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 |
3,348.0 |
3,347.0 |
-1.0 |
0.0% |
3,238.0 |
High |
3,412.0 |
3,430.0 |
18.0 |
0.5% |
3,412.0 |
Low |
3,344.0 |
3,346.0 |
2.0 |
0.1% |
3,206.0 |
Close |
3,384.0 |
3,412.0 |
28.0 |
0.8% |
3,384.0 |
Range |
68.0 |
84.0 |
16.0 |
23.5% |
206.0 |
ATR |
86.4 |
86.2 |
-0.2 |
-0.2% |
0.0 |
Volume |
1,148,771 |
1,298,769 |
149,998 |
13.1% |
6,406,445 |
|
Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,648.0 |
3,614.0 |
3,458.2 |
|
R3 |
3,564.0 |
3,530.0 |
3,435.1 |
|
R2 |
3,480.0 |
3,480.0 |
3,427.4 |
|
R1 |
3,446.0 |
3,446.0 |
3,419.7 |
3,463.0 |
PP |
3,396.0 |
3,396.0 |
3,396.0 |
3,404.5 |
S1 |
3,362.0 |
3,362.0 |
3,404.3 |
3,379.0 |
S2 |
3,312.0 |
3,312.0 |
3,396.6 |
|
S3 |
3,228.0 |
3,278.0 |
3,388.9 |
|
S4 |
3,144.0 |
3,194.0 |
3,365.8 |
|
|
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 |
3,430.0 |
3,206.0 |
224.0 |
6.6% |
71.4 |
2.1% |
92% |
True |
False |
1,541,042 |
10 |
3,430.0 |
2,996.0 |
434.0 |
12.7% |
86.3 |
2.5% |
96% |
True |
False |
1,577,283 |
20 |
3,430.0 |
2,981.0 |
449.0 |
13.2% |
81.2 |
2.4% |
96% |
True |
False |
1,314,779 |
40 |
3,430.0 |
2,913.0 |
517.0 |
15.2% |
73.2 |
2.1% |
97% |
True |
False |
911,141 |
60 |
3,430.0 |
2,913.0 |
517.0 |
15.2% |
66.9 |
2.0% |
97% |
True |
False |
613,907 |
80 |
3,430.0 |
2,768.0 |
662.0 |
19.4% |
68.2 |
2.0% |
97% |
True |
False |
463,466 |
100 |
3,430.0 |
2,768.0 |
662.0 |
19.4% |
61.2 |
1.8% |
97% |
True |
False |
371,164 |
120 |
3,430.0 |
2,768.0 |
662.0 |
19.4% |
56.4 |
1.7% |
97% |
True |
False |
309,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,787.0 |
2.618 |
3,649.9 |
1.618 |
3,565.9 |
1.000 |
3,514.0 |
0.618 |
3,481.9 |
HIGH |
3,430.0 |
0.618 |
3,397.9 |
0.500 |
3,388.0 |
0.382 |
3,378.1 |
LOW |
3,346.0 |
0.618 |
3,294.1 |
1.000 |
3,262.0 |
1.618 |
3,210.1 |
2.618 |
3,126.1 |
4.250 |
2,989.0 |
|
|
Fisher Pivots for day following 26-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
3,404.0 |
3,389.2 |
PP |
3,396.0 |
3,366.3 |
S1 |
3,388.0 |
3,343.5 |
|