Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
3,417.0 |
3,399.0 |
-18.0 |
-0.5% |
3,238.0 |
High |
3,419.0 |
3,404.0 |
-15.0 |
-0.4% |
3,412.0 |
Low |
3,350.0 |
3,310.0 |
-40.0 |
-1.2% |
3,206.0 |
Close |
3,371.0 |
3,351.0 |
-20.0 |
-0.6% |
3,384.0 |
Range |
69.0 |
94.0 |
25.0 |
36.2% |
206.0 |
ATR |
85.0 |
85.6 |
0.6 |
0.8% |
0.0 |
Volume |
1,329,957 |
1,299,223 |
-30,734 |
-2.3% |
6,406,445 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,637.0 |
3,588.0 |
3,402.7 |
|
R3 |
3,543.0 |
3,494.0 |
3,376.9 |
|
R2 |
3,449.0 |
3,449.0 |
3,368.2 |
|
R1 |
3,400.0 |
3,400.0 |
3,359.6 |
3,377.5 |
PP |
3,355.0 |
3,355.0 |
3,355.0 |
3,343.8 |
S1 |
3,306.0 |
3,306.0 |
3,342.4 |
3,283.5 |
S2 |
3,261.0 |
3,261.0 |
3,333.8 |
|
S3 |
3,167.0 |
3,212.0 |
3,325.2 |
|
S4 |
3,073.0 |
3,118.0 |
3,299.3 |
|
|
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 |
3,257.0 |
173.0 |
5.2% |
84.0 |
2.5% |
54% |
False |
False |
1,366,905 |
10 |
3,430.0 |
2,996.0 |
434.0 |
13.0% |
87.6 |
2.6% |
82% |
False |
False |
1,545,102 |
20 |
3,430.0 |
2,981.0 |
449.0 |
13.4% |
85.0 |
2.5% |
82% |
False |
False |
1,387,681 |
40 |
3,430.0 |
2,913.0 |
517.0 |
15.4% |
75.1 |
2.2% |
85% |
False |
False |
976,439 |
60 |
3,430.0 |
2,913.0 |
517.0 |
15.4% |
67.6 |
2.0% |
85% |
False |
False |
657,720 |
80 |
3,430.0 |
2,768.0 |
662.0 |
19.8% |
69.0 |
2.1% |
88% |
False |
False |
496,319 |
100 |
3,430.0 |
2,768.0 |
662.0 |
19.8% |
62.6 |
1.9% |
88% |
False |
False |
397,454 |
120 |
3,430.0 |
2,768.0 |
662.0 |
19.8% |
57.0 |
1.7% |
88% |
False |
False |
331,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,803.5 |
2.618 |
3,650.1 |
1.618 |
3,556.1 |
1.000 |
3,498.0 |
0.618 |
3,462.1 |
HIGH |
3,404.0 |
0.618 |
3,368.1 |
0.500 |
3,357.0 |
0.382 |
3,345.9 |
LOW |
3,310.0 |
0.618 |
3,251.9 |
1.000 |
3,216.0 |
1.618 |
3,157.9 |
2.618 |
3,063.9 |
4.250 |
2,910.5 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
3,357.0 |
3,370.0 |
PP |
3,355.0 |
3,363.7 |
S1 |
3,353.0 |
3,357.3 |
|