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 |
3,277.0 |
3,348.0 |
71.0 |
2.2% |
3,238.0 |
High |
3,362.0 |
3,412.0 |
50.0 |
1.5% |
3,412.0 |
Low |
3,257.0 |
3,344.0 |
87.0 |
2.7% |
3,206.0 |
Close |
3,321.0 |
3,384.0 |
63.0 |
1.9% |
3,384.0 |
Range |
105.0 |
68.0 |
-37.0 |
-35.2% |
206.0 |
ATR |
86.0 |
86.4 |
0.4 |
0.4% |
0.0 |
Volume |
1,757,805 |
1,148,771 |
-609,034 |
-34.6% |
6,406,445 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,584.0 |
3,552.0 |
3,421.4 |
|
R3 |
3,516.0 |
3,484.0 |
3,402.7 |
|
R2 |
3,448.0 |
3,448.0 |
3,396.5 |
|
R1 |
3,416.0 |
3,416.0 |
3,390.2 |
3,432.0 |
PP |
3,380.0 |
3,380.0 |
3,380.0 |
3,388.0 |
S1 |
3,348.0 |
3,348.0 |
3,377.8 |
3,364.0 |
S2 |
3,312.0 |
3,312.0 |
3,371.5 |
|
S3 |
3,244.0 |
3,280.0 |
3,365.3 |
|
S4 |
3,176.0 |
3,212.0 |
3,346.6 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,952.0 |
3,874.0 |
3,497.3 |
|
R3 |
3,746.0 |
3,668.0 |
3,440.7 |
|
R2 |
3,540.0 |
3,540.0 |
3,421.8 |
|
R1 |
3,462.0 |
3,462.0 |
3,402.9 |
3,501.0 |
PP |
3,334.0 |
3,334.0 |
3,334.0 |
3,353.5 |
S1 |
3,256.0 |
3,256.0 |
3,365.1 |
3,295.0 |
S2 |
3,128.0 |
3,128.0 |
3,346.2 |
|
S3 |
2,922.0 |
3,050.0 |
3,327.4 |
|
S4 |
2,716.0 |
2,844.0 |
3,270.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,412.0 |
3,126.0 |
286.0 |
8.5% |
75.4 |
2.2% |
90% |
True |
False |
1,442,916 |
10 |
3,412.0 |
2,996.0 |
416.0 |
12.3% |
88.5 |
2.6% |
93% |
True |
False |
1,560,226 |
20 |
3,412.0 |
2,981.0 |
431.0 |
12.7% |
81.7 |
2.4% |
94% |
True |
False |
1,325,280 |
40 |
3,412.0 |
2,913.0 |
499.0 |
14.7% |
73.2 |
2.2% |
94% |
True |
False |
884,301 |
60 |
3,412.0 |
2,913.0 |
499.0 |
14.7% |
65.8 |
1.9% |
94% |
True |
False |
592,263 |
80 |
3,412.0 |
2,768.0 |
644.0 |
19.0% |
67.8 |
2.0% |
96% |
True |
False |
447,232 |
100 |
3,412.0 |
2,768.0 |
644.0 |
19.0% |
60.7 |
1.8% |
96% |
True |
False |
358,176 |
120 |
3,412.0 |
2,768.0 |
644.0 |
19.0% |
56.1 |
1.7% |
96% |
True |
False |
298,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,701.0 |
2.618 |
3,590.0 |
1.618 |
3,522.0 |
1.000 |
3,480.0 |
0.618 |
3,454.0 |
HIGH |
3,412.0 |
0.618 |
3,386.0 |
0.500 |
3,378.0 |
0.382 |
3,370.0 |
LOW |
3,344.0 |
0.618 |
3,302.0 |
1.000 |
3,276.0 |
1.618 |
3,234.0 |
2.618 |
3,166.0 |
4.250 |
3,055.0 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
3,382.0 |
3,359.0 |
PP |
3,380.0 |
3,334.0 |
S1 |
3,378.0 |
3,309.0 |
|