Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,509.96 |
17,557.29 |
47.33 |
0.3% |
17,742.05 |
High |
17,599.58 |
17,840.89 |
241.31 |
1.4% |
17,923.01 |
Low |
17,396.04 |
17,482.54 |
86.50 |
0.5% |
17,243.55 |
Close |
17,554.28 |
17,813.98 |
259.70 |
1.5% |
17,511.57 |
Range |
203.54 |
358.35 |
154.81 |
76.1% |
679.46 |
ATR |
232.21 |
241.22 |
9.01 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,787.52 |
18,659.10 |
18,011.07 |
|
R3 |
18,429.17 |
18,300.75 |
17,912.53 |
|
R2 |
18,070.82 |
18,070.82 |
17,879.68 |
|
R1 |
17,942.40 |
17,942.40 |
17,846.83 |
18,006.61 |
PP |
17,712.47 |
17,712.47 |
17,712.47 |
17,744.58 |
S1 |
17,584.05 |
17,584.05 |
17,781.13 |
17,648.26 |
S2 |
17,354.12 |
17,354.12 |
17,748.28 |
|
S3 |
16,995.77 |
17,225.70 |
17,715.43 |
|
S4 |
16,637.42 |
16,867.35 |
17,616.89 |
|
|
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 |
17,840.89 |
17,243.55 |
597.34 |
3.4% |
261.61 |
1.5% |
95% |
True |
False |
|
10 |
17,923.01 |
17,243.55 |
679.46 |
3.8% |
285.26 |
1.6% |
84% |
False |
False |
|
20 |
18,103.45 |
17,243.55 |
859.90 |
4.8% |
226.56 |
1.3% |
66% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.8% |
203.46 |
1.1% |
72% |
False |
False |
|
60 |
18,103.45 |
16,729.83 |
1,373.62 |
7.7% |
175.17 |
1.0% |
79% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
192.01 |
1.1% |
87% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
178.59 |
1.0% |
87% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.6% |
168.34 |
0.9% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,363.88 |
2.618 |
18,779.05 |
1.618 |
18,420.70 |
1.000 |
18,199.24 |
0.618 |
18,062.35 |
HIGH |
17,840.89 |
0.618 |
17,704.00 |
0.500 |
17,661.72 |
0.382 |
17,619.43 |
LOW |
17,482.54 |
0.618 |
17,261.08 |
1.000 |
17,124.19 |
1.618 |
16,902.73 |
2.618 |
16,544.38 |
4.250 |
15,959.55 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,763.23 |
17,740.59 |
PP |
17,712.47 |
17,667.20 |
S1 |
17,661.72 |
17,593.81 |
|