Trading Metrics calculated at close of trading on 26-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
4,265.50 |
4,249.50 |
-16.00 |
-0.4% |
4,138.75 |
High |
4,286.25 |
4,278.25 |
-8.00 |
-0.2% |
4,286.25 |
Low |
4,250.25 |
4,231.50 |
-18.75 |
-0.4% |
4,109.00 |
Close |
4,267.00 |
4,269.25 |
2.25 |
0.1% |
4,267.00 |
Range |
36.00 |
46.75 |
10.75 |
29.9% |
177.25 |
ATR |
72.01 |
70.20 |
-1.80 |
-2.5% |
0.00 |
Volume |
227,200 |
187,612 |
-39,588 |
-17.4% |
1,240,199 |
|
Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,400.00 |
4,381.25 |
4,295.00 |
|
R3 |
4,353.25 |
4,334.50 |
4,282.00 |
|
R2 |
4,306.50 |
4,306.50 |
4,277.75 |
|
R1 |
4,287.75 |
4,287.75 |
4,273.50 |
4,297.00 |
PP |
4,259.75 |
4,259.75 |
4,259.75 |
4,264.25 |
S1 |
4,241.00 |
4,241.00 |
4,265.00 |
4,250.50 |
S2 |
4,213.00 |
4,213.00 |
4,260.75 |
|
S3 |
4,166.25 |
4,194.25 |
4,256.50 |
|
S4 |
4,119.50 |
4,147.50 |
4,243.50 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,752.50 |
4,687.00 |
4,364.50 |
|
R3 |
4,575.25 |
4,509.75 |
4,315.75 |
|
R2 |
4,398.00 |
4,398.00 |
4,299.50 |
|
R1 |
4,332.50 |
4,332.50 |
4,283.25 |
4,365.25 |
PP |
4,220.75 |
4,220.75 |
4,220.75 |
4,237.00 |
S1 |
4,155.25 |
4,155.25 |
4,250.75 |
4,188.00 |
S2 |
4,043.50 |
4,043.50 |
4,234.50 |
|
S3 |
3,866.25 |
3,978.00 |
4,218.25 |
|
S4 |
3,689.00 |
3,800.75 |
4,169.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,286.25 |
4,109.00 |
177.25 |
4.2% |
64.25 |
1.5% |
90% |
False |
False |
285,562 |
10 |
4,286.25 |
4,041.50 |
244.75 |
5.7% |
81.00 |
1.9% |
93% |
False |
False |
348,976 |
20 |
4,322.00 |
4,041.50 |
280.50 |
6.6% |
72.75 |
1.7% |
81% |
False |
False |
291,099 |
40 |
4,342.25 |
4,041.50 |
300.75 |
7.0% |
65.50 |
1.5% |
76% |
False |
False |
229,189 |
60 |
4,342.25 |
4,041.50 |
300.75 |
7.0% |
56.25 |
1.3% |
76% |
False |
False |
152,977 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
61.50 |
1.4% |
89% |
False |
False |
114,806 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
56.75 |
1.3% |
89% |
False |
False |
91,855 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.3% |
49.25 |
1.2% |
89% |
False |
False |
76,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,477.00 |
2.618 |
4,400.75 |
1.618 |
4,354.00 |
1.000 |
4,325.00 |
0.618 |
4,307.25 |
HIGH |
4,278.25 |
0.618 |
4,260.50 |
0.500 |
4,255.00 |
0.382 |
4,249.25 |
LOW |
4,231.50 |
0.618 |
4,202.50 |
1.000 |
4,184.75 |
1.618 |
4,155.75 |
2.618 |
4,109.00 |
4.250 |
4,032.75 |
|
|
Fisher Pivots for day following 26-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,264.50 |
4,254.50 |
PP |
4,259.75 |
4,240.00 |
S1 |
4,255.00 |
4,225.50 |
|