Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
3,128.0 |
3,127.0 |
-1.0 |
0.0% |
3,044.0 |
High |
3,167.0 |
3,230.0 |
63.0 |
2.0% |
3,230.0 |
Low |
2,996.0 |
3,126.0 |
130.0 |
4.3% |
2,996.0 |
Close |
3,146.0 |
3,202.0 |
56.0 |
1.8% |
3,202.0 |
Range |
171.0 |
104.0 |
-67.0 |
-39.2% |
234.0 |
ATR |
87.2 |
88.4 |
1.2 |
1.4% |
0.0 |
Volume |
2,154,246 |
808,138 |
-1,346,108 |
-62.5% |
8,067,625 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,498.0 |
3,454.0 |
3,259.2 |
|
R3 |
3,394.0 |
3,350.0 |
3,230.6 |
|
R2 |
3,290.0 |
3,290.0 |
3,221.1 |
|
R1 |
3,246.0 |
3,246.0 |
3,211.5 |
3,268.0 |
PP |
3,186.0 |
3,186.0 |
3,186.0 |
3,197.0 |
S1 |
3,142.0 |
3,142.0 |
3,192.5 |
3,164.0 |
S2 |
3,082.0 |
3,082.0 |
3,182.9 |
|
S3 |
2,978.0 |
3,038.0 |
3,173.4 |
|
S4 |
2,874.0 |
2,934.0 |
3,144.8 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,844.7 |
3,757.3 |
3,330.7 |
|
R3 |
3,610.7 |
3,523.3 |
3,266.4 |
|
R2 |
3,376.7 |
3,376.7 |
3,244.9 |
|
R1 |
3,289.3 |
3,289.3 |
3,223.5 |
3,333.0 |
PP |
3,142.7 |
3,142.7 |
3,142.7 |
3,164.5 |
S1 |
3,055.3 |
3,055.3 |
3,180.6 |
3,099.0 |
S2 |
2,908.7 |
2,908.7 |
3,159.1 |
|
S3 |
2,674.7 |
2,821.3 |
3,137.7 |
|
S4 |
2,440.7 |
2,587.3 |
3,073.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,230.0 |
2,996.0 |
234.0 |
7.3% |
101.2 |
3.2% |
88% |
True |
False |
1,613,525 |
10 |
3,230.0 |
2,981.0 |
249.0 |
7.8% |
96.8 |
3.0% |
89% |
True |
False |
1,475,165 |
20 |
3,230.0 |
2,913.0 |
317.0 |
9.9% |
90.3 |
2.8% |
91% |
True |
False |
1,303,182 |
40 |
3,276.0 |
2,913.0 |
363.0 |
11.3% |
71.2 |
2.2% |
80% |
False |
False |
724,292 |
60 |
3,276.0 |
2,891.0 |
385.0 |
12.0% |
65.9 |
2.1% |
81% |
False |
False |
488,413 |
80 |
3,276.0 |
2,768.0 |
508.0 |
15.9% |
66.9 |
2.1% |
85% |
False |
False |
367,300 |
100 |
3,285.0 |
2,768.0 |
517.0 |
16.1% |
59.1 |
1.8% |
84% |
False |
False |
294,121 |
120 |
3,285.0 |
2,768.0 |
517.0 |
16.1% |
54.9 |
1.7% |
84% |
False |
False |
245,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,672.0 |
2.618 |
3,502.3 |
1.618 |
3,398.3 |
1.000 |
3,334.0 |
0.618 |
3,294.3 |
HIGH |
3,230.0 |
0.618 |
3,190.3 |
0.500 |
3,178.0 |
0.382 |
3,165.7 |
LOW |
3,126.0 |
0.618 |
3,061.7 |
1.000 |
3,022.0 |
1.618 |
2,957.7 |
2.618 |
2,853.7 |
4.250 |
2,684.0 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
3,194.0 |
3,172.3 |
PP |
3,186.0 |
3,142.7 |
S1 |
3,178.0 |
3,113.0 |
|