Trading Metrics calculated at close of trading on 07-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,470 |
17,309 |
-161 |
-0.9% |
18,024 |
High |
17,502 |
17,524 |
22 |
0.1% |
18,036 |
Low |
17,176 |
17,300 |
124 |
0.7% |
17,655 |
Close |
17,290 |
17,507 |
217 |
1.3% |
17,723 |
Range |
326 |
224 |
-102 |
-31.3% |
381 |
ATR |
204 |
207 |
2 |
1.0% |
0 |
Volume |
257,163 |
183,550 |
-73,613 |
-28.6% |
313,885 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,116 |
18,035 |
17,630 |
|
R3 |
17,892 |
17,811 |
17,569 |
|
R2 |
17,668 |
17,668 |
17,548 |
|
R1 |
17,587 |
17,587 |
17,528 |
17,628 |
PP |
17,444 |
17,444 |
17,444 |
17,464 |
S1 |
17,363 |
17,363 |
17,487 |
17,404 |
S2 |
17,220 |
17,220 |
17,466 |
|
S3 |
16,996 |
17,139 |
17,446 |
|
S4 |
16,772 |
16,915 |
17,384 |
|
|
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 |
17,984 |
17,176 |
808 |
4.6% |
276 |
1.6% |
41% |
False |
False |
163,321 |
10 |
18,051 |
17,176 |
875 |
5.0% |
185 |
1.1% |
38% |
False |
False |
105,048 |
20 |
18,051 |
16,974 |
1,077 |
6.2% |
239 |
1.4% |
49% |
False |
False |
135,259 |
40 |
18,051 |
16,974 |
1,077 |
6.2% |
167 |
1.0% |
49% |
False |
False |
67,920 |
60 |
18,051 |
15,740 |
2,311 |
13.2% |
178 |
1.0% |
76% |
False |
False |
45,294 |
80 |
18,051 |
15,740 |
2,311 |
13.2% |
172 |
1.0% |
76% |
False |
False |
33,973 |
100 |
18,051 |
15,740 |
2,311 |
13.2% |
145 |
0.8% |
76% |
False |
False |
27,180 |
120 |
18,051 |
15,740 |
2,311 |
13.2% |
123 |
0.7% |
76% |
False |
False |
22,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,476 |
2.618 |
18,111 |
1.618 |
17,887 |
1.000 |
17,748 |
0.618 |
17,663 |
HIGH |
17,524 |
0.618 |
17,439 |
0.500 |
17,412 |
0.382 |
17,386 |
LOW |
17,300 |
0.618 |
17,162 |
1.000 |
17,076 |
1.618 |
16,938 |
2.618 |
16,714 |
4.250 |
16,348 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,475 |
17,492 |
PP |
17,444 |
17,476 |
S1 |
17,412 |
17,461 |
|