Trading Metrics calculated at close of trading on 26-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,301.5 |
1,292.8 |
-8.7 |
-0.7% |
1,280.7 |
High |
1,302.9 |
1,299.2 |
-3.7 |
-0.3% |
1,307.8 |
Low |
1,284.3 |
1,275.6 |
-8.7 |
-0.7% |
1,272.1 |
Close |
1,292.6 |
1,279.4 |
-13.2 |
-1.0% |
1,292.6 |
Range |
18.6 |
23.6 |
5.0 |
26.9% |
35.7 |
ATR |
22.9 |
23.0 |
0.0 |
0.2% |
0.0 |
Volume |
149,213 |
168,886 |
19,673 |
13.2% |
824,290 |
|
Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.5 |
1,341.1 |
1,292.4 |
|
R3 |
1,331.9 |
1,317.5 |
1,285.9 |
|
R2 |
1,308.3 |
1,308.3 |
1,283.7 |
|
R1 |
1,293.9 |
1,293.9 |
1,281.6 |
1,289.3 |
PP |
1,284.7 |
1,284.7 |
1,284.7 |
1,282.5 |
S1 |
1,270.3 |
1,270.3 |
1,277.2 |
1,265.7 |
S2 |
1,261.1 |
1,261.1 |
1,275.1 |
|
S3 |
1,237.5 |
1,246.7 |
1,272.9 |
|
S4 |
1,213.9 |
1,223.1 |
1,266.4 |
|
|
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 |
1,272.1 |
35.7 |
2.8% |
23.7 |
1.9% |
20% |
False |
False |
198,635 |
10 |
1,307.8 |
1,217.5 |
90.3 |
7.1% |
24.2 |
1.9% |
69% |
False |
False |
201,266 |
20 |
1,307.8 |
1,167.3 |
140.5 |
11.0% |
22.9 |
1.8% |
80% |
False |
False |
161,684 |
40 |
1,307.8 |
1,141.7 |
166.1 |
13.0% |
23.5 |
1.8% |
83% |
False |
False |
158,598 |
60 |
1,307.8 |
1,132.0 |
175.8 |
13.7% |
23.1 |
1.8% |
84% |
False |
False |
115,763 |
80 |
1,307.8 |
1,132.0 |
175.8 |
13.7% |
20.6 |
1.6% |
84% |
False |
False |
87,889 |
100 |
1,307.8 |
1,132.0 |
175.8 |
13.7% |
19.1 |
1.5% |
84% |
False |
False |
70,813 |
120 |
1,323.0 |
1,132.0 |
191.0 |
14.9% |
17.8 |
1.4% |
77% |
False |
False |
59,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,399.5 |
2.618 |
1,361.0 |
1.618 |
1,337.4 |
1.000 |
1,322.8 |
0.618 |
1,313.8 |
HIGH |
1,299.2 |
0.618 |
1,290.2 |
0.500 |
1,287.4 |
0.382 |
1,284.6 |
LOW |
1,275.6 |
0.618 |
1,261.0 |
1.000 |
1,252.0 |
1.618 |
1,237.4 |
2.618 |
1,213.8 |
4.250 |
1,175.3 |
|
|
Fisher Pivots for day following 26-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,287.4 |
1,291.7 |
PP |
1,284.7 |
1,287.6 |
S1 |
1,282.1 |
1,283.5 |
|