Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
4,169.50 |
4,158.00 |
-11.50 |
-0.3% |
4,216.00 |
High |
4,247.75 |
4,169.25 |
-78.50 |
-1.8% |
4,252.50 |
Low |
4,126.75 |
4,100.50 |
-26.25 |
-0.6% |
4,082.00 |
Close |
4,158.50 |
4,145.50 |
-13.00 |
-0.3% |
4,200.75 |
Range |
121.00 |
68.75 |
-52.25 |
-43.2% |
170.50 |
ATR |
67.36 |
67.46 |
0.10 |
0.1% |
0.00 |
Volume |
476,645 |
450,812 |
-25,833 |
-5.4% |
1,682,131 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,344.75 |
4,313.75 |
4,183.25 |
|
R3 |
4,276.00 |
4,245.00 |
4,164.50 |
|
R2 |
4,207.25 |
4,207.25 |
4,158.00 |
|
R1 |
4,176.25 |
4,176.25 |
4,151.75 |
4,157.50 |
PP |
4,138.50 |
4,138.50 |
4,138.50 |
4,129.00 |
S1 |
4,107.50 |
4,107.50 |
4,139.25 |
4,088.50 |
S2 |
4,069.75 |
4,069.75 |
4,133.00 |
|
S3 |
4,001.00 |
4,038.75 |
4,126.50 |
|
S4 |
3,932.25 |
3,970.00 |
4,107.75 |
|
|
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 |
4,100.50 |
152.00 |
3.7% |
85.75 |
2.1% |
30% |
False |
True |
372,183 |
10 |
4,305.00 |
4,082.00 |
223.00 |
5.4% |
80.50 |
1.9% |
28% |
False |
False |
330,549 |
20 |
4,322.00 |
4,080.75 |
241.25 |
5.8% |
68.25 |
1.6% |
27% |
False |
False |
288,201 |
40 |
4,342.25 |
4,080.75 |
261.50 |
6.3% |
58.25 |
1.4% |
25% |
False |
False |
173,286 |
60 |
4,342.25 |
3,787.50 |
554.75 |
13.4% |
55.25 |
1.3% |
65% |
False |
False |
115,639 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
58.75 |
1.4% |
70% |
False |
False |
86,780 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
52.00 |
1.3% |
70% |
False |
False |
69,427 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
46.00 |
1.1% |
70% |
False |
False |
57,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,461.50 |
2.618 |
4,349.25 |
1.618 |
4,280.50 |
1.000 |
4,238.00 |
0.618 |
4,211.75 |
HIGH |
4,169.25 |
0.618 |
4,143.00 |
0.500 |
4,135.00 |
0.382 |
4,126.75 |
LOW |
4,100.50 |
0.618 |
4,058.00 |
1.000 |
4,031.75 |
1.618 |
3,989.25 |
2.618 |
3,920.50 |
4.250 |
3,808.25 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,142.00 |
4,174.00 |
PP |
4,138.50 |
4,164.50 |
S1 |
4,135.00 |
4,155.00 |
|