Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,645.02 |
17,609.06 |
-35.96 |
-0.2% |
17,821.30 |
High |
17,923.01 |
17,609.06 |
-313.95 |
-1.8% |
17,916.04 |
Low |
17,498.23 |
17,264.90 |
-233.33 |
-1.3% |
17,262.37 |
Close |
17,613.68 |
17,427.09 |
-186.59 |
-1.1% |
17,737.37 |
Range |
424.78 |
344.16 |
-80.62 |
-19.0% |
653.67 |
ATR |
221.64 |
230.73 |
9.08 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,466.16 |
18,290.79 |
17,616.38 |
|
R3 |
18,122.00 |
17,946.63 |
17,521.73 |
|
R2 |
17,777.84 |
17,777.84 |
17,490.19 |
|
R1 |
17,602.47 |
17,602.47 |
17,458.64 |
17,518.08 |
PP |
17,433.68 |
17,433.68 |
17,433.68 |
17,391.49 |
S1 |
17,258.31 |
17,258.31 |
17,395.54 |
17,173.92 |
S2 |
17,089.52 |
17,089.52 |
17,363.99 |
|
S3 |
16,745.36 |
16,914.15 |
17,332.45 |
|
S4 |
16,401.20 |
16,569.99 |
17,237.80 |
|
|
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 |
17,264.90 |
658.11 |
3.8% |
308.91 |
1.8% |
25% |
False |
True |
|
10 |
18,043.22 |
17,262.37 |
780.85 |
4.5% |
287.37 |
1.6% |
21% |
False |
False |
|
20 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
229.59 |
1.3% |
35% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
184.26 |
1.1% |
35% |
False |
False |
|
60 |
18,103.45 |
16,260.54 |
1,842.91 |
10.6% |
170.23 |
1.0% |
63% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.9% |
186.74 |
1.1% |
70% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.9% |
169.63 |
1.0% |
70% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.9% |
165.01 |
0.9% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,071.74 |
2.618 |
18,510.07 |
1.618 |
18,165.91 |
1.000 |
17,953.22 |
0.618 |
17,821.75 |
HIGH |
17,609.06 |
0.618 |
17,477.59 |
0.500 |
17,436.98 |
0.382 |
17,396.37 |
LOW |
17,264.90 |
0.618 |
17,052.21 |
1.000 |
16,920.74 |
1.618 |
16,708.05 |
2.618 |
16,363.89 |
4.250 |
15,802.22 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,436.98 |
17,593.96 |
PP |
17,433.68 |
17,538.33 |
S1 |
17,430.39 |
17,482.71 |
|