Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,557.29 |
17,812.50 |
255.21 |
1.5% |
17,516.96 |
High |
17,840.89 |
17,812.50 |
-28.39 |
-0.2% |
17,840.89 |
Low |
17,482.54 |
17,667.53 |
184.99 |
1.1% |
17,346.73 |
Close |
17,813.98 |
17,672.60 |
-141.38 |
-0.8% |
17,672.60 |
Range |
358.35 |
144.97 |
-213.38 |
-59.5% |
494.16 |
ATR |
241.22 |
234.45 |
-6.77 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,152.45 |
18,057.50 |
17,752.33 |
|
R3 |
18,007.48 |
17,912.53 |
17,712.47 |
|
R2 |
17,862.51 |
17,862.51 |
17,699.18 |
|
R1 |
17,767.56 |
17,767.56 |
17,685.89 |
17,742.55 |
PP |
17,717.54 |
17,717.54 |
17,717.54 |
17,705.04 |
S1 |
17,622.59 |
17,622.59 |
17,659.31 |
17,597.58 |
S2 |
17,572.57 |
17,572.57 |
17,646.02 |
|
S3 |
17,427.60 |
17,477.62 |
17,632.73 |
|
S4 |
17,282.63 |
17,332.65 |
17,592.87 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,102.55 |
18,881.74 |
17,944.39 |
|
R3 |
18,608.39 |
18,387.58 |
17,808.49 |
|
R2 |
18,114.23 |
18,114.23 |
17,763.20 |
|
R1 |
17,893.42 |
17,893.42 |
17,717.90 |
18,003.83 |
PP |
17,620.07 |
17,620.07 |
17,620.07 |
17,675.28 |
S1 |
17,399.26 |
17,399.26 |
17,627.30 |
17,509.67 |
S2 |
17,125.91 |
17,125.91 |
17,582.00 |
|
S3 |
16,631.75 |
16,905.10 |
17,536.71 |
|
S4 |
16,137.59 |
16,410.94 |
17,400.81 |
|
|
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% |
246.73 |
1.4% |
72% |
False |
False |
|
10 |
17,923.01 |
17,243.55 |
679.46 |
3.8% |
267.35 |
1.5% |
63% |
False |
False |
|
20 |
18,103.45 |
17,243.55 |
859.90 |
4.9% |
228.86 |
1.3% |
50% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
205.53 |
1.2% |
58% |
False |
False |
|
60 |
18,103.45 |
16,825.19 |
1,278.26 |
7.2% |
175.80 |
1.0% |
66% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
191.66 |
1.1% |
81% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
179.29 |
1.0% |
81% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
168.32 |
1.0% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,428.62 |
2.618 |
18,192.03 |
1.618 |
18,047.06 |
1.000 |
17,957.47 |
0.618 |
17,902.09 |
HIGH |
17,812.50 |
0.618 |
17,757.12 |
0.500 |
17,740.02 |
0.382 |
17,722.91 |
LOW |
17,667.53 |
0.618 |
17,577.94 |
1.000 |
17,522.56 |
1.618 |
17,432.97 |
2.618 |
17,288.00 |
4.250 |
17,051.41 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,740.02 |
17,654.56 |
PP |
17,717.54 |
17,636.51 |
S1 |
17,695.07 |
17,618.47 |
|