Trading Metrics calculated at close of trading on 26-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,812.50 |
17,668.11 |
-144.39 |
-0.8% |
17,516.96 |
High |
17,812.50 |
17,696.36 |
-116.14 |
-0.7% |
17,840.89 |
Low |
17,667.53 |
17,567.60 |
-99.93 |
-0.6% |
17,346.73 |
Close |
17,672.60 |
17,678.70 |
6.10 |
0.0% |
17,672.60 |
Range |
144.97 |
128.76 |
-16.21 |
-11.2% |
494.16 |
ATR |
234.45 |
226.90 |
-7.55 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,033.83 |
17,985.03 |
17,749.52 |
|
R3 |
17,905.07 |
17,856.27 |
17,714.11 |
|
R2 |
17,776.31 |
17,776.31 |
17,702.31 |
|
R1 |
17,727.51 |
17,727.51 |
17,690.50 |
17,751.91 |
PP |
17,647.55 |
17,647.55 |
17,647.55 |
17,659.76 |
S1 |
17,598.75 |
17,598.75 |
17,666.90 |
17,623.15 |
S2 |
17,518.79 |
17,518.79 |
17,655.09 |
|
S3 |
17,390.03 |
17,469.99 |
17,643.29 |
|
S4 |
17,261.27 |
17,341.23 |
17,607.88 |
|
|
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 |
17,346.73 |
494.16 |
2.8% |
215.52 |
1.2% |
67% |
False |
False |
|
10 |
17,923.01 |
17,243.55 |
679.46 |
3.8% |
257.30 |
1.5% |
64% |
False |
False |
|
20 |
18,103.45 |
17,243.55 |
859.90 |
4.9% |
232.37 |
1.3% |
51% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
207.15 |
1.2% |
59% |
False |
False |
|
60 |
18,103.45 |
16,895.38 |
1,208.07 |
6.8% |
174.92 |
1.0% |
65% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
191.67 |
1.1% |
81% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
179.53 |
1.0% |
81% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.7% |
168.15 |
1.0% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,243.59 |
2.618 |
18,033.45 |
1.618 |
17,904.69 |
1.000 |
17,825.12 |
0.618 |
17,775.93 |
HIGH |
17,696.36 |
0.618 |
17,647.17 |
0.500 |
17,631.98 |
0.382 |
17,616.79 |
LOW |
17,567.60 |
0.618 |
17,488.03 |
1.000 |
17,438.84 |
1.618 |
17,359.27 |
2.618 |
17,230.51 |
4.250 |
17,020.37 |
|
|
Fisher Pivots for day following 26-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,663.13 |
17,673.04 |
PP |
17,647.55 |
17,667.38 |
S1 |
17,631.98 |
17,661.72 |
|