Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
4,138.75 |
4,166.00 |
27.25 |
0.7% |
4,201.25 |
High |
4,175.25 |
4,205.25 |
30.00 |
0.7% |
4,247.75 |
Low |
4,109.00 |
4,137.00 |
28.00 |
0.7% |
4,041.50 |
Close |
4,167.00 |
4,182.75 |
15.75 |
0.4% |
4,134.00 |
Range |
66.25 |
68.25 |
2.00 |
3.0% |
206.25 |
ATR |
72.82 |
72.49 |
-0.33 |
-0.4% |
0.00 |
Volume |
347,445 |
327,200 |
-20,245 |
-5.8% |
2,061,951 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,379.75 |
4,349.50 |
4,220.25 |
|
R3 |
4,311.50 |
4,281.25 |
4,201.50 |
|
R2 |
4,243.25 |
4,243.25 |
4,195.25 |
|
R1 |
4,213.00 |
4,213.00 |
4,189.00 |
4,228.00 |
PP |
4,175.00 |
4,175.00 |
4,175.00 |
4,182.50 |
S1 |
4,144.75 |
4,144.75 |
4,176.50 |
4,160.00 |
S2 |
4,106.75 |
4,106.75 |
4,170.25 |
|
S3 |
4,038.50 |
4,076.50 |
4,164.00 |
|
S4 |
3,970.25 |
4,008.25 |
4,145.25 |
|
|
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 |
4,205.25 |
4,041.50 |
163.75 |
3.9% |
84.75 |
2.0% |
86% |
True |
False |
388,102 |
10 |
4,252.50 |
4,041.50 |
211.00 |
5.0% |
84.50 |
2.0% |
67% |
False |
False |
367,880 |
20 |
4,322.00 |
4,041.50 |
280.50 |
6.7% |
67.50 |
1.6% |
50% |
False |
False |
271,411 |
40 |
4,342.25 |
4,041.50 |
300.75 |
7.2% |
63.50 |
1.5% |
47% |
False |
False |
210,415 |
60 |
4,342.25 |
3,972.00 |
370.25 |
8.9% |
55.75 |
1.3% |
57% |
False |
False |
140,437 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
60.50 |
1.4% |
76% |
False |
False |
105,398 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
55.25 |
1.3% |
76% |
False |
False |
84,324 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
48.50 |
1.2% |
76% |
False |
False |
70,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,495.25 |
2.618 |
4,384.00 |
1.618 |
4,315.75 |
1.000 |
4,273.50 |
0.618 |
4,247.50 |
HIGH |
4,205.25 |
0.618 |
4,179.25 |
0.500 |
4,171.00 |
0.382 |
4,163.00 |
LOW |
4,137.00 |
0.618 |
4,094.75 |
1.000 |
4,068.75 |
1.618 |
4,026.50 |
2.618 |
3,958.25 |
4.250 |
3,847.00 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,179.00 |
4,163.00 |
PP |
4,175.00 |
4,143.25 |
S1 |
4,171.00 |
4,123.50 |
|