Trading Metrics calculated at close of trading on 02-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,430 |
17,415 |
-15 |
-0.1% |
18,050 |
High |
17,505 |
17,675 |
170 |
1.0% |
18,050 |
Low |
17,335 |
17,395 |
60 |
0.3% |
17,285 |
Close |
17,400 |
17,470 |
70 |
0.4% |
17,470 |
Range |
170 |
280 |
110 |
64.7% |
765 |
ATR |
347 |
342 |
-5 |
-1.4% |
0 |
Volume |
7,341 |
9,904 |
2,563 |
34.9% |
41,927 |
|
Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,353 |
18,192 |
17,624 |
|
R3 |
18,073 |
17,912 |
17,547 |
|
R2 |
17,793 |
17,793 |
17,521 |
|
R1 |
17,632 |
17,632 |
17,496 |
17,713 |
PP |
17,513 |
17,513 |
17,513 |
17,554 |
S1 |
17,352 |
17,352 |
17,444 |
17,433 |
S2 |
17,233 |
17,233 |
17,419 |
|
S3 |
16,953 |
17,072 |
17,393 |
|
S4 |
16,673 |
16,792 |
17,316 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,897 |
19,448 |
17,891 |
|
R3 |
19,132 |
18,683 |
17,681 |
|
R2 |
18,367 |
18,367 |
17,610 |
|
R1 |
17,918 |
17,918 |
17,540 |
17,760 |
PP |
17,602 |
17,602 |
17,602 |
17,523 |
S1 |
17,153 |
17,153 |
17,400 |
16,995 |
S2 |
16,837 |
16,837 |
17,330 |
|
S3 |
16,072 |
16,388 |
17,260 |
|
S4 |
15,307 |
15,623 |
17,049 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,050 |
17,285 |
765 |
4.4% |
333 |
1.9% |
24% |
False |
False |
9,150 |
10 |
18,050 |
17,250 |
800 |
4.6% |
293 |
1.7% |
28% |
False |
False |
9,512 |
20 |
18,205 |
16,525 |
1,680 |
9.6% |
384 |
2.2% |
56% |
False |
False |
16,860 |
40 |
18,205 |
16,525 |
1,680 |
9.6% |
324 |
1.9% |
56% |
False |
False |
8,729 |
60 |
18,205 |
14,600 |
3,605 |
20.6% |
291 |
1.7% |
80% |
False |
False |
5,873 |
80 |
18,205 |
14,600 |
3,605 |
20.6% |
232 |
1.3% |
80% |
False |
False |
4,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,865 |
2.618 |
18,408 |
1.618 |
18,128 |
1.000 |
17,955 |
0.618 |
17,848 |
HIGH |
17,675 |
0.618 |
17,568 |
0.500 |
17,535 |
0.382 |
17,502 |
LOW |
17,395 |
0.618 |
17,222 |
1.000 |
17,115 |
1.618 |
16,942 |
2.618 |
16,662 |
4.250 |
16,205 |
|
|
Fisher Pivots for day following 02-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,535 |
17,563 |
PP |
17,513 |
17,532 |
S1 |
17,492 |
17,501 |
|