| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,718 |
17,632 |
-86 |
-0.5% |
17,924 |
| High |
17,763 |
17,638 |
-125 |
-0.7% |
17,960 |
| Low |
17,600 |
17,318 |
-282 |
-1.6% |
17,600 |
| Close |
17,640 |
17,371 |
-269 |
-1.5% |
17,640 |
| Range |
163 |
320 |
157 |
96.3% |
360 |
| ATR |
134 |
148 |
13 |
10.0% |
0 |
| Volume |
4 |
16 |
12 |
300.0% |
71 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,402 |
18,207 |
17,547 |
|
| R3 |
18,082 |
17,887 |
17,459 |
|
| R2 |
17,762 |
17,762 |
17,430 |
|
| R1 |
17,567 |
17,567 |
17,400 |
17,505 |
| PP |
17,442 |
17,442 |
17,442 |
17,411 |
| S1 |
17,247 |
17,247 |
17,342 |
17,185 |
| S2 |
17,122 |
17,122 |
17,312 |
|
| S3 |
16,802 |
16,927 |
17,283 |
|
| S4 |
16,482 |
16,607 |
17,195 |
|
|
| 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 |
17,318 |
642 |
3.7% |
162 |
0.9% |
8% |
False |
True |
17 |
| 10 |
17,960 |
17,318 |
642 |
3.7% |
130 |
0.7% |
8% |
False |
True |
32 |
| 20 |
17,960 |
16,921 |
1,039 |
6.0% |
151 |
0.9% |
43% |
False |
False |
26 |
| 40 |
17,960 |
16,921 |
1,039 |
6.0% |
82 |
0.5% |
43% |
False |
False |
13 |
| 60 |
17,960 |
15,850 |
2,110 |
12.1% |
78 |
0.4% |
72% |
False |
False |
13 |
| 80 |
17,960 |
15,850 |
2,110 |
12.1% |
61 |
0.4% |
72% |
False |
False |
10 |
| 100 |
17,960 |
15,850 |
2,110 |
12.1% |
49 |
0.3% |
72% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,998 |
|
2.618 |
18,476 |
|
1.618 |
18,156 |
|
1.000 |
17,958 |
|
0.618 |
17,836 |
|
HIGH |
17,638 |
|
0.618 |
17,516 |
|
0.500 |
17,478 |
|
0.382 |
17,440 |
|
LOW |
17,318 |
|
0.618 |
17,120 |
|
1.000 |
16,998 |
|
1.618 |
16,800 |
|
2.618 |
16,480 |
|
4.250 |
15,958 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,478 |
17,598 |
| PP |
17,442 |
17,522 |
| S1 |
17,407 |
17,447 |
|