Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,220 |
17,442 |
222 |
1.3% |
17,647 |
High |
17,458 |
17,536 |
78 |
0.4% |
17,854 |
Low |
17,125 |
17,271 |
146 |
0.9% |
17,125 |
Close |
17,432 |
17,461 |
29 |
0.2% |
17,432 |
Range |
333 |
265 |
-68 |
-20.4% |
729 |
ATR |
260 |
260 |
0 |
0.1% |
0 |
Volume |
219,257 |
231,453 |
12,196 |
5.6% |
1,298,108 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,218 |
18,104 |
17,607 |
|
R3 |
17,953 |
17,839 |
17,534 |
|
R2 |
17,688 |
17,688 |
17,510 |
|
R1 |
17,574 |
17,574 |
17,485 |
17,631 |
PP |
17,423 |
17,423 |
17,423 |
17,451 |
S1 |
17,309 |
17,309 |
17,437 |
17,366 |
S2 |
17,158 |
17,158 |
17,413 |
|
S3 |
16,893 |
17,044 |
17,388 |
|
S4 |
16,628 |
16,779 |
17,315 |
|
|
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% |
353 |
2.0% |
46% |
False |
False |
270,280 |
10 |
17,864 |
17,125 |
739 |
4.2% |
316 |
1.8% |
45% |
False |
False |
231,824 |
20 |
18,051 |
17,125 |
926 |
5.3% |
240 |
1.4% |
36% |
False |
False |
159,420 |
40 |
18,051 |
16,974 |
1,077 |
6.2% |
218 |
1.2% |
45% |
False |
False |
114,845 |
60 |
18,051 |
16,297 |
1,754 |
10.0% |
186 |
1.1% |
66% |
False |
False |
76,582 |
80 |
18,051 |
15,740 |
2,311 |
13.2% |
196 |
1.1% |
74% |
False |
False |
57,442 |
100 |
18,051 |
15,740 |
2,311 |
13.2% |
168 |
1.0% |
74% |
False |
False |
45,955 |
120 |
18,051 |
15,740 |
2,311 |
13.2% |
144 |
0.8% |
74% |
False |
False |
38,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,662 |
2.618 |
18,230 |
1.618 |
17,965 |
1.000 |
17,801 |
0.618 |
17,700 |
HIGH |
17,536 |
0.618 |
17,435 |
0.500 |
17,404 |
0.382 |
17,372 |
LOW |
17,271 |
0.618 |
17,107 |
1.000 |
17,006 |
1.618 |
16,842 |
2.618 |
16,577 |
4.250 |
16,145 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,442 |
17,418 |
PP |
17,423 |
17,374 |
S1 |
17,404 |
17,331 |
|