Trading Metrics calculated at close of trading on 30-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
4,125.00 |
4,203.50 |
78.50 |
1.9% |
4,249.50 |
High |
4,199.75 |
4,208.00 |
8.25 |
0.2% |
4,278.25 |
Low |
4,095.75 |
4,136.00 |
40.25 |
1.0% |
4,095.75 |
Close |
4,185.75 |
4,141.25 |
-44.50 |
-1.1% |
4,141.25 |
Range |
104.00 |
72.00 |
-32.00 |
-30.8% |
182.50 |
ATR |
79.16 |
78.65 |
-0.51 |
-0.6% |
0.00 |
Volume |
358,572 |
345,604 |
-12,968 |
-3.6% |
1,618,721 |
|
Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,377.75 |
4,331.50 |
4,180.75 |
|
R3 |
4,305.75 |
4,259.50 |
4,161.00 |
|
R2 |
4,233.75 |
4,233.75 |
4,154.50 |
|
R1 |
4,187.50 |
4,187.50 |
4,147.75 |
4,174.50 |
PP |
4,161.75 |
4,161.75 |
4,161.75 |
4,155.25 |
S1 |
4,115.50 |
4,115.50 |
4,134.75 |
4,102.50 |
S2 |
4,089.75 |
4,089.75 |
4,128.00 |
|
S3 |
4,017.75 |
4,043.50 |
4,121.50 |
|
S4 |
3,945.75 |
3,971.50 |
4,101.75 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,719.25 |
4,612.75 |
4,241.50 |
|
R3 |
4,536.75 |
4,430.25 |
4,191.50 |
|
R2 |
4,354.25 |
4,354.25 |
4,174.75 |
|
R1 |
4,247.75 |
4,247.75 |
4,158.00 |
4,209.75 |
PP |
4,171.75 |
4,171.75 |
4,171.75 |
4,152.75 |
S1 |
4,065.25 |
4,065.25 |
4,124.50 |
4,027.25 |
S2 |
3,989.25 |
3,989.25 |
4,107.75 |
|
S3 |
3,806.75 |
3,882.75 |
4,091.00 |
|
S4 |
3,624.25 |
3,700.25 |
4,041.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,278.25 |
4,095.75 |
182.50 |
4.4% |
93.25 |
2.3% |
25% |
False |
False |
323,744 |
10 |
4,286.25 |
4,041.50 |
244.75 |
5.9% |
83.75 |
2.0% |
41% |
False |
False |
321,794 |
20 |
4,286.25 |
4,041.50 |
244.75 |
5.9% |
84.50 |
2.0% |
41% |
False |
False |
341,627 |
40 |
4,323.50 |
4,041.50 |
282.00 |
6.8% |
72.00 |
1.7% |
35% |
False |
False |
264,816 |
60 |
4,342.25 |
4,041.50 |
300.75 |
7.3% |
60.00 |
1.4% |
33% |
False |
False |
176,813 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
63.75 |
1.5% |
69% |
False |
False |
132,681 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
60.00 |
1.5% |
69% |
False |
False |
106,165 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
51.75 |
1.3% |
69% |
False |
False |
88,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,514.00 |
2.618 |
4,396.50 |
1.618 |
4,324.50 |
1.000 |
4,280.00 |
0.618 |
4,252.50 |
HIGH |
4,208.00 |
0.618 |
4,180.50 |
0.500 |
4,172.00 |
0.382 |
4,163.50 |
LOW |
4,136.00 |
0.618 |
4,091.50 |
1.000 |
4,064.00 |
1.618 |
4,019.50 |
2.618 |
3,947.50 |
4.250 |
3,830.00 |
|
|
Fisher Pivots for day following 30-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,172.00 |
4,165.00 |
PP |
4,161.75 |
4,157.25 |
S1 |
4,151.50 |
4,149.25 |
|