Trading Metrics calculated at close of trading on 29-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,402.91 |
17,195.29 |
-207.62 |
-1.2% |
17,516.96 |
High |
17,484.41 |
17,433.13 |
-51.28 |
-0.3% |
17,840.89 |
Low |
17,189.00 |
17,136.30 |
-52.70 |
-0.3% |
17,346.73 |
Close |
17,191.37 |
17,416.85 |
225.48 |
1.3% |
17,672.60 |
Range |
295.41 |
296.83 |
1.42 |
0.5% |
494.16 |
ATR |
242.64 |
246.51 |
3.87 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,219.25 |
18,114.88 |
17,580.11 |
|
R3 |
17,922.42 |
17,818.05 |
17,498.48 |
|
R2 |
17,625.59 |
17,625.59 |
17,471.27 |
|
R1 |
17,521.22 |
17,521.22 |
17,444.06 |
17,573.41 |
PP |
17,328.76 |
17,328.76 |
17,328.76 |
17,354.85 |
S1 |
17,224.39 |
17,224.39 |
17,389.64 |
17,276.58 |
S2 |
17,031.93 |
17,031.93 |
17,362.43 |
|
S3 |
16,735.10 |
16,927.56 |
17,335.22 |
|
S4 |
16,438.27 |
16,630.73 |
17,253.59 |
|
|
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 |
17,812.50 |
17,136.30 |
676.20 |
3.9% |
243.24 |
1.4% |
41% |
False |
True |
|
10 |
17,840.89 |
17,136.30 |
704.59 |
4.0% |
252.42 |
1.4% |
40% |
False |
True |
|
20 |
18,043.22 |
17,136.30 |
906.92 |
5.2% |
269.90 |
1.5% |
31% |
False |
True |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
224.99 |
1.3% |
34% |
False |
False |
|
60 |
18,103.45 |
17,067.59 |
1,035.86 |
5.9% |
179.63 |
1.0% |
34% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
12.9% |
195.03 |
1.1% |
69% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
12.9% |
185.45 |
1.1% |
69% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
12.9% |
172.01 |
1.0% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,694.66 |
2.618 |
18,210.23 |
1.618 |
17,913.40 |
1.000 |
17,729.96 |
0.618 |
17,616.57 |
HIGH |
17,433.13 |
0.618 |
17,319.74 |
0.500 |
17,284.72 |
0.382 |
17,249.69 |
LOW |
17,136.30 |
0.618 |
16,952.86 |
1.000 |
16,839.47 |
1.618 |
16,656.03 |
2.618 |
16,359.20 |
4.250 |
15,874.77 |
|
|
Fisher Pivots for day following 29-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,372.81 |
17,407.04 |
PP |
17,328.76 |
17,397.23 |
S1 |
17,284.72 |
17,387.42 |
|