Trading Metrics calculated at close of trading on 27-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,668.11 |
17,638.53 |
-29.58 |
-0.2% |
17,516.96 |
High |
17,696.36 |
17,638.53 |
-57.83 |
-0.3% |
17,840.89 |
Low |
17,567.60 |
17,288.31 |
-279.29 |
-1.6% |
17,346.73 |
Close |
17,678.70 |
17,387.21 |
-291.49 |
-1.6% |
17,672.60 |
Range |
128.76 |
350.22 |
221.46 |
172.0% |
494.16 |
ATR |
226.90 |
238.58 |
11.68 |
5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,488.68 |
18,288.16 |
17,579.83 |
|
R3 |
18,138.46 |
17,937.94 |
17,483.52 |
|
R2 |
17,788.24 |
17,788.24 |
17,451.42 |
|
R1 |
17,587.72 |
17,587.72 |
17,419.31 |
17,512.87 |
PP |
17,438.02 |
17,438.02 |
17,438.02 |
17,400.59 |
S1 |
17,237.50 |
17,237.50 |
17,355.11 |
17,162.65 |
S2 |
17,087.80 |
17,087.80 |
17,323.00 |
|
S3 |
16,737.58 |
16,887.28 |
17,290.90 |
|
S4 |
16,387.36 |
16,537.06 |
17,194.59 |
|
|
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 |
17,288.31 |
552.58 |
3.2% |
237.17 |
1.4% |
18% |
False |
True |
|
10 |
17,923.01 |
17,243.55 |
679.46 |
3.9% |
270.09 |
1.6% |
21% |
False |
False |
|
20 |
18,073.04 |
17,243.55 |
829.49 |
4.8% |
246.63 |
1.4% |
17% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
6.0% |
214.84 |
1.2% |
31% |
False |
False |
|
60 |
18,103.45 |
16,920.76 |
1,182.69 |
6.8% |
177.92 |
1.0% |
39% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.9% |
192.73 |
1.1% |
68% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.9% |
182.12 |
1.0% |
68% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.9% |
169.48 |
1.0% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,126.97 |
2.618 |
18,555.41 |
1.618 |
18,205.19 |
1.000 |
17,988.75 |
0.618 |
17,854.97 |
HIGH |
17,638.53 |
0.618 |
17,504.75 |
0.500 |
17,463.42 |
0.382 |
17,422.09 |
LOW |
17,288.31 |
0.618 |
17,071.87 |
1.000 |
16,938.09 |
1.618 |
16,721.65 |
2.618 |
16,371.43 |
4.250 |
15,799.88 |
|
|
Fisher Pivots for day following 27-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,463.42 |
17,550.41 |
PP |
17,438.02 |
17,496.01 |
S1 |
17,412.61 |
17,441.61 |
|