Trading Metrics calculated at close of trading on 30-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
3,320.0 |
3,391.0 |
71.0 |
2.1% |
3,347.0 |
High |
3,404.0 |
3,398.0 |
-6.0 |
-0.2% |
3,430.0 |
Low |
3,309.0 |
3,331.0 |
22.0 |
0.7% |
3,309.0 |
Close |
3,372.0 |
3,349.0 |
-23.0 |
-0.7% |
3,349.0 |
Range |
95.0 |
67.0 |
-28.0 |
-29.5% |
121.0 |
ATR |
86.3 |
84.9 |
-1.4 |
-1.6% |
0.0 |
Volume |
1,376,826 |
1,033,679 |
-343,147 |
-24.9% |
6,338,454 |
|
Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,560.3 |
3,521.7 |
3,385.9 |
|
R3 |
3,493.3 |
3,454.7 |
3,367.4 |
|
R2 |
3,426.3 |
3,426.3 |
3,361.3 |
|
R1 |
3,387.7 |
3,387.7 |
3,355.1 |
3,373.5 |
PP |
3,359.3 |
3,359.3 |
3,359.3 |
3,352.3 |
S1 |
3,320.7 |
3,320.7 |
3,342.9 |
3,306.5 |
S2 |
3,292.3 |
3,292.3 |
3,336.7 |
|
S3 |
3,225.3 |
3,253.7 |
3,330.6 |
|
S4 |
3,158.3 |
3,186.7 |
3,312.2 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,725.7 |
3,658.3 |
3,415.6 |
|
R3 |
3,604.7 |
3,537.3 |
3,382.3 |
|
R2 |
3,483.7 |
3,483.7 |
3,371.2 |
|
R1 |
3,416.3 |
3,416.3 |
3,360.1 |
3,450.0 |
PP |
3,362.7 |
3,362.7 |
3,362.7 |
3,379.5 |
S1 |
3,295.3 |
3,295.3 |
3,337.9 |
3,329.0 |
S2 |
3,241.7 |
3,241.7 |
3,326.8 |
|
S3 |
3,120.7 |
3,174.3 |
3,315.7 |
|
S4 |
2,999.7 |
3,053.3 |
3,282.5 |
|
|
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% |
81.8 |
2.4% |
33% |
False |
False |
1,267,690 |
10 |
3,430.0 |
3,126.0 |
304.0 |
9.1% |
78.6 |
2.3% |
73% |
False |
False |
1,355,303 |
20 |
3,430.0 |
2,981.0 |
449.0 |
13.4% |
85.9 |
2.6% |
82% |
False |
False |
1,449,773 |
40 |
3,430.0 |
2,913.0 |
517.0 |
15.4% |
77.7 |
2.3% |
84% |
False |
False |
1,036,666 |
60 |
3,430.0 |
2,913.0 |
517.0 |
15.4% |
68.1 |
2.0% |
84% |
False |
False |
697,628 |
80 |
3,430.0 |
2,768.0 |
662.0 |
19.8% |
69.0 |
2.1% |
88% |
False |
False |
526,441 |
100 |
3,430.0 |
2,768.0 |
662.0 |
19.8% |
63.0 |
1.9% |
88% |
False |
False |
421,555 |
120 |
3,430.0 |
2,768.0 |
662.0 |
19.8% |
57.6 |
1.7% |
88% |
False |
False |
351,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,682.8 |
2.618 |
3,573.4 |
1.618 |
3,506.4 |
1.000 |
3,465.0 |
0.618 |
3,439.4 |
HIGH |
3,398.0 |
0.618 |
3,372.4 |
0.500 |
3,364.5 |
0.382 |
3,356.6 |
LOW |
3,331.0 |
0.618 |
3,289.6 |
1.000 |
3,264.0 |
1.618 |
3,222.6 |
2.618 |
3,155.6 |
4.250 |
3,046.3 |
|
|
Fisher Pivots for day following 30-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
3,364.5 |
3,356.5 |
PP |
3,359.3 |
3,354.0 |
S1 |
3,354.2 |
3,351.5 |
|