Trading Metrics calculated at close of trading on 07-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,155 |
16,790 |
-365 |
-2.1% |
18,050 |
High |
17,175 |
17,225 |
50 |
0.3% |
18,050 |
Low |
16,605 |
16,755 |
150 |
0.9% |
17,285 |
Close |
16,790 |
17,070 |
280 |
1.7% |
17,470 |
Range |
570 |
470 |
-100 |
-17.5% |
765 |
ATR |
371 |
378 |
7 |
1.9% |
0 |
Volume |
31,334 |
19,357 |
-11,977 |
-38.2% |
41,927 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,427 |
18,218 |
17,329 |
|
R3 |
17,957 |
17,748 |
17,199 |
|
R2 |
17,487 |
17,487 |
17,156 |
|
R1 |
17,278 |
17,278 |
17,113 |
17,383 |
PP |
17,017 |
17,017 |
17,017 |
17,069 |
S1 |
16,808 |
16,808 |
17,027 |
16,913 |
S2 |
16,547 |
16,547 |
16,984 |
|
S3 |
16,077 |
16,338 |
16,941 |
|
S4 |
15,607 |
15,868 |
16,812 |
|
|
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 |
17,675 |
16,605 |
1,070 |
6.3% |
404 |
2.4% |
43% |
False |
False |
18,110 |
10 |
18,050 |
16,605 |
1,445 |
8.5% |
356 |
2.1% |
32% |
False |
False |
12,600 |
20 |
18,050 |
16,525 |
1,525 |
8.9% |
418 |
2.4% |
36% |
False |
False |
18,855 |
40 |
18,205 |
16,525 |
1,680 |
9.8% |
345 |
2.0% |
32% |
False |
False |
10,543 |
60 |
18,205 |
14,600 |
3,605 |
21.1% |
305 |
1.8% |
69% |
False |
False |
7,094 |
80 |
18,205 |
14,600 |
3,605 |
21.1% |
252 |
1.5% |
69% |
False |
False |
5,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,223 |
2.618 |
18,456 |
1.618 |
17,986 |
1.000 |
17,695 |
0.618 |
17,516 |
HIGH |
17,225 |
0.618 |
17,046 |
0.500 |
16,990 |
0.382 |
16,935 |
LOW |
16,755 |
0.618 |
16,465 |
1.000 |
16,285 |
1.618 |
15,995 |
2.618 |
15,525 |
4.250 |
14,758 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,043 |
17,120 |
PP |
17,017 |
17,103 |
S1 |
16,990 |
17,087 |
|