Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,493 |
17,739 |
246 |
1.4% |
17,442 |
High |
17,776 |
17,795 |
19 |
0.1% |
17,795 |
Low |
17,410 |
17,575 |
165 |
0.9% |
17,271 |
Close |
17,737 |
17,588 |
-149 |
-0.8% |
17,588 |
Range |
366 |
220 |
-146 |
-39.9% |
524 |
ATR |
265 |
261 |
-3 |
-1.2% |
0 |
Volume |
187,466 |
133,884 |
-53,582 |
-28.6% |
731,820 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,313 |
18,170 |
17,709 |
|
R3 |
18,093 |
17,950 |
17,649 |
|
R2 |
17,873 |
17,873 |
17,628 |
|
R1 |
17,730 |
17,730 |
17,608 |
17,692 |
PP |
17,653 |
17,653 |
17,653 |
17,633 |
S1 |
17,510 |
17,510 |
17,568 |
17,472 |
S2 |
17,433 |
17,433 |
17,548 |
|
S3 |
17,213 |
17,290 |
17,528 |
|
S4 |
16,993 |
17,070 |
17,467 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,123 |
18,880 |
17,876 |
|
R3 |
18,599 |
18,356 |
17,732 |
|
R2 |
18,075 |
18,075 |
17,684 |
|
R1 |
17,832 |
17,832 |
17,636 |
17,954 |
PP |
17,551 |
17,551 |
17,551 |
17,612 |
S1 |
17,308 |
17,308 |
17,540 |
17,430 |
S2 |
17,027 |
17,027 |
17,492 |
|
S3 |
16,503 |
16,784 |
17,444 |
|
S4 |
15,979 |
16,260 |
17,300 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,795 |
17,125 |
670 |
3.8% |
279 |
1.6% |
69% |
True |
False |
190,215 |
10 |
17,864 |
17,125 |
739 |
4.2% |
308 |
1.7% |
63% |
False |
False |
222,627 |
20 |
18,051 |
17,125 |
926 |
5.3% |
256 |
1.5% |
50% |
False |
False |
167,898 |
40 |
18,051 |
16,974 |
1,077 |
6.1% |
228 |
1.3% |
57% |
False |
False |
127,313 |
60 |
18,051 |
16,745 |
1,306 |
7.4% |
190 |
1.1% |
65% |
False |
False |
84,921 |
80 |
18,051 |
15,740 |
2,311 |
13.1% |
199 |
1.1% |
80% |
False |
False |
63,696 |
100 |
18,051 |
15,740 |
2,311 |
13.1% |
176 |
1.0% |
80% |
False |
False |
50,959 |
120 |
18,051 |
15,740 |
2,311 |
13.1% |
150 |
0.9% |
80% |
False |
False |
42,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,730 |
2.618 |
18,371 |
1.618 |
18,151 |
1.000 |
18,015 |
0.618 |
17,931 |
HIGH |
17,795 |
0.618 |
17,711 |
0.500 |
17,685 |
0.382 |
17,659 |
LOW |
17,575 |
0.618 |
17,439 |
1.000 |
17,355 |
1.618 |
17,219 |
2.618 |
16,999 |
4.250 |
16,640 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,685 |
17,579 |
PP |
17,653 |
17,569 |
S1 |
17,620 |
17,560 |
|