Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
4,166.00 |
4,183.75 |
17.75 |
0.4% |
4,201.25 |
High |
4,205.25 |
4,269.00 |
63.75 |
1.5% |
4,247.75 |
Low |
4,137.00 |
4,164.50 |
27.50 |
0.7% |
4,041.50 |
Close |
4,182.75 |
4,264.75 |
82.00 |
2.0% |
4,134.00 |
Range |
68.25 |
104.50 |
36.25 |
53.1% |
206.25 |
ATR |
72.49 |
74.78 |
2.29 |
3.2% |
0.00 |
Volume |
327,200 |
338,354 |
11,154 |
3.4% |
2,061,951 |
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,546.25 |
4,510.00 |
4,322.25 |
|
R3 |
4,441.75 |
4,405.50 |
4,293.50 |
|
R2 |
4,337.25 |
4,337.25 |
4,284.00 |
|
R1 |
4,301.00 |
4,301.00 |
4,274.25 |
4,319.00 |
PP |
4,232.75 |
4,232.75 |
4,232.75 |
4,241.75 |
S1 |
4,196.50 |
4,196.50 |
4,255.25 |
4,214.50 |
S2 |
4,128.25 |
4,128.25 |
4,245.50 |
|
S3 |
4,023.75 |
4,092.00 |
4,236.00 |
|
S4 |
3,919.25 |
3,987.50 |
4,207.25 |
|
|
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 |
4,269.00 |
4,041.50 |
227.50 |
5.3% |
92.00 |
2.2% |
98% |
True |
False |
365,611 |
10 |
4,269.00 |
4,041.50 |
227.50 |
5.3% |
88.75 |
2.1% |
98% |
True |
False |
368,897 |
20 |
4,322.00 |
4,041.50 |
280.50 |
6.6% |
71.50 |
1.7% |
80% |
False |
False |
280,087 |
40 |
4,342.25 |
4,041.50 |
300.75 |
7.1% |
65.00 |
1.5% |
74% |
False |
False |
218,854 |
60 |
4,342.25 |
4,003.50 |
338.75 |
7.9% |
56.50 |
1.3% |
77% |
False |
False |
146,073 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.4% |
61.50 |
1.4% |
88% |
False |
False |
109,627 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.4% |
56.25 |
1.3% |
88% |
False |
False |
87,707 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.4% |
48.75 |
1.1% |
88% |
False |
False |
73,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,713.00 |
2.618 |
4,542.50 |
1.618 |
4,438.00 |
1.000 |
4,373.50 |
0.618 |
4,333.50 |
HIGH |
4,269.00 |
0.618 |
4,229.00 |
0.500 |
4,216.75 |
0.382 |
4,204.50 |
LOW |
4,164.50 |
0.618 |
4,100.00 |
1.000 |
4,060.00 |
1.618 |
3,995.50 |
2.618 |
3,891.00 |
4.250 |
3,720.50 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,248.75 |
4,239.50 |
PP |
4,232.75 |
4,214.25 |
S1 |
4,216.75 |
4,189.00 |
|