Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,591.97 |
17,911.02 |
319.05 |
1.8% |
17,821.30 |
High |
17,916.04 |
17,915.32 |
-0.72 |
0.0% |
17,916.04 |
Low |
17,591.97 |
17,686.09 |
94.12 |
0.5% |
17,262.37 |
Close |
17,907.87 |
17,737.37 |
-170.50 |
-1.0% |
17,737.37 |
Range |
324.07 |
229.23 |
-94.84 |
-29.3% |
653.67 |
ATR |
202.88 |
204.77 |
1.88 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,467.28 |
18,331.56 |
17,863.45 |
|
R3 |
18,238.05 |
18,102.33 |
17,800.41 |
|
R2 |
18,008.82 |
18,008.82 |
17,779.40 |
|
R1 |
17,873.10 |
17,873.10 |
17,758.38 |
17,826.35 |
PP |
17,779.59 |
17,779.59 |
17,779.59 |
17,756.22 |
S1 |
17,643.87 |
17,643.87 |
17,716.36 |
17,597.12 |
S2 |
17,550.36 |
17,550.36 |
17,695.34 |
|
S3 |
17,321.13 |
17,414.64 |
17,674.33 |
|
S4 |
17,091.90 |
17,185.41 |
17,611.29 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,599.60 |
19,322.16 |
18,096.89 |
|
R3 |
18,945.93 |
18,668.49 |
17,917.13 |
|
R2 |
18,292.26 |
18,292.26 |
17,857.21 |
|
R1 |
18,014.82 |
18,014.82 |
17,797.29 |
17,826.71 |
PP |
17,638.59 |
17,638.59 |
17,638.59 |
17,544.54 |
S1 |
17,361.15 |
17,361.15 |
17,677.45 |
17,173.04 |
S2 |
16,984.92 |
16,984.92 |
17,617.53 |
|
S3 |
16,331.25 |
16,707.48 |
17,557.61 |
|
S4 |
15,677.58 |
16,053.81 |
17,377.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,916.04 |
17,262.37 |
653.67 |
3.7% |
287.93 |
1.6% |
73% |
False |
False |
|
10 |
18,103.45 |
17,262.37 |
841.08 |
4.7% |
207.44 |
1.2% |
56% |
False |
False |
|
20 |
18,103.45 |
17,067.59 |
1,035.86 |
5.8% |
221.11 |
1.2% |
65% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.8% |
166.06 |
0.9% |
65% |
False |
False |
|
60 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
171.09 |
1.0% |
84% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
178.56 |
1.0% |
84% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
162.51 |
0.9% |
84% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
158.54 |
0.9% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,889.55 |
2.618 |
18,515.44 |
1.618 |
18,286.21 |
1.000 |
18,144.55 |
0.618 |
18,056.98 |
HIGH |
17,915.32 |
0.618 |
17,827.75 |
0.500 |
17,800.71 |
0.382 |
17,773.66 |
LOW |
17,686.09 |
0.618 |
17,544.43 |
1.000 |
17,456.86 |
1.618 |
17,315.20 |
2.618 |
17,085.97 |
4.250 |
16,711.86 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,800.71 |
17,706.72 |
PP |
17,779.59 |
17,676.06 |
S1 |
17,758.48 |
17,645.41 |
|