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 |
3,238.0 |
3,245.0 |
7.0 |
0.2% |
3,044.0 |
High |
3,257.0 |
3,272.0 |
15.0 |
0.5% |
3,230.0 |
Low |
3,223.0 |
3,206.0 |
-17.0 |
-0.5% |
2,996.0 |
Close |
3,238.0 |
3,263.0 |
25.0 |
0.8% |
3,202.0 |
Range |
34.0 |
66.0 |
32.0 |
94.1% |
234.0 |
ATR |
86.0 |
84.6 |
-1.4 |
-1.7% |
0.0 |
Volume |
1,516,899 |
1,982,970 |
466,071 |
30.7% |
8,067,625 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,445.0 |
3,420.0 |
3,299.3 |
|
R3 |
3,379.0 |
3,354.0 |
3,281.2 |
|
R2 |
3,313.0 |
3,313.0 |
3,275.1 |
|
R1 |
3,288.0 |
3,288.0 |
3,269.1 |
3,300.5 |
PP |
3,247.0 |
3,247.0 |
3,247.0 |
3,253.3 |
S1 |
3,222.0 |
3,222.0 |
3,257.0 |
3,234.5 |
S2 |
3,181.0 |
3,181.0 |
3,250.9 |
|
S3 |
3,115.0 |
3,156.0 |
3,244.9 |
|
S4 |
3,049.0 |
3,090.0 |
3,226.7 |
|
|
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 |
3,272.0 |
2,996.0 |
276.0 |
8.5% |
91.2 |
2.8% |
97% |
True |
False |
1,723,299 |
10 |
3,272.0 |
2,994.0 |
278.0 |
8.5% |
85.8 |
2.6% |
97% |
True |
False |
1,551,409 |
20 |
3,272.0 |
2,981.0 |
291.0 |
8.9% |
82.3 |
2.5% |
97% |
True |
False |
1,322,259 |
40 |
3,276.0 |
2,913.0 |
363.0 |
11.1% |
70.7 |
2.2% |
96% |
False |
False |
811,770 |
60 |
3,276.0 |
2,913.0 |
363.0 |
11.1% |
64.9 |
2.0% |
96% |
False |
False |
545,902 |
80 |
3,276.0 |
2,768.0 |
508.0 |
15.6% |
67.2 |
2.1% |
97% |
False |
False |
410,981 |
100 |
3,285.0 |
2,768.0 |
517.0 |
15.8% |
59.3 |
1.8% |
96% |
False |
False |
329,118 |
120 |
3,285.0 |
2,768.0 |
517.0 |
15.8% |
55.4 |
1.7% |
96% |
False |
False |
274,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,552.5 |
2.618 |
3,444.8 |
1.618 |
3,378.8 |
1.000 |
3,338.0 |
0.618 |
3,312.8 |
HIGH |
3,272.0 |
0.618 |
3,246.8 |
0.500 |
3,239.0 |
0.382 |
3,231.2 |
LOW |
3,206.0 |
0.618 |
3,165.2 |
1.000 |
3,140.0 |
1.618 |
3,099.2 |
2.618 |
3,033.2 |
4.250 |
2,925.5 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
3,255.0 |
3,241.7 |
PP |
3,247.0 |
3,220.3 |
S1 |
3,239.0 |
3,199.0 |
|