Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
4,147.50 |
4,072.50 |
-75.00 |
-1.8% |
4,201.25 |
High |
4,190.00 |
4,138.50 |
-51.50 |
-1.2% |
4,247.75 |
Low |
4,066.00 |
4,041.50 |
-24.50 |
-0.6% |
4,041.50 |
Close |
4,089.00 |
4,134.00 |
45.00 |
1.1% |
4,134.00 |
Range |
124.00 |
97.00 |
-27.00 |
-21.8% |
206.25 |
ATR |
71.50 |
73.32 |
1.82 |
2.5% |
0.00 |
Volume |
456,035 |
359,021 |
-97,014 |
-21.3% |
2,061,951 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,395.75 |
4,361.75 |
4,187.25 |
|
R3 |
4,298.75 |
4,264.75 |
4,160.75 |
|
R2 |
4,201.75 |
4,201.75 |
4,151.75 |
|
R1 |
4,167.75 |
4,167.75 |
4,143.00 |
4,184.75 |
PP |
4,104.75 |
4,104.75 |
4,104.75 |
4,113.00 |
S1 |
4,070.75 |
4,070.75 |
4,125.00 |
4,087.75 |
S2 |
4,007.75 |
4,007.75 |
4,116.25 |
|
S3 |
3,910.75 |
3,973.75 |
4,107.25 |
|
S4 |
3,813.75 |
3,876.75 |
4,080.75 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,759.75 |
4,653.25 |
4,247.50 |
|
R3 |
4,553.50 |
4,447.00 |
4,190.75 |
|
R2 |
4,347.25 |
4,347.25 |
4,171.75 |
|
R1 |
4,240.75 |
4,240.75 |
4,153.00 |
4,191.00 |
PP |
4,141.00 |
4,141.00 |
4,141.00 |
4,116.25 |
S1 |
4,034.50 |
4,034.50 |
4,115.00 |
3,984.50 |
S2 |
3,934.75 |
3,934.75 |
4,096.25 |
|
S3 |
3,728.50 |
3,828.25 |
4,077.25 |
|
S4 |
3,522.25 |
3,622.00 |
4,020.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,247.75 |
4,041.50 |
206.25 |
5.0% |
97.50 |
2.4% |
45% |
False |
True |
412,390 |
10 |
4,252.50 |
4,041.50 |
211.00 |
5.1% |
87.50 |
2.1% |
44% |
False |
True |
374,408 |
20 |
4,322.00 |
4,041.50 |
280.50 |
6.8% |
69.25 |
1.7% |
33% |
False |
True |
271,512 |
40 |
4,342.25 |
4,041.50 |
300.75 |
7.3% |
62.00 |
1.5% |
31% |
False |
True |
193,636 |
60 |
4,342.25 |
3,936.25 |
406.00 |
9.8% |
55.50 |
1.3% |
49% |
False |
False |
129,205 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.9% |
60.50 |
1.5% |
68% |
False |
False |
96,967 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.9% |
54.00 |
1.3% |
68% |
False |
False |
77,577 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.9% |
47.50 |
1.1% |
68% |
False |
False |
64,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,550.75 |
2.618 |
4,392.50 |
1.618 |
4,295.50 |
1.000 |
4,235.50 |
0.618 |
4,198.50 |
HIGH |
4,138.50 |
0.618 |
4,101.50 |
0.500 |
4,090.00 |
0.382 |
4,078.50 |
LOW |
4,041.50 |
0.618 |
3,981.50 |
1.000 |
3,944.50 |
1.618 |
3,884.50 |
2.618 |
3,787.50 |
4.250 |
3,629.25 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,119.25 |
4,128.00 |
PP |
4,104.75 |
4,121.75 |
S1 |
4,090.00 |
4,115.75 |
|