Trading Metrics calculated at close of trading on 02-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,937 |
17,781 |
-156 |
-0.9% |
18,024 |
High |
17,984 |
17,884 |
-100 |
-0.6% |
18,036 |
Low |
17,739 |
17,655 |
-84 |
-0.5% |
17,655 |
Close |
17,752 |
17,723 |
-29 |
-0.2% |
17,723 |
Range |
245 |
229 |
-16 |
-6.5% |
381 |
ATR |
179 |
183 |
4 |
2.0% |
0 |
Volume |
69,573 |
124,972 |
55,399 |
79.6% |
313,885 |
|
Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,441 |
18,311 |
17,849 |
|
R3 |
18,212 |
18,082 |
17,786 |
|
R2 |
17,983 |
17,983 |
17,765 |
|
R1 |
17,853 |
17,853 |
17,744 |
17,804 |
PP |
17,754 |
17,754 |
17,754 |
17,729 |
S1 |
17,624 |
17,624 |
17,702 |
17,575 |
S2 |
17,525 |
17,525 |
17,681 |
|
S3 |
17,296 |
17,395 |
17,660 |
|
S4 |
17,067 |
17,166 |
17,597 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,948 |
18,716 |
17,933 |
|
R3 |
18,567 |
18,335 |
17,828 |
|
R2 |
18,186 |
18,186 |
17,793 |
|
R1 |
17,954 |
17,954 |
17,758 |
17,880 |
PP |
17,805 |
17,805 |
17,805 |
17,767 |
S1 |
17,573 |
17,573 |
17,688 |
17,499 |
S2 |
17,424 |
17,424 |
17,653 |
|
S3 |
17,043 |
17,192 |
17,618 |
|
S4 |
16,662 |
16,811 |
17,514 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,051 |
17,655 |
396 |
2.2% |
150 |
0.8% |
17% |
False |
True |
67,550 |
10 |
18,051 |
17,268 |
783 |
4.4% |
176 |
1.0% |
58% |
False |
False |
90,756 |
20 |
18,051 |
16,974 |
1,077 |
6.1% |
214 |
1.2% |
70% |
False |
False |
104,476 |
40 |
18,051 |
16,974 |
1,077 |
6.1% |
152 |
0.9% |
70% |
False |
False |
52,376 |
60 |
18,051 |
15,740 |
2,311 |
13.0% |
178 |
1.0% |
86% |
False |
False |
34,927 |
80 |
18,051 |
15,740 |
2,311 |
13.0% |
163 |
0.9% |
86% |
False |
False |
26,199 |
100 |
18,051 |
15,740 |
2,311 |
13.0% |
136 |
0.8% |
86% |
False |
False |
20,960 |
120 |
18,051 |
15,740 |
2,311 |
13.0% |
118 |
0.7% |
86% |
False |
False |
17,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,857 |
2.618 |
18,484 |
1.618 |
18,255 |
1.000 |
18,113 |
0.618 |
18,026 |
HIGH |
17,884 |
0.618 |
17,797 |
0.500 |
17,770 |
0.382 |
17,743 |
LOW |
17,655 |
0.618 |
17,514 |
1.000 |
17,426 |
1.618 |
17,285 |
2.618 |
17,056 |
4.250 |
16,682 |
|
|
Fisher Pivots for day following 02-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,770 |
17,831 |
PP |
17,754 |
17,795 |
S1 |
17,739 |
17,759 |
|