Trading Metrics calculated at close of trading on 29-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
4,206.00 |
4,125.00 |
-81.00 |
-1.9% |
4,138.75 |
High |
4,234.50 |
4,199.75 |
-34.75 |
-0.8% |
4,286.25 |
Low |
4,119.50 |
4,095.75 |
-23.75 |
-0.6% |
4,109.00 |
Close |
4,124.25 |
4,185.75 |
61.50 |
1.5% |
4,267.00 |
Range |
115.00 |
104.00 |
-11.00 |
-9.6% |
177.25 |
ATR |
77.25 |
79.16 |
1.91 |
2.5% |
0.00 |
Volume |
363,115 |
358,572 |
-4,543 |
-1.3% |
1,240,199 |
|
Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,472.50 |
4,433.00 |
4,243.00 |
|
R3 |
4,368.50 |
4,329.00 |
4,214.25 |
|
R2 |
4,264.50 |
4,264.50 |
4,204.75 |
|
R1 |
4,225.00 |
4,225.00 |
4,195.25 |
4,244.75 |
PP |
4,160.50 |
4,160.50 |
4,160.50 |
4,170.25 |
S1 |
4,121.00 |
4,121.00 |
4,176.25 |
4,140.75 |
S2 |
4,056.50 |
4,056.50 |
4,166.75 |
|
S3 |
3,952.50 |
4,017.00 |
4,157.25 |
|
S4 |
3,848.50 |
3,913.00 |
4,128.50 |
|
|
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 |
4,095.75 |
190.50 |
4.6% |
86.00 |
2.1% |
47% |
False |
True |
300,063 |
10 |
4,286.25 |
4,041.50 |
244.75 |
5.8% |
89.00 |
2.1% |
59% |
False |
False |
332,837 |
20 |
4,305.00 |
4,041.50 |
263.50 |
6.3% |
84.75 |
2.0% |
55% |
False |
False |
331,693 |
40 |
4,323.50 |
4,041.50 |
282.00 |
6.7% |
70.75 |
1.7% |
51% |
False |
False |
256,215 |
60 |
4,342.25 |
4,041.50 |
300.75 |
7.2% |
59.25 |
1.4% |
48% |
False |
False |
171,057 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
63.50 |
1.5% |
76% |
False |
False |
128,362 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
59.25 |
1.4% |
76% |
False |
False |
102,709 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
51.50 |
1.2% |
76% |
False |
False |
85,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,641.75 |
2.618 |
4,472.00 |
1.618 |
4,368.00 |
1.000 |
4,303.75 |
0.618 |
4,264.00 |
HIGH |
4,199.75 |
0.618 |
4,160.00 |
0.500 |
4,147.75 |
0.382 |
4,135.50 |
LOW |
4,095.75 |
0.618 |
4,031.50 |
1.000 |
3,991.75 |
1.618 |
3,927.50 |
2.618 |
3,823.50 |
4.250 |
3,653.75 |
|
|
Fisher Pivots for day following 29-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,173.00 |
4,185.00 |
PP |
4,160.50 |
4,184.25 |
S1 |
4,147.75 |
4,183.50 |
|