Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,208.9 |
1,223.0 |
14.1 |
1.2% |
1,187.8 |
High |
1,224.0 |
1,236.0 |
12.0 |
1.0% |
1,224.0 |
Low |
1,207.0 |
1,217.5 |
10.5 |
0.9% |
1,177.8 |
Close |
1,216.1 |
1,232.8 |
16.7 |
1.4% |
1,216.1 |
Range |
17.0 |
18.5 |
1.5 |
8.8% |
46.2 |
ATR |
21.4 |
21.3 |
-0.1 |
-0.5% |
0.0 |
Volume |
155,980 |
138,523 |
-17,457 |
-11.2% |
735,028 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.3 |
1,277.0 |
1,243.0 |
|
R3 |
1,265.8 |
1,258.5 |
1,237.9 |
|
R2 |
1,247.3 |
1,247.3 |
1,236.2 |
|
R1 |
1,240.0 |
1,240.0 |
1,234.5 |
1,243.7 |
PP |
1,228.8 |
1,228.8 |
1,228.8 |
1,230.6 |
S1 |
1,221.5 |
1,221.5 |
1,231.1 |
1,225.2 |
S2 |
1,210.3 |
1,210.3 |
1,229.4 |
|
S3 |
1,191.8 |
1,203.0 |
1,227.7 |
|
S4 |
1,173.3 |
1,184.5 |
1,222.6 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.6 |
1,326.5 |
1,241.5 |
|
R3 |
1,298.4 |
1,280.3 |
1,228.8 |
|
R2 |
1,252.2 |
1,252.2 |
1,224.6 |
|
R1 |
1,234.1 |
1,234.1 |
1,220.3 |
1,243.2 |
PP |
1,206.0 |
1,206.0 |
1,206.0 |
1,210.5 |
S1 |
1,187.9 |
1,187.9 |
1,211.9 |
1,197.0 |
S2 |
1,159.8 |
1,159.8 |
1,207.6 |
|
S3 |
1,113.6 |
1,141.7 |
1,203.4 |
|
S4 |
1,067.4 |
1,095.5 |
1,190.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,236.0 |
1,201.6 |
34.4 |
2.8% |
16.0 |
1.3% |
91% |
True |
False |
144,887 |
10 |
1,236.0 |
1,167.3 |
68.7 |
5.6% |
21.1 |
1.7% |
95% |
True |
False |
129,237 |
20 |
1,236.0 |
1,167.3 |
68.7 |
5.6% |
21.3 |
1.7% |
95% |
True |
False |
126,306 |
40 |
1,238.9 |
1,141.7 |
97.2 |
7.9% |
22.6 |
1.8% |
94% |
False |
False |
122,262 |
60 |
1,256.2 |
1,132.0 |
124.2 |
10.1% |
20.8 |
1.7% |
81% |
False |
False |
85,495 |
80 |
1,256.2 |
1,132.0 |
124.2 |
10.1% |
19.3 |
1.6% |
81% |
False |
False |
64,719 |
100 |
1,299.0 |
1,132.0 |
167.0 |
13.5% |
17.9 |
1.4% |
60% |
False |
False |
52,170 |
120 |
1,323.0 |
1,132.0 |
191.0 |
15.5% |
16.8 |
1.4% |
53% |
False |
False |
43,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,314.6 |
2.618 |
1,284.4 |
1.618 |
1,265.9 |
1.000 |
1,254.5 |
0.618 |
1,247.4 |
HIGH |
1,236.0 |
0.618 |
1,228.9 |
0.500 |
1,226.8 |
0.382 |
1,224.6 |
LOW |
1,217.5 |
0.618 |
1,206.1 |
1.000 |
1,199.0 |
1.618 |
1,187.6 |
2.618 |
1,169.1 |
4.250 |
1,138.9 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,230.8 |
1,228.6 |
PP |
1,228.8 |
1,224.3 |
S1 |
1,226.8 |
1,220.1 |
|