
34.8 |
| ATR |
21.6 |
21.8 |
0.2 |
1.0% |
0.0 |
| Volume |
2,574 |
8,803 |
6,229 |
242.0% |
18,397 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,363.4 |
1,353.2 |
1,307.3 |
|
| R3 |
1,338.7 |
1,328.5 |
1,300.5 |
|
| R2 |
1,314.0 |
1,314.0 |
1,298.2 |
|
| R1 |
1,303.8 |
1,303.8 |
1,296.0 |
1,308.9 |
| PP |
1,289.3 |
1,289.3 |
1,289.3 |
1,291.8 |
| S1 |
1,279.1 |
1,279.1 |
1,291.4 |
1,284.2 |
| S2 |
1,264.6 |
1,264.6 |
1,289.2 |
|
| S3 |
1,239.9 |
1,254.4 |
1,286.9 |
|
| S4 |
1,215.2 |
1,229.7 |
1,280.1 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,396.9 |
1,380.4 |
1,313.4 |
|
| R3 |
1,362.1 |
1,345.6 |
1,303.9 |
|
| R2 |
1,327.3 |
1,327.3 |
1,300.7 |
|
| R1 |
1,310.8 |
1,310.8 |
1,297.5 |
1,319.1 |
| PP |
1,292.5 |
1,292.5 |
1,292.5 |
1,296.6 |
| S1 |
1,276.0 |
1,276.0 |
1,291.1 |
1,284.3 |
| S2 |
1,257.7 |
1,257.7 |
1,287.9 |
|
| S3 |
1,222.9 |
1,241.2 |
1,284.7 |
|
| S4 |
1,188.1 |
1,206.4 |
1,275.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,309.0 |
1,274.7 |
34.3 |
2.7% |
22.9 |
1.8% |
55% |
False |
True |
5,358 |
| 10 |
1,309.0 |
1,227.0 |
82.0 |
6.3% |
24.0 |
1.9% |
81% |
False |
False |
4,731 |
| 20 |
1,309.0 |
1,169.0 |
140.0 |
10.8% |
21.4 |
1.7% |
89% |
False |
False |
3,619 |
| 40 |
1,309.0 |
1,143.2 |
165.8 |
12.8% |
22.2 |
1.7% |
91% |
False |
False |
3,110 |
| 60 |
1,309.0 |
1,134.1 |
174.9 |
13.5% |
21.6 |
1.7% |
91% |
False |
False |
3,264 |
| 80 |
1,309.0 |
1,134.1 |
174.9 |
13.5% |
19.2 |
1.5% |
91% |
False |
False |
2,697 |
| 100 |
1,309.0 |
1,134.1 |
174.9 |
13.5% |
17.5 |
1.3% |
91% |
False |
False |
2,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,404.4 |
|
2.618 |
1,364.1 |
|
1.618 |
1,339.4 |
|
1.000 |
1,324.1 |
|
0.618 |
1,314.7 |
|
HIGH |
1,299.4 |
|
0.618 |
1,290.0 |
|
0.500 |
1,287.1 |
|
0.382 |
1,284.1 |
|
LOW |
1,274.7 |
|
0.618 |
1,259.4 |
|
1.000 |
1,250.0 |
|
1.618 |
1,234.7 |
|
2.618 |
1,210.0 |
|
4.250 |
1,169.7 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,291.5 |
1,292.2 |
| PP |
1,289.3 |
1,290.6 |
| S1 |
1,287.1 |
1,289.1 |
|