Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,609.06 |
17,436.30 |
-172.76 |
-1.0% |
17,821.30 |
High |
17,609.06 |
17,517.41 |
-91.65 |
-0.5% |
17,916.04 |
Low |
17,264.90 |
17,298.04 |
33.14 |
0.2% |
17,262.37 |
Close |
17,427.09 |
17,320.71 |
-106.38 |
-0.6% |
17,737.37 |
Range |
344.16 |
219.37 |
-124.79 |
-36.3% |
653.67 |
ATR |
230.73 |
229.91 |
-0.81 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,036.83 |
17,898.14 |
17,441.36 |
|
R3 |
17,817.46 |
17,678.77 |
17,381.04 |
|
R2 |
17,598.09 |
17,598.09 |
17,360.93 |
|
R1 |
17,459.40 |
17,459.40 |
17,340.82 |
17,419.06 |
PP |
17,378.72 |
17,378.72 |
17,378.72 |
17,358.55 |
S1 |
17,240.03 |
17,240.03 |
17,300.60 |
17,199.69 |
S2 |
17,159.35 |
17,159.35 |
17,280.49 |
|
S3 |
16,939.98 |
17,020.66 |
17,260.38 |
|
S4 |
16,720.61 |
16,801.29 |
17,200.06 |
|
|
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% |
287.97 |
1.7% |
8% |
False |
False |
|
10 |
17,951.78 |
17,262.37 |
689.41 |
4.0% |
287.07 |
1.7% |
8% |
False |
False |
|
20 |
18,103.45 |
17,069.16 |
1,034.29 |
6.0% |
222.56 |
1.3% |
24% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
6.0% |
188.04 |
1.1% |
24% |
False |
False |
|
60 |
18,103.45 |
16,405.77 |
1,697.68 |
9.8% |
171.53 |
1.0% |
54% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
13.0% |
188.00 |
1.1% |
65% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
13.0% |
171.02 |
1.0% |
65% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
13.0% |
165.45 |
1.0% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,449.73 |
2.618 |
18,091.72 |
1.618 |
17,872.35 |
1.000 |
17,736.78 |
0.618 |
17,652.98 |
HIGH |
17,517.41 |
0.618 |
17,433.61 |
0.500 |
17,407.73 |
0.382 |
17,381.84 |
LOW |
17,298.04 |
0.618 |
17,162.47 |
1.000 |
17,078.67 |
1.618 |
16,943.10 |
2.618 |
16,723.73 |
4.250 |
16,365.72 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,407.73 |
17,593.96 |
PP |
17,378.72 |
17,502.87 |
S1 |
17,349.72 |
17,411.79 |
|