Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,293.7 |
1,301.5 |
7.8 |
0.6% |
1,280.7 |
High |
1,307.8 |
1,302.9 |
-4.9 |
-0.4% |
1,307.8 |
Low |
1,279.1 |
1,284.3 |
5.2 |
0.4% |
1,272.1 |
Close |
1,300.7 |
1,292.6 |
-8.1 |
-0.6% |
1,292.6 |
Range |
28.7 |
18.6 |
-10.1 |
-35.2% |
35.7 |
ATR |
23.2 |
22.9 |
-0.3 |
-1.4% |
0.0 |
Volume |
214,909 |
149,213 |
-65,696 |
-30.6% |
824,290 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.1 |
1,339.4 |
1,302.8 |
|
R3 |
1,330.5 |
1,320.8 |
1,297.7 |
|
R2 |
1,311.9 |
1,311.9 |
1,296.0 |
|
R1 |
1,302.2 |
1,302.2 |
1,294.3 |
1,297.8 |
PP |
1,293.3 |
1,293.3 |
1,293.3 |
1,291.0 |
S1 |
1,283.6 |
1,283.6 |
1,290.9 |
1,279.2 |
S2 |
1,274.7 |
1,274.7 |
1,289.2 |
|
S3 |
1,256.1 |
1,265.0 |
1,287.5 |
|
S4 |
1,237.5 |
1,246.4 |
1,282.4 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.9 |
1,381.0 |
1,312.2 |
|
R3 |
1,362.2 |
1,345.3 |
1,302.4 |
|
R2 |
1,326.5 |
1,326.5 |
1,299.1 |
|
R1 |
1,309.6 |
1,309.6 |
1,295.9 |
1,318.1 |
PP |
1,290.8 |
1,290.8 |
1,290.8 |
1,295.1 |
S1 |
1,273.9 |
1,273.9 |
1,289.3 |
1,282.4 |
S2 |
1,255.1 |
1,255.1 |
1,286.1 |
|
S3 |
1,219.4 |
1,238.2 |
1,282.8 |
|
S4 |
1,183.7 |
1,202.5 |
1,273.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,307.8 |
1,255.2 |
52.6 |
4.1% |
24.4 |
1.9% |
71% |
False |
False |
208,740 |
10 |
1,307.8 |
1,207.0 |
100.8 |
7.8% |
23.5 |
1.8% |
85% |
False |
False |
199,975 |
20 |
1,307.8 |
1,167.3 |
140.5 |
10.9% |
22.2 |
1.7% |
89% |
False |
False |
155,422 |
40 |
1,307.8 |
1,141.7 |
166.1 |
12.9% |
23.2 |
1.8% |
91% |
False |
False |
157,572 |
60 |
1,307.8 |
1,132.0 |
175.8 |
13.6% |
22.9 |
1.8% |
91% |
False |
False |
113,025 |
80 |
1,307.8 |
1,132.0 |
175.8 |
13.6% |
20.5 |
1.6% |
91% |
False |
False |
85,796 |
100 |
1,307.8 |
1,132.0 |
175.8 |
13.6% |
19.1 |
1.5% |
91% |
False |
False |
69,142 |
120 |
1,323.0 |
1,132.0 |
191.0 |
14.8% |
17.7 |
1.4% |
84% |
False |
False |
57,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.0 |
2.618 |
1,351.6 |
1.618 |
1,333.0 |
1.000 |
1,321.5 |
0.618 |
1,314.4 |
HIGH |
1,302.9 |
0.618 |
1,295.8 |
0.500 |
1,293.6 |
0.382 |
1,291.4 |
LOW |
1,284.3 |
0.618 |
1,272.8 |
1.000 |
1,265.7 |
1.618 |
1,254.2 |
2.618 |
1,235.6 |
4.250 |
1,205.3 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,293.6 |
1,293.5 |
PP |
1,293.3 |
1,293.2 |
S1 |
1,292.9 |
1,292.9 |
|