Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
4,201.25 |
4,169.50 |
-31.75 |
-0.8% |
4,216.00 |
High |
4,227.50 |
4,247.75 |
20.25 |
0.5% |
4,252.50 |
Low |
4,151.00 |
4,126.75 |
-24.25 |
-0.6% |
4,082.00 |
Close |
4,166.50 |
4,158.50 |
-8.00 |
-0.2% |
4,200.75 |
Range |
76.50 |
121.00 |
44.50 |
58.2% |
170.50 |
ATR |
63.24 |
67.36 |
4.13 |
6.5% |
0.00 |
Volume |
319,438 |
476,645 |
157,207 |
49.2% |
1,682,131 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,540.75 |
4,470.50 |
4,225.00 |
|
R3 |
4,419.75 |
4,349.50 |
4,191.75 |
|
R2 |
4,298.75 |
4,298.75 |
4,180.75 |
|
R1 |
4,228.50 |
4,228.50 |
4,169.50 |
4,203.00 |
PP |
4,177.75 |
4,177.75 |
4,177.75 |
4,165.00 |
S1 |
4,107.50 |
4,107.50 |
4,147.50 |
4,082.00 |
S2 |
4,056.75 |
4,056.75 |
4,136.25 |
|
S3 |
3,935.75 |
3,986.50 |
4,125.25 |
|
S4 |
3,814.75 |
3,865.50 |
4,092.00 |
|
|
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 |
4,102.75 |
149.75 |
3.6% |
84.00 |
2.0% |
37% |
False |
False |
347,657 |
10 |
4,318.00 |
4,082.00 |
236.00 |
5.7% |
78.00 |
1.9% |
32% |
False |
False |
296,477 |
20 |
4,322.00 |
4,080.75 |
241.25 |
5.8% |
69.50 |
1.7% |
32% |
False |
False |
293,157 |
40 |
4,342.25 |
4,080.75 |
261.50 |
6.3% |
57.25 |
1.4% |
30% |
False |
False |
162,027 |
60 |
4,342.25 |
3,740.00 |
602.25 |
14.5% |
55.75 |
1.3% |
69% |
False |
False |
108,129 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
58.25 |
1.4% |
72% |
False |
False |
81,145 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
51.50 |
1.2% |
72% |
False |
False |
64,919 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
45.50 |
1.1% |
72% |
False |
False |
54,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,762.00 |
2.618 |
4,564.50 |
1.618 |
4,443.50 |
1.000 |
4,368.75 |
0.618 |
4,322.50 |
HIGH |
4,247.75 |
0.618 |
4,201.50 |
0.500 |
4,187.25 |
0.382 |
4,173.00 |
LOW |
4,126.75 |
0.618 |
4,052.00 |
1.000 |
4,005.75 |
1.618 |
3,931.00 |
2.618 |
3,810.00 |
4.250 |
3,612.50 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,187.25 |
4,189.50 |
PP |
4,177.75 |
4,179.25 |
S1 |
4,168.00 |
4,169.00 |
|