Trading Metrics calculated at close of trading on 29-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
3,399.0 |
3,320.0 |
-79.0 |
-2.3% |
3,238.0 |
High |
3,404.0 |
3,404.0 |
0.0 |
0.0% |
3,412.0 |
Low |
3,310.0 |
3,309.0 |
-1.0 |
0.0% |
3,206.0 |
Close |
3,351.0 |
3,372.0 |
21.0 |
0.6% |
3,384.0 |
Range |
94.0 |
95.0 |
1.0 |
1.1% |
206.0 |
ATR |
85.6 |
86.3 |
0.7 |
0.8% |
0.0 |
Volume |
1,299,223 |
1,376,826 |
77,603 |
6.0% |
6,406,445 |
|
Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,646.7 |
3,604.3 |
3,424.3 |
|
R3 |
3,551.7 |
3,509.3 |
3,398.1 |
|
R2 |
3,456.7 |
3,456.7 |
3,389.4 |
|
R1 |
3,414.3 |
3,414.3 |
3,380.7 |
3,435.5 |
PP |
3,361.7 |
3,361.7 |
3,361.7 |
3,372.3 |
S1 |
3,319.3 |
3,319.3 |
3,363.3 |
3,340.5 |
S2 |
3,266.7 |
3,266.7 |
3,354.6 |
|
S3 |
3,171.7 |
3,224.3 |
3,345.9 |
|
S4 |
3,076.7 |
3,129.3 |
3,319.8 |
|
|
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 |
3,309.0 |
121.0 |
3.6% |
82.0 |
2.4% |
52% |
False |
True |
1,290,709 |
10 |
3,430.0 |
2,996.0 |
434.0 |
12.9% |
89.0 |
2.6% |
87% |
False |
False |
1,467,360 |
20 |
3,430.0 |
2,981.0 |
449.0 |
13.3% |
85.5 |
2.5% |
87% |
False |
False |
1,430,480 |
40 |
3,430.0 |
2,913.0 |
517.0 |
15.3% |
76.8 |
2.3% |
89% |
False |
False |
1,010,841 |
60 |
3,430.0 |
2,913.0 |
517.0 |
15.3% |
68.4 |
2.0% |
89% |
False |
False |
680,657 |
80 |
3,430.0 |
2,768.0 |
662.0 |
19.6% |
69.4 |
2.1% |
91% |
False |
False |
513,527 |
100 |
3,430.0 |
2,768.0 |
662.0 |
19.6% |
63.1 |
1.9% |
91% |
False |
False |
411,222 |
120 |
3,430.0 |
2,768.0 |
662.0 |
19.6% |
57.6 |
1.7% |
91% |
False |
False |
342,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,807.8 |
2.618 |
3,652.7 |
1.618 |
3,557.7 |
1.000 |
3,499.0 |
0.618 |
3,462.7 |
HIGH |
3,404.0 |
0.618 |
3,367.7 |
0.500 |
3,356.5 |
0.382 |
3,345.3 |
LOW |
3,309.0 |
0.618 |
3,250.3 |
1.000 |
3,214.0 |
1.618 |
3,155.3 |
2.618 |
3,060.3 |
4.250 |
2,905.3 |
|
|
Fisher Pivots for day following 29-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
3,366.8 |
3,369.3 |
PP |
3,361.7 |
3,366.7 |
S1 |
3,356.5 |
3,364.0 |
|