Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,742.05 |
17,645.02 |
-97.03 |
-0.5% |
17,821.30 |
High |
17,793.88 |
17,923.01 |
129.13 |
0.7% |
17,916.04 |
Low |
17,571.58 |
17,498.23 |
-73.35 |
-0.4% |
17,262.37 |
Close |
17,640.84 |
17,613.68 |
-27.16 |
-0.2% |
17,737.37 |
Range |
222.30 |
424.78 |
202.48 |
91.1% |
653.67 |
ATR |
206.02 |
221.64 |
15.63 |
7.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,952.65 |
18,707.94 |
17,847.31 |
|
R3 |
18,527.87 |
18,283.16 |
17,730.49 |
|
R2 |
18,103.09 |
18,103.09 |
17,691.56 |
|
R1 |
17,858.38 |
17,858.38 |
17,652.62 |
17,768.35 |
PP |
17,678.31 |
17,678.31 |
17,678.31 |
17,633.29 |
S1 |
17,433.60 |
17,433.60 |
17,574.74 |
17,343.57 |
S2 |
17,253.53 |
17,253.53 |
17,535.80 |
|
S3 |
16,828.75 |
17,008.82 |
17,496.87 |
|
S4 |
16,403.97 |
16,584.04 |
17,380.05 |
|
|
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 |
17,923.01 |
17,374.78 |
548.23 |
3.1% |
284.54 |
1.6% |
44% |
True |
False |
|
10 |
18,043.22 |
17,262.37 |
780.85 |
4.4% |
260.49 |
1.5% |
45% |
False |
False |
|
20 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
226.79 |
1.3% |
53% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
176.93 |
1.0% |
53% |
False |
False |
|
60 |
18,103.45 |
16,118.39 |
1,985.06 |
11.3% |
169.64 |
1.0% |
75% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
183.60 |
1.0% |
78% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
167.09 |
0.9% |
78% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
162.63 |
0.9% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,728.33 |
2.618 |
19,035.08 |
1.618 |
18,610.30 |
1.000 |
18,347.79 |
0.618 |
18,185.52 |
HIGH |
17,923.01 |
0.618 |
17,760.74 |
0.500 |
17,710.62 |
0.382 |
17,660.50 |
LOW |
17,498.23 |
0.618 |
17,235.72 |
1.000 |
17,073.45 |
1.618 |
16,810.94 |
2.618 |
16,386.16 |
4.250 |
15,692.92 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,710.62 |
17,710.62 |
PP |
17,678.31 |
17,678.31 |
S1 |
17,645.99 |
17,645.99 |
|