Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,911.02 |
17,742.05 |
-168.97 |
-0.9% |
17,821.30 |
High |
17,915.32 |
17,793.88 |
-121.44 |
-0.7% |
17,916.04 |
Low |
17,686.09 |
17,571.58 |
-114.51 |
-0.6% |
17,262.37 |
Close |
17,737.37 |
17,640.84 |
-96.53 |
-0.5% |
17,737.37 |
Range |
229.23 |
222.30 |
-6.93 |
-3.0% |
653.67 |
ATR |
204.77 |
206.02 |
1.25 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,335.67 |
18,210.55 |
17,763.11 |
|
R3 |
18,113.37 |
17,988.25 |
17,701.97 |
|
R2 |
17,891.07 |
17,891.07 |
17,681.60 |
|
R1 |
17,765.95 |
17,765.95 |
17,661.22 |
17,717.36 |
PP |
17,668.77 |
17,668.77 |
17,668.77 |
17,644.47 |
S1 |
17,543.65 |
17,543.65 |
17,620.46 |
17,495.06 |
S2 |
17,446.47 |
17,446.47 |
17,600.09 |
|
S3 |
17,224.17 |
17,321.35 |
17,579.71 |
|
S4 |
17,001.87 |
17,099.05 |
17,518.58 |
|
|
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% |
263.32 |
1.5% |
58% |
False |
False |
|
10 |
18,073.04 |
17,262.37 |
810.67 |
4.6% |
223.16 |
1.3% |
47% |
False |
False |
|
20 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
221.01 |
1.3% |
55% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
169.35 |
1.0% |
55% |
False |
False |
|
60 |
18,103.45 |
15,935.22 |
2,168.23 |
12.3% |
167.16 |
0.9% |
79% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
179.69 |
1.0% |
79% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
163.83 |
0.9% |
79% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
159.61 |
0.9% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,738.66 |
2.618 |
18,375.86 |
1.618 |
18,153.56 |
1.000 |
18,016.18 |
0.618 |
17,931.26 |
HIGH |
17,793.88 |
0.618 |
17,708.96 |
0.500 |
17,682.73 |
0.382 |
17,656.50 |
LOW |
17,571.58 |
0.618 |
17,434.20 |
1.000 |
17,349.28 |
1.618 |
17,211.90 |
2.618 |
16,989.60 |
4.250 |
16,626.81 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,682.73 |
17,743.81 |
PP |
17,668.77 |
17,709.49 |
S1 |
17,654.80 |
17,675.16 |
|