Trading Metrics calculated at close of trading on 06-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,821.30 |
17,504.18 |
-317.12 |
-1.8% |
18,046.58 |
High |
17,821.30 |
17,581.05 |
-240.25 |
-1.3% |
18,073.04 |
Low |
17,475.93 |
17,262.37 |
-213.56 |
-1.2% |
17,731.30 |
Close |
17,501.65 |
17,371.64 |
-130.01 |
-0.7% |
17,832.99 |
Range |
345.37 |
318.68 |
-26.69 |
-7.7% |
341.74 |
ATR |
180.63 |
190.49 |
9.86 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,361.06 |
18,185.03 |
17,546.91 |
|
R3 |
18,042.38 |
17,866.35 |
17,459.28 |
|
R2 |
17,723.70 |
17,723.70 |
17,430.06 |
|
R1 |
17,547.67 |
17,547.67 |
17,400.85 |
17,476.35 |
PP |
17,405.02 |
17,405.02 |
17,405.02 |
17,369.36 |
S1 |
17,228.99 |
17,228.99 |
17,342.43 |
17,157.67 |
S2 |
17,086.34 |
17,086.34 |
17,313.22 |
|
S3 |
16,767.66 |
16,910.31 |
17,284.00 |
|
S4 |
16,448.98 |
16,591.63 |
17,196.37 |
|
|
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 |
18,043.22 |
17,262.37 |
780.85 |
4.5% |
236.44 |
1.4% |
14% |
False |
True |
|
10 |
18,103.45 |
17,262.37 |
841.08 |
4.8% |
160.69 |
0.9% |
13% |
False |
True |
|
20 |
18,103.45 |
17,067.59 |
1,035.86 |
6.0% |
215.53 |
1.2% |
29% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
6.0% |
151.91 |
0.9% |
29% |
False |
False |
|
60 |
18,103.45 |
15,855.12 |
2,248.33 |
12.9% |
169.76 |
1.0% |
67% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.9% |
173.72 |
1.0% |
67% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.9% |
159.13 |
0.9% |
67% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.9% |
155.76 |
0.9% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,935.44 |
2.618 |
18,415.35 |
1.618 |
18,096.67 |
1.000 |
17,899.73 |
0.618 |
17,777.99 |
HIGH |
17,581.05 |
0.618 |
17,459.31 |
0.500 |
17,421.71 |
0.382 |
17,384.11 |
LOW |
17,262.37 |
0.618 |
17,065.43 |
1.000 |
16,943.69 |
1.618 |
16,746.75 |
2.618 |
16,428.07 |
4.250 |
15,907.98 |
|
|
Fisher Pivots for day following 06-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,421.71 |
17,607.08 |
PP |
17,405.02 |
17,528.60 |
S1 |
17,388.33 |
17,450.12 |
|