Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,320.00 |
17,516.96 |
196.96 |
1.1% |
17,742.05 |
High |
17,528.37 |
17,588.70 |
60.33 |
0.3% |
17,923.01 |
Low |
17,243.55 |
17,346.73 |
103.18 |
0.6% |
17,243.55 |
Close |
17,511.57 |
17,515.23 |
3.66 |
0.0% |
17,511.57 |
Range |
284.82 |
241.97 |
-42.85 |
-15.0% |
679.46 |
ATR |
233.84 |
234.42 |
0.58 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,209.46 |
18,104.32 |
17,648.31 |
|
R3 |
17,967.49 |
17,862.35 |
17,581.77 |
|
R2 |
17,725.52 |
17,725.52 |
17,559.59 |
|
R1 |
17,620.38 |
17,620.38 |
17,537.41 |
17,551.97 |
PP |
17,483.55 |
17,483.55 |
17,483.55 |
17,449.35 |
S1 |
17,378.41 |
17,378.41 |
17,493.05 |
17,310.00 |
S2 |
17,241.58 |
17,241.58 |
17,470.87 |
|
S3 |
16,999.61 |
17,136.44 |
17,448.69 |
|
S4 |
16,757.64 |
16,894.47 |
17,382.15 |
|
|
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% |
303.02 |
1.7% |
40% |
False |
False |
|
10 |
17,923.01 |
17,243.55 |
679.46 |
3.9% |
283.17 |
1.6% |
40% |
False |
False |
|
20 |
18,103.45 |
17,243.55 |
859.90 |
4.9% |
212.37 |
1.2% |
32% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
196.67 |
1.1% |
43% |
False |
False |
|
60 |
18,103.45 |
16,468.07 |
1,635.38 |
9.3% |
173.49 |
1.0% |
64% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
190.73 |
1.1% |
74% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
174.42 |
1.0% |
74% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
167.60 |
1.0% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,617.07 |
2.618 |
18,222.18 |
1.618 |
17,980.21 |
1.000 |
17,830.67 |
0.618 |
17,738.24 |
HIGH |
17,588.70 |
0.618 |
17,496.27 |
0.500 |
17,467.72 |
0.382 |
17,439.16 |
LOW |
17,346.73 |
0.618 |
17,197.19 |
1.000 |
17,104.76 |
1.618 |
16,955.22 |
2.618 |
16,713.25 |
4.250 |
16,318.36 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,499.39 |
17,482.20 |
PP |
17,483.55 |
17,449.16 |
S1 |
17,467.72 |
17,416.13 |
|