Trading Metrics calculated at close of trading on 29-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,400 |
17,127 |
-273 |
-1.6% |
17,442 |
High |
17,488 |
17,438 |
-50 |
-0.3% |
17,795 |
Low |
17,093 |
17,062 |
-31 |
-0.2% |
17,271 |
Close |
17,100 |
17,432 |
332 |
1.9% |
17,588 |
Range |
395 |
376 |
-19 |
-4.8% |
524 |
ATR |
277 |
284 |
7 |
2.5% |
0 |
Volume |
209,232 |
232,611 |
23,379 |
11.2% |
731,820 |
|
Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,439 |
18,311 |
17,639 |
|
R3 |
18,063 |
17,935 |
17,536 |
|
R2 |
17,687 |
17,687 |
17,501 |
|
R1 |
17,559 |
17,559 |
17,467 |
17,623 |
PP |
17,311 |
17,311 |
17,311 |
17,343 |
S1 |
17,183 |
17,183 |
17,398 |
17,247 |
S2 |
16,935 |
16,935 |
17,363 |
|
S3 |
16,559 |
16,807 |
17,329 |
|
S4 |
16,183 |
16,431 |
17,225 |
|
|
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 |
17,062 |
733 |
4.2% |
321 |
1.8% |
50% |
False |
True |
182,585 |
10 |
17,795 |
17,062 |
733 |
4.2% |
312 |
1.8% |
50% |
False |
True |
202,846 |
20 |
17,984 |
17,062 |
922 |
5.3% |
309 |
1.8% |
40% |
False |
True |
198,677 |
40 |
18,051 |
16,974 |
1,077 |
6.2% |
254 |
1.5% |
43% |
False |
False |
146,741 |
60 |
18,051 |
16,974 |
1,077 |
6.2% |
200 |
1.1% |
43% |
False |
False |
97,902 |
80 |
18,051 |
15,740 |
2,311 |
13.3% |
209 |
1.2% |
73% |
False |
False |
73,433 |
100 |
18,051 |
15,740 |
2,311 |
13.3% |
188 |
1.1% |
73% |
False |
False |
58,749 |
120 |
18,051 |
15,740 |
2,311 |
13.3% |
162 |
0.9% |
73% |
False |
False |
48,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,036 |
2.618 |
18,422 |
1.618 |
18,046 |
1.000 |
17,814 |
0.618 |
17,670 |
HIGH |
17,438 |
0.618 |
17,294 |
0.500 |
17,250 |
0.382 |
17,206 |
LOW |
17,062 |
0.618 |
16,830 |
1.000 |
16,686 |
1.618 |
16,454 |
2.618 |
16,078 |
4.250 |
15,464 |
|
|
Fisher Pivots for day following 29-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,371 |
17,403 |
PP |
17,311 |
17,374 |
S1 |
17,250 |
17,346 |
|