Trading Metrics calculated at close of trading on 07-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,504.18 |
17,374.78 |
-129.40 |
-0.7% |
18,046.58 |
High |
17,581.05 |
17,597.08 |
16.03 |
0.1% |
18,073.04 |
Low |
17,262.37 |
17,374.78 |
112.41 |
0.7% |
17,731.30 |
Close |
17,371.64 |
17,584.52 |
212.88 |
1.2% |
17,832.99 |
Range |
318.68 |
222.30 |
-96.38 |
-30.2% |
341.74 |
ATR |
190.49 |
192.99 |
2.50 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,185.69 |
18,107.41 |
17,706.79 |
|
R3 |
17,963.39 |
17,885.11 |
17,645.65 |
|
R2 |
17,741.09 |
17,741.09 |
17,625.28 |
|
R1 |
17,662.81 |
17,662.81 |
17,604.90 |
17,701.95 |
PP |
17,518.79 |
17,518.79 |
17,518.79 |
17,538.37 |
S1 |
17,440.51 |
17,440.51 |
17,564.14 |
17,479.65 |
S2 |
17,296.49 |
17,296.49 |
17,543.77 |
|
S3 |
17,074.19 |
17,218.21 |
17,523.39 |
|
S4 |
16,851.89 |
16,995.91 |
17,462.26 |
|
|
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 |
4.4% |
265.83 |
1.5% |
41% |
False |
False |
|
10 |
18,103.45 |
17,262.37 |
841.08 |
4.8% |
167.86 |
1.0% |
38% |
False |
False |
|
20 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
218.83 |
1.2% |
50% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
155.41 |
0.9% |
50% |
False |
False |
|
60 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
169.90 |
1.0% |
77% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
175.17 |
1.0% |
77% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
160.73 |
0.9% |
77% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
156.07 |
0.9% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,541.86 |
2.618 |
18,179.06 |
1.618 |
17,956.76 |
1.000 |
17,819.38 |
0.618 |
17,734.46 |
HIGH |
17,597.08 |
0.618 |
17,512.16 |
0.500 |
17,485.93 |
0.382 |
17,459.70 |
LOW |
17,374.78 |
0.618 |
17,237.40 |
1.000 |
17,152.48 |
1.618 |
17,015.10 |
2.618 |
16,792.80 |
4.250 |
16,430.01 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,551.66 |
17,570.29 |
PP |
17,518.79 |
17,556.06 |
S1 |
17,485.93 |
17,541.84 |
|