Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
4,158.00 |
4,147.50 |
-10.50 |
-0.3% |
4,216.00 |
High |
4,169.25 |
4,190.00 |
20.75 |
0.5% |
4,252.50 |
Low |
4,100.50 |
4,066.00 |
-34.50 |
-0.8% |
4,082.00 |
Close |
4,145.50 |
4,089.00 |
-56.50 |
-1.4% |
4,200.75 |
Range |
68.75 |
124.00 |
55.25 |
80.4% |
170.50 |
ATR |
67.46 |
71.50 |
4.04 |
6.0% |
0.00 |
Volume |
450,812 |
456,035 |
5,223 |
1.2% |
1,682,131 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,487.00 |
4,412.00 |
4,157.25 |
|
R3 |
4,363.00 |
4,288.00 |
4,123.00 |
|
R2 |
4,239.00 |
4,239.00 |
4,111.75 |
|
R1 |
4,164.00 |
4,164.00 |
4,100.25 |
4,139.50 |
PP |
4,115.00 |
4,115.00 |
4,115.00 |
4,102.75 |
S1 |
4,040.00 |
4,040.00 |
4,077.75 |
4,015.50 |
S2 |
3,991.00 |
3,991.00 |
4,066.25 |
|
S3 |
3,867.00 |
3,916.00 |
4,055.00 |
|
S4 |
3,743.00 |
3,792.00 |
4,020.75 |
|
|
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 |
4,066.00 |
186.50 |
4.6% |
92.25 |
2.3% |
12% |
False |
True |
408,979 |
10 |
4,272.75 |
4,066.00 |
206.75 |
5.1% |
85.00 |
2.1% |
11% |
False |
True |
361,461 |
20 |
4,322.00 |
4,066.00 |
256.00 |
6.3% |
69.00 |
1.7% |
9% |
False |
True |
279,013 |
40 |
4,342.25 |
4,066.00 |
276.25 |
6.8% |
60.75 |
1.5% |
8% |
False |
True |
184,674 |
60 |
4,342.25 |
3,840.50 |
501.75 |
12.3% |
56.00 |
1.4% |
50% |
False |
False |
123,230 |
80 |
4,342.25 |
3,687.00 |
655.25 |
16.0% |
59.75 |
1.5% |
61% |
False |
False |
92,480 |
100 |
4,342.25 |
3,687.00 |
655.25 |
16.0% |
53.25 |
1.3% |
61% |
False |
False |
73,987 |
120 |
4,342.25 |
3,687.00 |
655.25 |
16.0% |
47.00 |
1.1% |
61% |
False |
False |
61,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,717.00 |
2.618 |
4,514.75 |
1.618 |
4,390.75 |
1.000 |
4,314.00 |
0.618 |
4,266.75 |
HIGH |
4,190.00 |
0.618 |
4,142.75 |
0.500 |
4,128.00 |
0.382 |
4,113.25 |
LOW |
4,066.00 |
0.618 |
3,989.25 |
1.000 |
3,942.00 |
1.618 |
3,865.25 |
2.618 |
3,741.25 |
4.250 |
3,539.00 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,128.00 |
4,157.00 |
PP |
4,115.00 |
4,134.25 |
S1 |
4,102.00 |
4,111.50 |
|