Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,396 |
17,220 |
-176 |
-1.0% |
17,647 |
High |
17,533 |
17,458 |
-75 |
-0.4% |
17,854 |
Low |
17,190 |
17,125 |
-65 |
-0.4% |
17,125 |
Close |
17,283 |
17,432 |
149 |
0.9% |
17,432 |
Range |
343 |
333 |
-10 |
-2.9% |
729 |
ATR |
255 |
260 |
6 |
2.2% |
0 |
Volume |
298,348 |
219,257 |
-79,091 |
-26.5% |
1,298,108 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,337 |
18,218 |
17,615 |
|
R3 |
18,004 |
17,885 |
17,524 |
|
R2 |
17,671 |
17,671 |
17,493 |
|
R1 |
17,552 |
17,552 |
17,463 |
17,612 |
PP |
17,338 |
17,338 |
17,338 |
17,368 |
S1 |
17,219 |
17,219 |
17,402 |
17,279 |
S2 |
17,005 |
17,005 |
17,371 |
|
S3 |
16,672 |
16,886 |
17,341 |
|
S4 |
16,339 |
16,553 |
17,249 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,657 |
19,274 |
17,833 |
|
R3 |
18,928 |
18,545 |
17,633 |
|
R2 |
18,199 |
18,199 |
17,566 |
|
R1 |
17,816 |
17,816 |
17,499 |
17,643 |
PP |
17,470 |
17,470 |
17,470 |
17,384 |
S1 |
17,087 |
17,087 |
17,365 |
16,914 |
S2 |
16,741 |
16,741 |
17,298 |
|
S3 |
16,012 |
16,358 |
17,232 |
|
S4 |
15,283 |
15,629 |
17,031 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,854 |
17,125 |
729 |
4.2% |
352 |
2.0% |
42% |
False |
True |
259,621 |
10 |
17,864 |
17,125 |
739 |
4.2% |
325 |
1.9% |
42% |
False |
True |
226,814 |
20 |
18,051 |
17,125 |
926 |
5.3% |
251 |
1.4% |
33% |
False |
True |
158,785 |
40 |
18,051 |
16,974 |
1,077 |
6.2% |
213 |
1.2% |
43% |
False |
False |
109,066 |
60 |
18,051 |
16,297 |
1,754 |
10.1% |
186 |
1.1% |
65% |
False |
False |
72,725 |
80 |
18,051 |
15,740 |
2,311 |
13.3% |
194 |
1.1% |
73% |
False |
False |
54,549 |
100 |
18,051 |
15,740 |
2,311 |
13.3% |
166 |
0.9% |
73% |
False |
False |
43,641 |
120 |
18,051 |
15,740 |
2,311 |
13.3% |
142 |
0.8% |
73% |
False |
False |
36,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,873 |
2.618 |
18,330 |
1.618 |
17,997 |
1.000 |
17,791 |
0.618 |
17,664 |
HIGH |
17,458 |
0.618 |
17,331 |
0.500 |
17,292 |
0.382 |
17,252 |
LOW |
17,125 |
0.618 |
16,919 |
1.000 |
16,792 |
1.618 |
16,586 |
2.618 |
16,253 |
4.250 |
15,710 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,385 |
17,404 |
PP |
17,338 |
17,375 |
S1 |
17,292 |
17,347 |
|