Trading Metrics calculated at close of trading on 05-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,415 |
17,470 |
55 |
0.3% |
18,050 |
High |
17,675 |
17,635 |
-40 |
-0.2% |
18,050 |
Low |
17,395 |
17,105 |
-290 |
-1.7% |
17,285 |
Close |
17,470 |
17,160 |
-310 |
-1.8% |
17,470 |
Range |
280 |
530 |
250 |
89.3% |
765 |
ATR |
342 |
355 |
13 |
3.9% |
0 |
Volume |
9,904 |
22,614 |
12,710 |
128.3% |
41,927 |
|
Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,890 |
18,555 |
17,452 |
|
R3 |
18,360 |
18,025 |
17,306 |
|
R2 |
17,830 |
17,830 |
17,257 |
|
R1 |
17,495 |
17,495 |
17,209 |
17,398 |
PP |
17,300 |
17,300 |
17,300 |
17,251 |
S1 |
16,965 |
16,965 |
17,112 |
16,868 |
S2 |
16,770 |
16,770 |
17,063 |
|
S3 |
16,240 |
16,435 |
17,014 |
|
S4 |
15,710 |
15,905 |
16,869 |
|
|
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 |
17,105 |
945 |
5.5% |
394 |
2.3% |
6% |
False |
True |
12,908 |
10 |
18,050 |
17,105 |
945 |
5.5% |
303 |
1.8% |
6% |
False |
True |
9,954 |
20 |
18,205 |
16,525 |
1,680 |
9.8% |
402 |
2.3% |
38% |
False |
False |
17,933 |
40 |
18,205 |
16,525 |
1,680 |
9.8% |
331 |
1.9% |
38% |
False |
False |
9,276 |
60 |
18,205 |
14,600 |
3,605 |
21.0% |
298 |
1.7% |
71% |
False |
False |
6,249 |
80 |
18,205 |
14,600 |
3,605 |
21.0% |
239 |
1.4% |
71% |
False |
False |
4,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,888 |
2.618 |
19,023 |
1.618 |
18,493 |
1.000 |
18,165 |
0.618 |
17,963 |
HIGH |
17,635 |
0.618 |
17,433 |
0.500 |
17,370 |
0.382 |
17,308 |
LOW |
17,105 |
0.618 |
16,778 |
1.000 |
16,575 |
1.618 |
16,248 |
2.618 |
15,718 |
4.250 |
14,853 |
|
|
Fisher Pivots for day following 05-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,370 |
17,390 |
PP |
17,300 |
17,313 |
S1 |
17,230 |
17,237 |
|