Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,436.30 |
17,320.00 |
-116.30 |
-0.7% |
17,742.05 |
High |
17,517.41 |
17,528.37 |
10.96 |
0.1% |
17,923.01 |
Low |
17,298.04 |
17,243.55 |
-54.49 |
-0.3% |
17,243.55 |
Close |
17,320.71 |
17,511.57 |
190.86 |
1.1% |
17,511.57 |
Range |
219.37 |
284.82 |
65.45 |
29.8% |
679.46 |
ATR |
229.91 |
233.84 |
3.92 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,282.29 |
18,181.75 |
17,668.22 |
|
R3 |
17,997.47 |
17,896.93 |
17,589.90 |
|
R2 |
17,712.65 |
17,712.65 |
17,563.79 |
|
R1 |
17,612.11 |
17,612.11 |
17,537.68 |
17,662.38 |
PP |
17,427.83 |
17,427.83 |
17,427.83 |
17,452.97 |
S1 |
17,327.29 |
17,327.29 |
17,485.46 |
17,377.56 |
S2 |
17,143.01 |
17,143.01 |
17,459.35 |
|
S3 |
16,858.19 |
17,042.47 |
17,433.24 |
|
S4 |
16,573.37 |
16,757.65 |
17,354.92 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,597.76 |
19,234.12 |
17,885.27 |
|
R3 |
18,918.30 |
18,554.66 |
17,698.42 |
|
R2 |
18,238.84 |
18,238.84 |
17,636.14 |
|
R1 |
17,875.20 |
17,875.20 |
17,573.85 |
17,717.29 |
PP |
17,559.38 |
17,559.38 |
17,559.38 |
17,480.42 |
S1 |
17,195.74 |
17,195.74 |
17,449.29 |
17,037.83 |
S2 |
16,879.92 |
16,879.92 |
17,387.00 |
|
S3 |
16,200.46 |
16,516.28 |
17,324.72 |
|
S4 |
15,521.00 |
15,836.82 |
17,137.87 |
|
|
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 |
17,243.55 |
679.46 |
3.9% |
299.09 |
1.7% |
39% |
False |
True |
|
10 |
17,923.01 |
17,243.55 |
679.46 |
3.9% |
293.51 |
1.7% |
39% |
False |
True |
|
20 |
18,103.45 |
17,243.55 |
859.90 |
4.9% |
220.80 |
1.3% |
31% |
False |
True |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
192.82 |
1.1% |
43% |
False |
False |
|
60 |
18,103.45 |
16,459.85 |
1,643.60 |
9.4% |
172.69 |
1.0% |
64% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
190.11 |
1.1% |
74% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
172.74 |
1.0% |
74% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
166.79 |
1.0% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,738.86 |
2.618 |
18,274.03 |
1.618 |
17,989.21 |
1.000 |
17,813.19 |
0.618 |
17,704.39 |
HIGH |
17,528.37 |
0.618 |
17,419.57 |
0.500 |
17,385.96 |
0.382 |
17,352.35 |
LOW |
17,243.55 |
0.618 |
17,067.53 |
1.000 |
16,958.73 |
1.618 |
16,782.71 |
2.618 |
16,497.89 |
4.250 |
16,033.07 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,469.70 |
17,483.15 |
PP |
17,427.83 |
17,454.73 |
S1 |
17,385.96 |
17,426.31 |
|