Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,442 |
17,418 |
-24 |
-0.1% |
17,647 |
High |
17,536 |
17,535 |
-1 |
0.0% |
17,854 |
Low |
17,271 |
17,325 |
54 |
0.3% |
17,125 |
Close |
17,461 |
17,491 |
30 |
0.2% |
17,432 |
Range |
265 |
210 |
-55 |
-20.8% |
729 |
ATR |
260 |
257 |
-4 |
-1.4% |
0 |
Volume |
231,453 |
179,017 |
-52,436 |
-22.7% |
1,298,108 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,080 |
17,996 |
17,607 |
|
R3 |
17,870 |
17,786 |
17,549 |
|
R2 |
17,660 |
17,660 |
17,530 |
|
R1 |
17,576 |
17,576 |
17,510 |
17,618 |
PP |
17,450 |
17,450 |
17,450 |
17,472 |
S1 |
17,366 |
17,366 |
17,472 |
17,408 |
S2 |
17,240 |
17,240 |
17,453 |
|
S3 |
17,030 |
17,156 |
17,433 |
|
S4 |
16,820 |
16,946 |
17,376 |
|
|
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 |
17,568 |
17,125 |
443 |
2.5% |
307 |
1.8% |
83% |
False |
False |
251,231 |
10 |
17,864 |
17,125 |
739 |
4.2% |
305 |
1.7% |
50% |
False |
False |
224,010 |
20 |
18,051 |
17,125 |
926 |
5.3% |
243 |
1.4% |
40% |
False |
False |
160,069 |
40 |
18,051 |
16,974 |
1,077 |
6.2% |
220 |
1.3% |
48% |
False |
False |
119,311 |
60 |
18,051 |
16,475 |
1,576 |
9.0% |
185 |
1.1% |
64% |
False |
False |
79,565 |
80 |
18,051 |
15,740 |
2,311 |
13.2% |
195 |
1.1% |
76% |
False |
False |
59,679 |
100 |
18,051 |
15,740 |
2,311 |
13.2% |
170 |
1.0% |
76% |
False |
False |
47,745 |
120 |
18,051 |
15,740 |
2,311 |
13.2% |
146 |
0.8% |
76% |
False |
False |
39,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,428 |
2.618 |
18,085 |
1.618 |
17,875 |
1.000 |
17,745 |
0.618 |
17,665 |
HIGH |
17,535 |
0.618 |
17,455 |
0.500 |
17,430 |
0.382 |
17,405 |
LOW |
17,325 |
0.618 |
17,195 |
1.000 |
17,115 |
1.618 |
16,985 |
2.618 |
16,775 |
4.250 |
16,433 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,471 |
17,438 |
PP |
17,450 |
17,384 |
S1 |
17,430 |
17,331 |
|