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 |
204.71 |
202.97 |
-1.74 |
-0.8% |
202.40 |
High |
205.56 |
204.12 |
-1.44 |
-0.7% |
206.26 |
Low |
203.85 |
201.74 |
-2.11 |
-1.0% |
200.17 |
Close |
205.45 |
202.74 |
-2.71 |
-1.3% |
204.97 |
Range |
1.71 |
2.38 |
0.67 |
39.2% |
6.09 |
ATR |
2.76 |
2.83 |
0.07 |
2.5% |
0.00 |
Volume |
92,009,695 |
134,044,594 |
42,034,899 |
45.7% |
545,806,321 |
|
Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
210.01 |
208.75 |
204.05 |
|
R3 |
207.63 |
206.37 |
203.39 |
|
R2 |
205.25 |
205.25 |
203.18 |
|
R1 |
203.99 |
203.99 |
202.96 |
203.43 |
PP |
202.87 |
202.87 |
202.87 |
202.59 |
S1 |
201.61 |
201.61 |
202.52 |
201.05 |
S2 |
200.49 |
200.49 |
202.30 |
|
S3 |
198.11 |
199.23 |
202.09 |
|
S4 |
195.73 |
196.85 |
201.43 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
222.07 |
219.61 |
208.32 |
|
R3 |
215.98 |
213.52 |
206.64 |
|
R2 |
209.89 |
209.89 |
206.09 |
|
R1 |
207.43 |
207.43 |
205.53 |
208.66 |
PP |
203.80 |
203.80 |
203.80 |
204.42 |
S1 |
201.34 |
201.34 |
204.41 |
202.57 |
S2 |
197.71 |
197.71 |
203.85 |
|
S3 |
191.62 |
195.25 |
203.30 |
|
S4 |
185.53 |
189.16 |
201.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
206.26 |
200.94 |
5.32 |
2.6% |
2.41 |
1.2% |
34% |
False |
False |
128,173,922 |
10 |
206.26 |
198.55 |
7.71 |
3.8% |
2.85 |
1.4% |
54% |
False |
False |
156,789,814 |
20 |
208.97 |
198.55 |
10.42 |
5.1% |
2.61 |
1.3% |
40% |
False |
False |
146,359,701 |
40 |
212.97 |
197.86 |
15.11 |
7.5% |
2.47 |
1.2% |
32% |
False |
False |
143,653,433 |
60 |
212.97 |
197.40 |
15.57 |
7.7% |
2.05 |
1.0% |
34% |
False |
False |
125,328,395 |
80 |
212.97 |
181.92 |
31.05 |
15.3% |
2.25 |
1.1% |
67% |
False |
False |
137,809,250 |
100 |
212.97 |
181.92 |
31.05 |
15.3% |
2.15 |
1.1% |
67% |
False |
False |
131,792,297 |
120 |
212.97 |
181.92 |
31.05 |
15.3% |
1.99 |
1.0% |
67% |
False |
False |
122,547,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
214.24 |
2.618 |
210.35 |
1.618 |
207.97 |
1.000 |
206.50 |
0.618 |
205.59 |
HIGH |
204.12 |
0.618 |
203.21 |
0.500 |
202.93 |
0.382 |
202.65 |
LOW |
201.74 |
0.618 |
200.27 |
1.000 |
199.36 |
1.618 |
197.89 |
2.618 |
195.51 |
4.250 |
191.63 |
|
|
Fisher Pivots for day following 27-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
202.93 |
203.92 |
PP |
202.87 |
203.53 |
S1 |
202.80 |
203.13 |
|