Trading Metrics calculated at close of trading on 27-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
3,347.0 |
3,417.0 |
70.0 |
2.1% |
3,238.0 |
High |
3,430.0 |
3,419.0 |
-11.0 |
-0.3% |
3,412.0 |
Low |
3,346.0 |
3,350.0 |
4.0 |
0.1% |
3,206.0 |
Close |
3,412.0 |
3,371.0 |
-41.0 |
-1.2% |
3,384.0 |
Range |
84.0 |
69.0 |
-15.0 |
-17.9% |
206.0 |
ATR |
86.2 |
85.0 |
-1.2 |
-1.4% |
0.0 |
Volume |
1,298,769 |
1,329,957 |
31,188 |
2.4% |
6,406,445 |
|
Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,587.0 |
3,548.0 |
3,409.0 |
|
R3 |
3,518.0 |
3,479.0 |
3,390.0 |
|
R2 |
3,449.0 |
3,449.0 |
3,383.7 |
|
R1 |
3,410.0 |
3,410.0 |
3,377.3 |
3,395.0 |
PP |
3,380.0 |
3,380.0 |
3,380.0 |
3,372.5 |
S1 |
3,341.0 |
3,341.0 |
3,364.7 |
3,326.0 |
S2 |
3,311.0 |
3,311.0 |
3,358.4 |
|
S3 |
3,242.0 |
3,272.0 |
3,352.0 |
|
S4 |
3,173.0 |
3,203.0 |
3,333.1 |
|
|
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% |
78.4 |
2.3% |
74% |
False |
False |
1,503,654 |
10 |
3,430.0 |
2,996.0 |
434.0 |
12.9% |
86.6 |
2.6% |
86% |
False |
False |
1,577,211 |
20 |
3,430.0 |
2,981.0 |
449.0 |
13.3% |
82.8 |
2.5% |
87% |
False |
False |
1,355,061 |
40 |
3,430.0 |
2,913.0 |
517.0 |
15.3% |
73.8 |
2.2% |
89% |
False |
False |
944,089 |
60 |
3,430.0 |
2,913.0 |
517.0 |
15.3% |
66.5 |
2.0% |
89% |
False |
False |
636,069 |
80 |
3,430.0 |
2,768.0 |
662.0 |
19.6% |
68.4 |
2.0% |
91% |
False |
False |
480,084 |
100 |
3,430.0 |
2,768.0 |
662.0 |
19.6% |
61.8 |
1.8% |
91% |
False |
False |
384,463 |
120 |
3,430.0 |
2,768.0 |
662.0 |
19.6% |
56.7 |
1.7% |
91% |
False |
False |
320,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,712.3 |
2.618 |
3,599.6 |
1.618 |
3,530.6 |
1.000 |
3,488.0 |
0.618 |
3,461.6 |
HIGH |
3,419.0 |
0.618 |
3,392.6 |
0.500 |
3,384.5 |
0.382 |
3,376.4 |
LOW |
3,350.0 |
0.618 |
3,307.4 |
1.000 |
3,281.0 |
1.618 |
3,238.4 |
2.618 |
3,169.4 |
4.250 |
3,056.8 |
|
|
Fisher Pivots for day following 27-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
3,384.5 |
3,387.0 |
PP |
3,380.0 |
3,381.7 |
S1 |
3,375.5 |
3,376.3 |
|