Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,638.53 |
17,402.91 |
-235.62 |
-1.3% |
17,516.96 |
High |
17,638.53 |
17,484.41 |
-154.12 |
-0.9% |
17,840.89 |
Low |
17,288.31 |
17,189.00 |
-99.31 |
-0.6% |
17,346.73 |
Close |
17,387.21 |
17,191.37 |
-195.84 |
-1.1% |
17,672.60 |
Range |
350.22 |
295.41 |
-54.81 |
-15.7% |
494.16 |
ATR |
238.58 |
242.64 |
4.06 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,174.49 |
17,978.34 |
17,353.85 |
|
R3 |
17,879.08 |
17,682.93 |
17,272.61 |
|
R2 |
17,583.67 |
17,583.67 |
17,245.53 |
|
R1 |
17,387.52 |
17,387.52 |
17,218.45 |
17,337.89 |
PP |
17,288.26 |
17,288.26 |
17,288.26 |
17,263.45 |
S1 |
17,092.11 |
17,092.11 |
17,164.29 |
17,042.48 |
S2 |
16,992.85 |
16,992.85 |
17,137.21 |
|
S3 |
16,697.44 |
16,796.70 |
17,110.13 |
|
S4 |
16,402.03 |
16,501.29 |
17,028.89 |
|
|
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 |
17,189.00 |
651.89 |
3.8% |
255.54 |
1.5% |
0% |
False |
True |
|
10 |
17,840.89 |
17,189.00 |
651.89 |
3.8% |
257.16 |
1.5% |
0% |
False |
True |
|
20 |
18,043.22 |
17,189.00 |
854.22 |
5.0% |
258.82 |
1.5% |
0% |
False |
True |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
6.0% |
220.09 |
1.3% |
12% |
False |
False |
|
60 |
18,103.45 |
17,067.59 |
1,035.86 |
6.0% |
177.79 |
1.0% |
12% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
13.1% |
194.14 |
1.1% |
59% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
13.1% |
183.76 |
1.1% |
59% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
13.1% |
170.96 |
1.0% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,739.90 |
2.618 |
18,257.79 |
1.618 |
17,962.38 |
1.000 |
17,779.82 |
0.618 |
17,666.97 |
HIGH |
17,484.41 |
0.618 |
17,371.56 |
0.500 |
17,336.71 |
0.382 |
17,301.85 |
LOW |
17,189.00 |
0.618 |
17,006.44 |
1.000 |
16,893.59 |
1.618 |
16,711.03 |
2.618 |
16,415.62 |
4.250 |
15,933.51 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,336.71 |
17,442.68 |
PP |
17,288.26 |
17,358.91 |
S1 |
17,239.82 |
17,275.14 |
|