Trading Metrics calculated at close of trading on 06-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,726 |
17,470 |
-256 |
-1.4% |
18,024 |
High |
17,746 |
17,502 |
-244 |
-1.4% |
18,036 |
Low |
17,392 |
17,176 |
-216 |
-1.2% |
17,655 |
Close |
17,450 |
17,290 |
-160 |
-0.9% |
17,723 |
Range |
354 |
326 |
-28 |
-7.9% |
381 |
ATR |
195 |
204 |
9 |
4.8% |
0 |
Volume |
181,349 |
257,163 |
75,814 |
41.8% |
313,885 |
|
Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,301 |
18,121 |
17,469 |
|
R3 |
17,975 |
17,795 |
17,380 |
|
R2 |
17,649 |
17,649 |
17,350 |
|
R1 |
17,469 |
17,469 |
17,320 |
17,396 |
PP |
17,323 |
17,323 |
17,323 |
17,286 |
S1 |
17,143 |
17,143 |
17,260 |
17,070 |
S2 |
16,997 |
16,997 |
17,230 |
|
S3 |
16,671 |
16,817 |
17,200 |
|
S4 |
16,345 |
16,491 |
17,111 |
|
|
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 |
18,006 |
17,176 |
830 |
4.8% |
254 |
1.5% |
14% |
False |
True |
139,115 |
10 |
18,051 |
17,176 |
875 |
5.1% |
181 |
1.0% |
13% |
False |
True |
96,129 |
20 |
18,051 |
16,974 |
1,077 |
6.2% |
236 |
1.4% |
29% |
False |
False |
126,286 |
40 |
18,051 |
16,974 |
1,077 |
6.2% |
164 |
0.9% |
29% |
False |
False |
63,333 |
60 |
18,051 |
15,740 |
2,311 |
13.4% |
178 |
1.0% |
67% |
False |
False |
42,235 |
80 |
18,051 |
15,740 |
2,311 |
13.4% |
170 |
1.0% |
67% |
False |
False |
31,679 |
100 |
18,051 |
15,740 |
2,311 |
13.4% |
143 |
0.8% |
67% |
False |
False |
25,345 |
120 |
18,051 |
15,740 |
2,311 |
13.4% |
123 |
0.7% |
67% |
False |
False |
21,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,888 |
2.618 |
18,356 |
1.618 |
18,030 |
1.000 |
17,828 |
0.618 |
17,704 |
HIGH |
17,502 |
0.618 |
17,378 |
0.500 |
17,339 |
0.382 |
17,301 |
LOW |
17,176 |
0.618 |
16,975 |
1.000 |
16,850 |
1.618 |
16,649 |
2.618 |
16,323 |
4.250 |
15,791 |
|
|
Fisher Pivots for day following 06-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,339 |
17,530 |
PP |
17,323 |
17,450 |
S1 |
17,306 |
17,370 |
|