Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
4,232.25 |
4,201.25 |
-31.00 |
-0.7% |
4,216.00 |
High |
4,252.50 |
4,227.50 |
-25.00 |
-0.6% |
4,252.50 |
Low |
4,181.00 |
4,151.00 |
-30.00 |
-0.7% |
4,082.00 |
Close |
4,200.75 |
4,166.50 |
-34.25 |
-0.8% |
4,200.75 |
Range |
71.50 |
76.50 |
5.00 |
7.0% |
170.50 |
ATR |
62.22 |
63.24 |
1.02 |
1.6% |
0.00 |
Volume |
341,966 |
319,438 |
-22,528 |
-6.6% |
1,682,131 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,411.25 |
4,365.25 |
4,208.50 |
|
R3 |
4,334.75 |
4,288.75 |
4,187.50 |
|
R2 |
4,258.25 |
4,258.25 |
4,180.50 |
|
R1 |
4,212.25 |
4,212.25 |
4,173.50 |
4,197.00 |
PP |
4,181.75 |
4,181.75 |
4,181.75 |
4,174.00 |
S1 |
4,135.75 |
4,135.75 |
4,159.50 |
4,120.50 |
S2 |
4,105.25 |
4,105.25 |
4,152.50 |
|
S3 |
4,028.75 |
4,059.25 |
4,145.50 |
|
S4 |
3,952.25 |
3,982.75 |
4,124.50 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,690.00 |
4,615.75 |
4,294.50 |
|
R3 |
4,519.50 |
4,445.25 |
4,247.75 |
|
R2 |
4,349.00 |
4,349.00 |
4,232.00 |
|
R1 |
4,274.75 |
4,274.75 |
4,216.50 |
4,226.50 |
PP |
4,178.50 |
4,178.50 |
4,178.50 |
4,154.25 |
S1 |
4,104.25 |
4,104.25 |
4,185.00 |
4,056.00 |
S2 |
4,008.00 |
4,008.00 |
4,169.50 |
|
S3 |
3,837.50 |
3,933.75 |
4,153.75 |
|
S4 |
3,667.00 |
3,763.25 |
4,107.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,252.50 |
4,082.00 |
170.50 |
4.1% |
78.00 |
1.9% |
50% |
False |
False |
337,559 |
10 |
4,320.75 |
4,082.00 |
238.75 |
5.7% |
68.00 |
1.6% |
35% |
False |
False |
259,055 |
20 |
4,322.00 |
4,080.75 |
241.25 |
5.8% |
66.75 |
1.6% |
36% |
False |
False |
289,454 |
40 |
4,342.25 |
4,080.75 |
261.50 |
6.3% |
55.00 |
1.3% |
33% |
False |
False |
150,120 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
55.25 |
1.3% |
73% |
False |
False |
100,192 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
57.00 |
1.4% |
73% |
False |
False |
75,187 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
50.25 |
1.2% |
73% |
False |
False |
60,152 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
44.50 |
1.1% |
73% |
False |
False |
50,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,552.50 |
2.618 |
4,427.75 |
1.618 |
4,351.25 |
1.000 |
4,304.00 |
0.618 |
4,274.75 |
HIGH |
4,227.50 |
0.618 |
4,198.25 |
0.500 |
4,189.25 |
0.382 |
4,180.25 |
LOW |
4,151.00 |
0.618 |
4,103.75 |
1.000 |
4,074.50 |
1.618 |
4,027.25 |
2.618 |
3,950.75 |
4.250 |
3,826.00 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,189.25 |
4,201.75 |
PP |
4,181.75 |
4,190.00 |
S1 |
4,174.00 |
4,178.25 |
|