Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,811 |
17,647 |
-164 |
-0.9% |
17,726 |
High |
17,864 |
17,753 |
-111 |
-0.6% |
17,864 |
Low |
17,612 |
17,491 |
-121 |
-0.7% |
17,176 |
Close |
17,649 |
17,571 |
-78 |
-0.4% |
17,649 |
Range |
252 |
262 |
10 |
4.0% |
688 |
ATR |
219 |
222 |
3 |
1.4% |
0 |
Volume |
196,348 |
178,160 |
-18,188 |
-9.3% |
970,035 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,391 |
18,243 |
17,715 |
|
R3 |
18,129 |
17,981 |
17,643 |
|
R2 |
17,867 |
17,867 |
17,619 |
|
R1 |
17,719 |
17,719 |
17,595 |
17,662 |
PP |
17,605 |
17,605 |
17,605 |
17,577 |
S1 |
17,457 |
17,457 |
17,547 |
17,400 |
S2 |
17,343 |
17,343 |
17,523 |
|
S3 |
17,081 |
17,195 |
17,499 |
|
S4 |
16,819 |
16,933 |
17,427 |
|
|
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% |
279 |
1.6% |
57% |
False |
False |
193,369 |
10 |
18,036 |
17,176 |
860 |
4.9% |
244 |
1.4% |
46% |
False |
False |
146,208 |
20 |
18,051 |
16,974 |
1,077 |
6.1% |
242 |
1.4% |
55% |
False |
False |
157,530 |
40 |
18,051 |
16,974 |
1,077 |
6.1% |
184 |
1.0% |
55% |
False |
False |
81,072 |
60 |
18,051 |
15,753 |
2,298 |
13.1% |
176 |
1.0% |
79% |
False |
False |
54,060 |
80 |
18,051 |
15,740 |
2,311 |
13.2% |
180 |
1.0% |
79% |
False |
False |
40,550 |
100 |
18,051 |
15,740 |
2,311 |
13.2% |
152 |
0.9% |
79% |
False |
False |
32,441 |
120 |
18,051 |
15,740 |
2,311 |
13.2% |
130 |
0.7% |
79% |
False |
False |
27,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,867 |
2.618 |
18,439 |
1.618 |
18,177 |
1.000 |
18,015 |
0.618 |
17,915 |
HIGH |
17,753 |
0.618 |
17,653 |
0.500 |
17,622 |
0.382 |
17,591 |
LOW |
17,491 |
0.618 |
17,329 |
1.000 |
17,229 |
1.618 |
17,067 |
2.618 |
16,805 |
4.250 |
16,378 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,622 |
17,678 |
PP |
17,605 |
17,642 |
S1 |
17,588 |
17,607 |
|