Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,647 |
17,586 |
-61 |
-0.3% |
17,726 |
High |
17,753 |
17,854 |
101 |
0.6% |
17,864 |
Low |
17,491 |
17,416 |
-75 |
-0.4% |
17,176 |
Close |
17,571 |
17,535 |
-36 |
-0.2% |
17,649 |
Range |
262 |
438 |
176 |
67.2% |
688 |
ATR |
222 |
237 |
15 |
7.0% |
0 |
Volume |
178,160 |
274,261 |
96,101 |
53.9% |
970,035 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,916 |
18,663 |
17,776 |
|
R3 |
18,478 |
18,225 |
17,656 |
|
R2 |
18,040 |
18,040 |
17,615 |
|
R1 |
17,787 |
17,787 |
17,575 |
17,695 |
PP |
17,602 |
17,602 |
17,602 |
17,555 |
S1 |
17,349 |
17,349 |
17,495 |
17,257 |
S2 |
17,164 |
17,164 |
17,455 |
|
S3 |
16,726 |
16,911 |
17,415 |
|
S4 |
16,288 |
16,473 |
17,294 |
|
|
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 |
17,300 |
564 |
3.2% |
302 |
1.7% |
42% |
False |
False |
196,788 |
10 |
18,006 |
17,176 |
830 |
4.7% |
278 |
1.6% |
43% |
False |
False |
167,952 |
20 |
18,051 |
16,974 |
1,077 |
6.1% |
248 |
1.4% |
52% |
False |
False |
161,119 |
40 |
18,051 |
16,974 |
1,077 |
6.1% |
192 |
1.1% |
52% |
False |
False |
87,927 |
60 |
18,051 |
16,000 |
2,051 |
11.7% |
180 |
1.0% |
75% |
False |
False |
58,631 |
80 |
18,051 |
15,740 |
2,311 |
13.2% |
185 |
1.1% |
78% |
False |
False |
43,978 |
100 |
18,051 |
15,740 |
2,311 |
13.2% |
156 |
0.9% |
78% |
False |
False |
35,184 |
120 |
18,051 |
15,740 |
2,311 |
13.2% |
134 |
0.8% |
78% |
False |
False |
29,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,716 |
2.618 |
19,001 |
1.618 |
18,563 |
1.000 |
18,292 |
0.618 |
18,125 |
HIGH |
17,854 |
0.618 |
17,687 |
0.500 |
17,635 |
0.382 |
17,583 |
LOW |
17,416 |
0.618 |
17,145 |
1.000 |
16,978 |
1.618 |
16,707 |
2.618 |
16,269 |
4.250 |
15,555 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,635 |
17,640 |
PP |
17,602 |
17,605 |
S1 |
17,568 |
17,570 |
|