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 |
17,823.07 |
17,821.30 |
-1.77 |
0.0% |
18,046.58 |
High |
17,951.78 |
17,821.30 |
-130.48 |
-0.7% |
18,073.04 |
Low |
17,731.30 |
17,475.93 |
-255.37 |
-1.4% |
17,731.30 |
Close |
17,832.99 |
17,501.65 |
-331.34 |
-1.9% |
17,832.99 |
Range |
220.48 |
345.37 |
124.89 |
56.6% |
341.74 |
ATR |
167.06 |
180.63 |
13.57 |
8.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,635.74 |
18,414.06 |
17,691.60 |
|
R3 |
18,290.37 |
18,068.69 |
17,596.63 |
|
R2 |
17,945.00 |
17,945.00 |
17,564.97 |
|
R1 |
17,723.32 |
17,723.32 |
17,533.31 |
17,661.48 |
PP |
17,599.63 |
17,599.63 |
17,599.63 |
17,568.70 |
S1 |
17,377.95 |
17,377.95 |
17,469.99 |
17,316.11 |
S2 |
17,254.26 |
17,254.26 |
17,438.33 |
|
S3 |
16,908.89 |
17,032.58 |
17,406.67 |
|
S4 |
16,563.52 |
16,687.21 |
17,311.70 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,904.33 |
18,710.40 |
18,020.95 |
|
R3 |
18,562.59 |
18,368.66 |
17,926.97 |
|
R2 |
18,220.85 |
18,220.85 |
17,895.64 |
|
R1 |
18,026.92 |
18,026.92 |
17,864.32 |
17,953.02 |
PP |
17,879.11 |
17,879.11 |
17,879.11 |
17,842.16 |
S1 |
17,685.18 |
17,685.18 |
17,801.66 |
17,611.28 |
S2 |
17,537.37 |
17,537.37 |
17,770.34 |
|
S3 |
17,195.63 |
17,343.44 |
17,739.01 |
|
S4 |
16,853.89 |
17,001.70 |
17,645.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,073.04 |
17,475.93 |
597.11 |
3.4% |
183.00 |
1.0% |
4% |
False |
True |
|
10 |
18,103.45 |
17,475.93 |
627.52 |
3.6% |
141.57 |
0.8% |
4% |
False |
True |
|
20 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
204.00 |
1.2% |
42% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
146.94 |
0.8% |
42% |
False |
False |
|
60 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
170.12 |
1.0% |
73% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
170.66 |
1.0% |
73% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
156.97 |
0.9% |
73% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
153.75 |
0.9% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,289.12 |
2.618 |
18,725.48 |
1.618 |
18,380.11 |
1.000 |
18,166.67 |
0.618 |
18,034.74 |
HIGH |
17,821.30 |
0.618 |
17,689.37 |
0.500 |
17,648.62 |
0.382 |
17,607.86 |
LOW |
17,475.93 |
0.618 |
17,262.49 |
1.000 |
17,130.56 |
1.618 |
16,917.12 |
2.618 |
16,571.75 |
4.250 |
16,008.11 |
|
|
Fisher Pivots for day following 05-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,648.62 |
17,759.58 |
PP |
17,599.63 |
17,673.60 |
S1 |
17,550.64 |
17,587.63 |
|