Trading Metrics calculated at close of trading on 08-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
16,790 |
17,065 |
275 |
1.6% |
18,050 |
High |
17,225 |
17,490 |
265 |
1.5% |
18,050 |
Low |
16,755 |
17,060 |
305 |
1.8% |
17,285 |
Close |
17,070 |
17,420 |
350 |
2.1% |
17,470 |
Range |
470 |
430 |
-40 |
-8.5% |
765 |
ATR |
378 |
382 |
4 |
1.0% |
0 |
Volume |
19,357 |
15,643 |
-3,714 |
-19.2% |
41,927 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,613 |
18,447 |
17,657 |
|
R3 |
18,183 |
18,017 |
17,538 |
|
R2 |
17,753 |
17,753 |
17,499 |
|
R1 |
17,587 |
17,587 |
17,460 |
17,670 |
PP |
17,323 |
17,323 |
17,323 |
17,365 |
S1 |
17,157 |
17,157 |
17,381 |
17,240 |
S2 |
16,893 |
16,893 |
17,341 |
|
S3 |
16,463 |
16,727 |
17,302 |
|
S4 |
16,033 |
16,297 |
17,184 |
|
|
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 |
6.1% |
456 |
2.6% |
76% |
False |
False |
19,770 |
10 |
18,050 |
16,605 |
1,445 |
8.3% |
379 |
2.2% |
56% |
False |
False |
13,725 |
20 |
18,050 |
16,525 |
1,525 |
8.8% |
411 |
2.4% |
59% |
False |
False |
17,804 |
40 |
18,205 |
16,525 |
1,680 |
9.6% |
351 |
2.0% |
53% |
False |
False |
10,932 |
60 |
18,205 |
14,600 |
3,605 |
20.7% |
312 |
1.8% |
78% |
False |
False |
7,355 |
80 |
18,205 |
14,600 |
3,605 |
20.7% |
257 |
1.5% |
78% |
False |
False |
5,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,318 |
2.618 |
18,616 |
1.618 |
18,186 |
1.000 |
17,920 |
0.618 |
17,756 |
HIGH |
17,490 |
0.618 |
17,326 |
0.500 |
17,275 |
0.382 |
17,224 |
LOW |
17,060 |
0.618 |
16,794 |
1.000 |
16,630 |
1.618 |
16,364 |
2.618 |
15,934 |
4.250 |
15,233 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,372 |
17,296 |
PP |
17,323 |
17,172 |
S1 |
17,275 |
17,048 |
|