Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
4,072.50 |
4,138.75 |
66.25 |
1.6% |
4,201.25 |
High |
4,138.50 |
4,175.25 |
36.75 |
0.9% |
4,247.75 |
Low |
4,041.50 |
4,109.00 |
67.50 |
1.7% |
4,041.50 |
Close |
4,134.00 |
4,167.00 |
33.00 |
0.8% |
4,134.00 |
Range |
97.00 |
66.25 |
-30.75 |
-31.7% |
206.25 |
ATR |
73.32 |
72.82 |
-0.51 |
-0.7% |
0.00 |
Volume |
359,021 |
347,445 |
-11,576 |
-3.2% |
2,061,951 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,349.25 |
4,324.25 |
4,203.50 |
|
R3 |
4,283.00 |
4,258.00 |
4,185.25 |
|
R2 |
4,216.75 |
4,216.75 |
4,179.25 |
|
R1 |
4,191.75 |
4,191.75 |
4,173.00 |
4,204.25 |
PP |
4,150.50 |
4,150.50 |
4,150.50 |
4,156.50 |
S1 |
4,125.50 |
4,125.50 |
4,161.00 |
4,138.00 |
S2 |
4,084.25 |
4,084.25 |
4,154.75 |
|
S3 |
4,018.00 |
4,059.25 |
4,148.75 |
|
S4 |
3,951.75 |
3,993.00 |
4,130.50 |
|
|
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 |
4.9% |
95.50 |
2.3% |
61% |
False |
False |
417,991 |
10 |
4,252.50 |
4,041.50 |
211.00 |
5.1% |
86.75 |
2.1% |
59% |
False |
False |
377,775 |
20 |
4,322.00 |
4,041.50 |
280.50 |
6.7% |
66.50 |
1.6% |
45% |
False |
False |
269,559 |
40 |
4,342.25 |
4,041.50 |
300.75 |
7.2% |
62.75 |
1.5% |
42% |
False |
False |
202,273 |
60 |
4,342.25 |
3,937.25 |
405.00 |
9.7% |
56.00 |
1.3% |
57% |
False |
False |
134,988 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
60.75 |
1.5% |
73% |
False |
False |
101,309 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
54.75 |
1.3% |
73% |
False |
False |
81,052 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
48.00 |
1.1% |
73% |
False |
False |
67,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,456.75 |
2.618 |
4,348.75 |
1.618 |
4,282.50 |
1.000 |
4,241.50 |
0.618 |
4,216.25 |
HIGH |
4,175.25 |
0.618 |
4,150.00 |
0.500 |
4,142.00 |
0.382 |
4,134.25 |
LOW |
4,109.00 |
0.618 |
4,068.00 |
1.000 |
4,042.75 |
1.618 |
4,001.75 |
2.618 |
3,935.50 |
4.250 |
3,827.50 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,158.75 |
4,150.00 |
PP |
4,150.50 |
4,132.75 |
S1 |
4,142.00 |
4,115.75 |
|