Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,231.2 |
1,229.7 |
-1.5 |
-0.1% |
1,187.8 |
High |
1,244.6 |
1,267.2 |
22.6 |
1.8% |
1,224.0 |
Low |
1,224.9 |
1,226.1 |
1.2 |
0.1% |
1,177.8 |
Close |
1,234.5 |
1,264.8 |
30.3 |
2.5% |
1,216.1 |
Range |
19.7 |
41.1 |
21.4 |
108.6% |
46.2 |
ATR |
20.9 |
22.3 |
1.4 |
6.9% |
0.0 |
Volume |
193,111 |
288,788 |
95,677 |
49.5% |
735,028 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.0 |
1,361.5 |
1,287.4 |
|
R3 |
1,334.9 |
1,320.4 |
1,276.1 |
|
R2 |
1,293.8 |
1,293.8 |
1,272.3 |
|
R1 |
1,279.3 |
1,279.3 |
1,268.6 |
1,286.6 |
PP |
1,252.7 |
1,252.7 |
1,252.7 |
1,256.3 |
S1 |
1,238.2 |
1,238.2 |
1,261.0 |
1,245.5 |
S2 |
1,211.6 |
1,211.6 |
1,257.3 |
|
S3 |
1,170.5 |
1,197.1 |
1,253.5 |
|
S4 |
1,129.4 |
1,156.0 |
1,242.2 |
|
|
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 |
1,267.2 |
1,207.0 |
60.2 |
4.8% |
22.7 |
1.8% |
96% |
True |
False |
191,210 |
10 |
1,267.2 |
1,167.3 |
99.9 |
7.9% |
21.5 |
1.7% |
98% |
True |
False |
165,577 |
20 |
1,267.2 |
1,167.3 |
99.9 |
7.9% |
21.1 |
1.7% |
98% |
True |
False |
134,130 |
40 |
1,267.2 |
1,141.7 |
125.5 |
9.9% |
22.7 |
1.8% |
98% |
True |
False |
136,566 |
60 |
1,267.2 |
1,132.0 |
135.2 |
10.7% |
21.6 |
1.7% |
98% |
True |
False |
96,362 |
80 |
1,267.2 |
1,132.0 |
135.2 |
10.7% |
19.8 |
1.6% |
98% |
True |
False |
72,936 |
100 |
1,298.4 |
1,132.0 |
166.4 |
13.2% |
18.3 |
1.4% |
80% |
False |
False |
58,765 |
120 |
1,323.0 |
1,132.0 |
191.0 |
15.1% |
17.1 |
1.4% |
70% |
False |
False |
49,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.9 |
2.618 |
1,374.8 |
1.618 |
1,333.7 |
1.000 |
1,308.3 |
0.618 |
1,292.6 |
HIGH |
1,267.2 |
0.618 |
1,251.5 |
0.500 |
1,246.7 |
0.382 |
1,241.8 |
LOW |
1,226.1 |
0.618 |
1,200.7 |
1.000 |
1,185.0 |
1.618 |
1,159.6 |
2.618 |
1,118.5 |
4.250 |
1,051.4 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,258.8 |
1,258.6 |
PP |
1,252.7 |
1,252.3 |
S1 |
1,246.7 |
1,246.1 |
|