Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,515 |
17,811 |
296 |
1.7% |
17,726 |
High |
17,846 |
17,864 |
18 |
0.1% |
17,864 |
Low |
17,514 |
17,612 |
98 |
0.6% |
17,176 |
Close |
17,820 |
17,649 |
-171 |
-1.0% |
17,649 |
Range |
332 |
252 |
-80 |
-24.1% |
688 |
ATR |
216 |
219 |
3 |
1.2% |
0 |
Volume |
151,625 |
196,348 |
44,723 |
29.5% |
970,035 |
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,464 |
18,309 |
17,788 |
|
R3 |
18,212 |
18,057 |
17,718 |
|
R2 |
17,960 |
17,960 |
17,695 |
|
R1 |
17,805 |
17,805 |
17,672 |
17,757 |
PP |
17,708 |
17,708 |
17,708 |
17,684 |
S1 |
17,553 |
17,553 |
17,626 |
17,505 |
S2 |
17,456 |
17,456 |
17,603 |
|
S3 |
17,204 |
17,301 |
17,580 |
|
S4 |
16,952 |
17,049 |
17,511 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,627 |
19,326 |
18,028 |
|
R3 |
18,939 |
18,638 |
17,838 |
|
R2 |
18,251 |
18,251 |
17,775 |
|
R1 |
17,950 |
17,950 |
17,712 |
17,757 |
PP |
17,563 |
17,563 |
17,563 |
17,466 |
S1 |
17,262 |
17,262 |
17,586 |
17,069 |
S2 |
16,875 |
16,875 |
17,523 |
|
S3 |
16,187 |
16,574 |
17,460 |
|
S4 |
15,499 |
15,886 |
17,271 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,864 |
17,176 |
688 |
3.9% |
298 |
1.7% |
69% |
True |
False |
194,007 |
10 |
18,051 |
17,176 |
875 |
5.0% |
224 |
1.3% |
54% |
False |
False |
130,778 |
20 |
18,051 |
16,974 |
1,077 |
6.1% |
241 |
1.4% |
63% |
False |
False |
151,550 |
40 |
18,051 |
16,974 |
1,077 |
6.1% |
179 |
1.0% |
63% |
False |
False |
76,618 |
60 |
18,051 |
15,740 |
2,311 |
13.1% |
180 |
1.0% |
83% |
False |
False |
51,091 |
80 |
18,051 |
15,740 |
2,311 |
13.1% |
177 |
1.0% |
83% |
False |
False |
38,323 |
100 |
18,051 |
15,740 |
2,311 |
13.1% |
150 |
0.8% |
83% |
False |
False |
30,660 |
120 |
18,051 |
15,740 |
2,311 |
13.1% |
128 |
0.7% |
83% |
False |
False |
25,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,935 |
2.618 |
18,524 |
1.618 |
18,272 |
1.000 |
18,116 |
0.618 |
18,020 |
HIGH |
17,864 |
0.618 |
17,768 |
0.500 |
17,738 |
0.382 |
17,708 |
LOW |
17,612 |
0.618 |
17,456 |
1.000 |
17,360 |
1.618 |
17,204 |
2.618 |
16,952 |
4.250 |
16,541 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,738 |
17,627 |
PP |
17,708 |
17,604 |
S1 |
17,679 |
17,582 |
|