Trading Metrics calculated at close of trading on 30-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,195.29 |
17,416.85 |
221.56 |
1.3% |
17,668.11 |
High |
17,433.13 |
17,419.90 |
-13.23 |
-0.1% |
17,696.36 |
Low |
17,136.30 |
17,156.82 |
20.52 |
0.1% |
17,136.30 |
Close |
17,416.85 |
17,164.95 |
-251.90 |
-1.4% |
17,164.95 |
Range |
296.83 |
263.08 |
-33.75 |
-11.4% |
560.06 |
ATR |
246.51 |
247.69 |
1.18 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,036.46 |
17,863.79 |
17,309.64 |
|
R3 |
17,773.38 |
17,600.71 |
17,237.30 |
|
R2 |
17,510.30 |
17,510.30 |
17,213.18 |
|
R1 |
17,337.63 |
17,337.63 |
17,189.07 |
17,292.43 |
PP |
17,247.22 |
17,247.22 |
17,247.22 |
17,224.62 |
S1 |
17,074.55 |
17,074.55 |
17,140.83 |
17,029.35 |
S2 |
16,984.14 |
16,984.14 |
17,116.72 |
|
S3 |
16,721.06 |
16,811.47 |
17,092.60 |
|
S4 |
16,457.98 |
16,548.39 |
17,020.26 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,012.72 |
18,648.89 |
17,472.98 |
|
R3 |
18,452.66 |
18,088.83 |
17,318.97 |
|
R2 |
17,892.60 |
17,892.60 |
17,267.63 |
|
R1 |
17,528.77 |
17,528.77 |
17,216.29 |
17,430.66 |
PP |
17,332.54 |
17,332.54 |
17,332.54 |
17,283.48 |
S1 |
16,968.71 |
16,968.71 |
17,113.61 |
16,870.60 |
S2 |
16,772.48 |
16,772.48 |
17,062.27 |
|
S3 |
16,212.42 |
16,408.65 |
17,010.93 |
|
S4 |
15,652.36 |
15,848.59 |
16,856.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,696.36 |
17,136.30 |
560.06 |
3.3% |
266.86 |
1.6% |
5% |
False |
False |
|
10 |
17,840.89 |
17,136.30 |
704.59 |
4.1% |
256.80 |
1.5% |
4% |
False |
False |
|
20 |
17,951.78 |
17,136.30 |
815.48 |
4.8% |
271.93 |
1.6% |
4% |
False |
False |
|
40 |
18,103.45 |
17,067.59 |
1,035.86 |
6.0% |
228.61 |
1.3% |
9% |
False |
False |
|
60 |
18,103.45 |
17,067.59 |
1,035.86 |
6.0% |
182.83 |
1.1% |
9% |
False |
False |
|
80 |
18,103.45 |
15,855.12 |
2,248.33 |
13.1% |
196.20 |
1.1% |
58% |
False |
False |
|
100 |
18,103.45 |
15,855.12 |
2,248.33 |
13.1% |
187.49 |
1.1% |
58% |
False |
False |
|
120 |
18,103.45 |
15,855.12 |
2,248.33 |
13.1% |
172.60 |
1.0% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,537.99 |
2.618 |
18,108.64 |
1.618 |
17,845.56 |
1.000 |
17,682.98 |
0.618 |
17,582.48 |
HIGH |
17,419.90 |
0.618 |
17,319.40 |
0.500 |
17,288.36 |
0.382 |
17,257.32 |
LOW |
17,156.82 |
0.618 |
16,994.24 |
1.000 |
16,893.74 |
1.618 |
16,731.16 |
2.618 |
16,468.08 |
4.250 |
16,038.73 |
|
|
Fisher Pivots for day following 30-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,288.36 |
17,310.36 |
PP |
17,247.22 |
17,261.89 |
S1 |
17,206.09 |
17,213.42 |
|