| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,876 |
17,718 |
-158 |
-0.9% |
17,924 |
| High |
17,878 |
17,763 |
-115 |
-0.6% |
17,960 |
| Low |
17,669 |
17,600 |
-69 |
-0.4% |
17,600 |
| Close |
17,669 |
17,640 |
-29 |
-0.2% |
17,640 |
| Range |
209 |
163 |
-46 |
-22.0% |
360 |
| ATR |
132 |
134 |
2 |
1.7% |
0 |
| Volume |
12 |
4 |
-8 |
-66.7% |
71 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,157 |
18,061 |
17,730 |
|
| R3 |
17,994 |
17,898 |
17,685 |
|
| R2 |
17,831 |
17,831 |
17,670 |
|
| R1 |
17,735 |
17,735 |
17,655 |
17,702 |
| PP |
17,668 |
17,668 |
17,668 |
17,651 |
| S1 |
17,572 |
17,572 |
17,625 |
17,539 |
| S2 |
17,505 |
17,505 |
17,610 |
|
| S3 |
17,342 |
17,409 |
17,595 |
|
| S4 |
17,179 |
17,246 |
17,550 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,813 |
18,587 |
17,838 |
|
| R3 |
18,453 |
18,227 |
17,739 |
|
| R2 |
18,093 |
18,093 |
17,706 |
|
| R1 |
17,867 |
17,867 |
17,673 |
17,800 |
| PP |
17,733 |
17,733 |
17,733 |
17,700 |
| S1 |
17,507 |
17,507 |
17,607 |
17,440 |
| S2 |
17,373 |
17,373 |
17,574 |
|
| S3 |
17,013 |
17,147 |
17,541 |
|
| S4 |
16,653 |
16,787 |
17,442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,960 |
17,600 |
360 |
2.0% |
104 |
0.6% |
11% |
False |
True |
25 |
| 10 |
17,960 |
17,214 |
746 |
4.2% |
141 |
0.8% |
57% |
False |
False |
34 |
| 20 |
17,960 |
16,921 |
1,039 |
5.9% |
138 |
0.8% |
69% |
False |
False |
25 |
| 40 |
17,960 |
16,921 |
1,039 |
5.9% |
74 |
0.4% |
69% |
False |
False |
13 |
| 60 |
17,960 |
15,850 |
2,110 |
12.0% |
73 |
0.4% |
85% |
False |
False |
13 |
| 80 |
17,960 |
15,850 |
2,110 |
12.0% |
57 |
0.3% |
85% |
False |
False |
10 |
| 100 |
17,960 |
15,850 |
2,110 |
12.0% |
46 |
0.3% |
85% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,456 |
|
2.618 |
18,190 |
|
1.618 |
18,027 |
|
1.000 |
17,926 |
|
0.618 |
17,864 |
|
HIGH |
17,763 |
|
0.618 |
17,701 |
|
0.500 |
17,682 |
|
0.382 |
17,662 |
|
LOW |
17,600 |
|
0.618 |
17,499 |
|
1.000 |
17,437 |
|
1.618 |
17,336 |
|
2.618 |
17,173 |
|
4.250 |
16,907 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,682 |
17,739 |
| PP |
17,668 |
17,706 |
| S1 |
17,654 |
17,673 |
|