Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,615 |
17,400 |
-215 |
-1.2% |
17,442 |
High |
17,629 |
17,488 |
-141 |
-0.8% |
17,795 |
Low |
17,215 |
17,093 |
-122 |
-0.7% |
17,271 |
Close |
17,378 |
17,100 |
-278 |
-1.6% |
17,588 |
Range |
414 |
395 |
-19 |
-4.6% |
524 |
ATR |
268 |
277 |
9 |
3.4% |
0 |
Volume |
212,587 |
209,232 |
-3,355 |
-1.6% |
731,820 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,412 |
18,151 |
17,317 |
|
R3 |
18,017 |
17,756 |
17,209 |
|
R2 |
17,622 |
17,622 |
17,173 |
|
R1 |
17,361 |
17,361 |
17,136 |
17,294 |
PP |
17,227 |
17,227 |
17,227 |
17,194 |
S1 |
16,966 |
16,966 |
17,064 |
16,899 |
S2 |
16,832 |
16,832 |
17,028 |
|
S3 |
16,437 |
16,571 |
16,992 |
|
S4 |
16,042 |
16,176 |
16,883 |
|
|
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 |
17,093 |
702 |
4.1% |
319 |
1.9% |
1% |
False |
True |
173,556 |
10 |
17,795 |
17,093 |
702 |
4.1% |
313 |
1.8% |
1% |
False |
True |
212,393 |
20 |
18,006 |
17,093 |
913 |
5.3% |
296 |
1.7% |
1% |
False |
True |
190,172 |
40 |
18,051 |
16,974 |
1,077 |
6.3% |
247 |
1.4% |
12% |
False |
False |
140,951 |
60 |
18,051 |
16,974 |
1,077 |
6.3% |
198 |
1.2% |
12% |
False |
False |
94,027 |
80 |
18,051 |
15,740 |
2,311 |
13.5% |
206 |
1.2% |
59% |
False |
False |
70,526 |
100 |
18,051 |
15,740 |
2,311 |
13.5% |
185 |
1.1% |
59% |
False |
False |
56,423 |
120 |
18,051 |
15,740 |
2,311 |
13.5% |
159 |
0.9% |
59% |
False |
False |
47,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,167 |
2.618 |
18,522 |
1.618 |
18,127 |
1.000 |
17,883 |
0.618 |
17,732 |
HIGH |
17,488 |
0.618 |
17,337 |
0.500 |
17,291 |
0.382 |
17,244 |
LOW |
17,093 |
0.618 |
16,849 |
1.000 |
16,698 |
1.618 |
16,454 |
2.618 |
16,059 |
4.250 |
15,414 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,291 |
17,362 |
PP |
17,227 |
17,275 |
S1 |
17,164 |
17,187 |
|