Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,586 |
17,542 |
-44 |
-0.3% |
17,726 |
High |
17,854 |
17,568 |
-286 |
-1.6% |
17,864 |
Low |
17,416 |
17,183 |
-233 |
-1.3% |
17,176 |
Close |
17,535 |
17,365 |
-170 |
-1.0% |
17,649 |
Range |
438 |
385 |
-53 |
-12.1% |
688 |
ATR |
237 |
248 |
11 |
4.5% |
0 |
Volume |
274,261 |
328,082 |
53,821 |
19.6% |
970,035 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,527 |
18,331 |
17,577 |
|
R3 |
18,142 |
17,946 |
17,471 |
|
R2 |
17,757 |
17,757 |
17,436 |
|
R1 |
17,561 |
17,561 |
17,400 |
17,467 |
PP |
17,372 |
17,372 |
17,372 |
17,325 |
S1 |
17,176 |
17,176 |
17,330 |
17,082 |
S2 |
16,987 |
16,987 |
17,295 |
|
S3 |
16,602 |
16,791 |
17,259 |
|
S4 |
16,217 |
16,406 |
17,153 |
|
|
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 |
17,183 |
681 |
3.9% |
334 |
1.9% |
27% |
False |
True |
225,695 |
10 |
17,984 |
17,176 |
808 |
4.7% |
305 |
1.8% |
23% |
False |
False |
194,508 |
20 |
18,051 |
16,974 |
1,077 |
6.2% |
252 |
1.5% |
36% |
False |
False |
164,473 |
40 |
18,051 |
16,974 |
1,077 |
6.2% |
201 |
1.2% |
36% |
False |
False |
96,128 |
60 |
18,051 |
16,115 |
1,936 |
11.1% |
182 |
1.0% |
65% |
False |
False |
64,099 |
80 |
18,051 |
15,740 |
2,311 |
13.3% |
189 |
1.1% |
70% |
False |
False |
48,079 |
100 |
18,051 |
15,740 |
2,311 |
13.3% |
159 |
0.9% |
70% |
False |
False |
38,465 |
120 |
18,051 |
15,740 |
2,311 |
13.3% |
137 |
0.8% |
70% |
False |
False |
32,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,204 |
2.618 |
18,576 |
1.618 |
18,191 |
1.000 |
17,953 |
0.618 |
17,806 |
HIGH |
17,568 |
0.618 |
17,421 |
0.500 |
17,376 |
0.382 |
17,330 |
LOW |
17,183 |
0.618 |
16,945 |
1.000 |
16,798 |
1.618 |
16,560 |
2.618 |
16,175 |
4.250 |
15,547 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,376 |
17,519 |
PP |
17,372 |
17,467 |
S1 |
17,369 |
17,416 |
|