Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,516.96 |
17,509.96 |
-7.00 |
0.0% |
17,742.05 |
High |
17,588.70 |
17,599.58 |
10.88 |
0.1% |
17,923.01 |
Low |
17,346.73 |
17,396.04 |
49.31 |
0.3% |
17,243.55 |
Close |
17,515.23 |
17,554.28 |
39.05 |
0.2% |
17,511.57 |
Range |
241.97 |
203.54 |
-38.43 |
-15.9% |
679.46 |
ATR |
234.42 |
232.21 |
-2.21 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,127.25 |
18,044.31 |
17,666.23 |
|
R3 |
17,923.71 |
17,840.77 |
17,610.25 |
|
R2 |
17,720.17 |
17,720.17 |
17,591.60 |
|
R1 |
17,637.23 |
17,637.23 |
17,572.94 |
17,678.70 |
PP |
17,516.63 |
17,516.63 |
17,516.63 |
17,537.37 |
S1 |
17,433.69 |
17,433.69 |
17,535.62 |
17,475.16 |
S2 |
17,313.09 |
17,313.09 |
17,516.96 |
|
S3 |
17,109.55 |
17,230.15 |
17,498.31 |
|
S4 |
16,906.01 |
17,026.61 |
17,442.33 |
|
|
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 |
17,609.06 |
17,243.55 |
365.51 |
2.1% |
258.77 |
1.5% |
85% |
False |
False |
|
10 |
17,923.01 |
17,243.55 |
679.46 |
3.9% |
271.65 |
1.5% |
46% |
False |
False |
|
20 |
18,103.45 |
17,243.55 |
859.90 |
4.9% |
216.17 |
1.2% |
36% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
198.85 |
1.1% |
47% |
False |
False |
|
60 |
18,103.45 |
16,649.72 |
1,453.73 |
8.3% |
171.89 |
1.0% |
62% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
190.03 |
1.1% |
76% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
176.01 |
1.0% |
76% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.8% |
167.91 |
1.0% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,464.63 |
2.618 |
18,132.45 |
1.618 |
17,928.91 |
1.000 |
17,803.12 |
0.618 |
17,725.37 |
HIGH |
17,599.58 |
0.618 |
17,521.83 |
0.500 |
17,497.81 |
0.382 |
17,473.79 |
LOW |
17,396.04 |
0.618 |
17,270.25 |
1.000 |
17,192.50 |
1.618 |
17,066.71 |
2.618 |
16,863.17 |
4.250 |
16,531.00 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,535.46 |
17,510.04 |
PP |
17,516.63 |
17,465.80 |
S1 |
17,497.81 |
17,421.57 |
|