Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,280.7 |
1,295.3 |
14.6 |
1.1% |
1,223.0 |
High |
1,297.2 |
1,307.0 |
9.8 |
0.8% |
1,282.4 |
Low |
1,272.1 |
1,284.6 |
12.5 |
1.0% |
1,217.5 |
Close |
1,294.2 |
1,293.7 |
-0.5 |
0.0% |
1,276.9 |
Range |
25.1 |
22.4 |
-2.7 |
-10.8% |
64.9 |
ATR |
22.8 |
22.8 |
0.0 |
-0.1% |
0.0 |
Volume |
249,777 |
210,391 |
-39,386 |
-15.8% |
1,019,485 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.3 |
1,350.4 |
1,306.0 |
|
R3 |
1,339.9 |
1,328.0 |
1,299.9 |
|
R2 |
1,317.5 |
1,317.5 |
1,297.8 |
|
R1 |
1,305.6 |
1,305.6 |
1,295.8 |
1,300.4 |
PP |
1,295.1 |
1,295.1 |
1,295.1 |
1,292.5 |
S1 |
1,283.2 |
1,283.2 |
1,291.6 |
1,278.0 |
S2 |
1,272.7 |
1,272.7 |
1,289.6 |
|
S3 |
1,250.3 |
1,260.8 |
1,287.5 |
|
S4 |
1,227.9 |
1,238.4 |
1,281.4 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.6 |
1,430.2 |
1,312.6 |
|
R3 |
1,388.7 |
1,365.3 |
1,294.7 |
|
R2 |
1,323.8 |
1,323.8 |
1,288.8 |
|
R1 |
1,300.4 |
1,300.4 |
1,282.8 |
1,312.1 |
PP |
1,258.9 |
1,258.9 |
1,258.9 |
1,264.8 |
S1 |
1,235.5 |
1,235.5 |
1,271.0 |
1,247.2 |
S2 |
1,194.0 |
1,194.0 |
1,265.0 |
|
S3 |
1,129.1 |
1,170.6 |
1,259.1 |
|
S4 |
1,064.2 |
1,105.7 |
1,241.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,307.0 |
1,224.9 |
82.1 |
6.3% |
27.1 |
2.1% |
84% |
True |
False |
232,295 |
10 |
1,307.0 |
1,204.2 |
102.8 |
7.9% |
21.1 |
1.6% |
87% |
True |
False |
187,521 |
20 |
1,307.0 |
1,167.3 |
139.7 |
10.8% |
22.1 |
1.7% |
90% |
True |
False |
149,100 |
40 |
1,307.0 |
1,141.7 |
165.3 |
12.8% |
22.9 |
1.8% |
92% |
True |
False |
151,074 |
60 |
1,307.0 |
1,132.0 |
175.0 |
13.5% |
22.3 |
1.7% |
92% |
True |
False |
107,170 |
80 |
1,307.0 |
1,132.0 |
175.0 |
13.5% |
20.2 |
1.6% |
92% |
True |
False |
81,301 |
100 |
1,307.0 |
1,132.0 |
175.0 |
13.5% |
18.8 |
1.5% |
92% |
True |
False |
65,537 |
120 |
1,323.0 |
1,132.0 |
191.0 |
14.8% |
17.5 |
1.4% |
85% |
False |
False |
54,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,402.2 |
2.618 |
1,365.6 |
1.618 |
1,343.2 |
1.000 |
1,329.4 |
0.618 |
1,320.8 |
HIGH |
1,307.0 |
0.618 |
1,298.4 |
0.500 |
1,295.8 |
0.382 |
1,293.2 |
LOW |
1,284.6 |
0.618 |
1,270.8 |
1.000 |
1,262.2 |
1.618 |
1,248.4 |
2.618 |
1,226.0 |
4.250 |
1,189.4 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,295.8 |
1,289.5 |
PP |
1,295.1 |
1,285.3 |
S1 |
1,294.4 |
1,281.1 |
|