Trading Metrics calculated at close of trading on 08-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,374.78 |
17,591.97 |
217.19 |
1.3% |
18,046.58 |
High |
17,597.08 |
17,916.04 |
318.96 |
1.8% |
18,073.04 |
Low |
17,374.78 |
17,591.97 |
217.19 |
1.3% |
17,731.30 |
Close |
17,584.52 |
17,907.87 |
323.35 |
1.8% |
17,832.99 |
Range |
222.30 |
324.07 |
101.77 |
45.8% |
341.74 |
ATR |
192.99 |
202.88 |
9.90 |
5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,777.50 |
18,666.76 |
18,086.11 |
|
R3 |
18,453.43 |
18,342.69 |
17,996.99 |
|
R2 |
18,129.36 |
18,129.36 |
17,967.28 |
|
R1 |
18,018.62 |
18,018.62 |
17,937.58 |
18,073.99 |
PP |
17,805.29 |
17,805.29 |
17,805.29 |
17,832.98 |
S1 |
17,694.55 |
17,694.55 |
17,878.16 |
17,749.92 |
S2 |
17,481.22 |
17,481.22 |
17,848.46 |
|
S3 |
17,157.15 |
17,370.48 |
17,818.75 |
|
S4 |
16,833.08 |
17,046.41 |
17,729.63 |
|
|
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 |
17,951.78 |
17,262.37 |
689.41 |
3.8% |
286.18 |
1.6% |
94% |
False |
False |
|
10 |
18,103.45 |
17,262.37 |
841.08 |
4.7% |
190.36 |
1.1% |
77% |
False |
False |
|
20 |
18,103.45 |
17,067.59 |
1,035.86 |
5.8% |
224.14 |
1.3% |
81% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.8% |
161.66 |
0.9% |
81% |
False |
False |
|
60 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
170.44 |
1.0% |
91% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
177.96 |
1.0% |
91% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
161.97 |
0.9% |
91% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
157.64 |
0.9% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,293.34 |
2.618 |
18,764.46 |
1.618 |
18,440.39 |
1.000 |
18,240.11 |
0.618 |
18,116.32 |
HIGH |
17,916.04 |
0.618 |
17,792.25 |
0.500 |
17,754.01 |
0.382 |
17,715.76 |
LOW |
17,591.97 |
0.618 |
17,391.69 |
1.000 |
17,267.90 |
1.618 |
17,067.62 |
2.618 |
16,743.55 |
4.250 |
16,214.67 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,856.58 |
17,801.65 |
PP |
17,805.29 |
17,695.43 |
S1 |
17,754.01 |
17,589.21 |
|