Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,440 |
16,960 |
-480 |
-2.8% |
17,470 |
High |
17,465 |
17,130 |
-335 |
-1.9% |
17,635 |
Low |
16,950 |
16,800 |
-150 |
-0.9% |
16,605 |
Close |
16,970 |
16,930 |
-40 |
-0.2% |
16,970 |
Range |
515 |
330 |
-185 |
-35.9% |
1,030 |
ATR |
391 |
387 |
-4 |
-1.1% |
0 |
Volume |
19,723 |
12,454 |
-7,269 |
-36.9% |
108,671 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,943 |
17,767 |
17,112 |
|
R3 |
17,613 |
17,437 |
17,021 |
|
R2 |
17,283 |
17,283 |
16,991 |
|
R1 |
17,107 |
17,107 |
16,960 |
17,030 |
PP |
16,953 |
16,953 |
16,953 |
16,915 |
S1 |
16,777 |
16,777 |
16,900 |
16,700 |
S2 |
16,623 |
16,623 |
16,870 |
|
S3 |
16,293 |
16,447 |
16,839 |
|
S4 |
15,963 |
16,117 |
16,749 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,160 |
19,595 |
17,537 |
|
R3 |
19,130 |
18,565 |
17,253 |
|
R2 |
18,100 |
18,100 |
17,159 |
|
R1 |
17,535 |
17,535 |
17,065 |
17,303 |
PP |
17,070 |
17,070 |
17,070 |
16,954 |
S1 |
16,505 |
16,505 |
16,876 |
16,273 |
S2 |
16,040 |
16,040 |
16,781 |
|
S3 |
15,010 |
15,475 |
16,687 |
|
S4 |
13,980 |
14,445 |
16,404 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,490 |
16,605 |
885 |
5.2% |
463 |
2.7% |
37% |
False |
False |
19,702 |
10 |
18,050 |
16,605 |
1,445 |
8.5% |
429 |
2.5% |
22% |
False |
False |
16,305 |
20 |
18,050 |
16,525 |
1,525 |
9.0% |
398 |
2.4% |
27% |
False |
False |
16,490 |
40 |
18,205 |
16,525 |
1,680 |
9.9% |
351 |
2.1% |
24% |
False |
False |
11,732 |
60 |
18,205 |
14,600 |
3,605 |
21.3% |
319 |
1.9% |
65% |
False |
False |
7,891 |
80 |
18,205 |
14,600 |
3,605 |
21.3% |
268 |
1.6% |
65% |
False |
False |
5,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,533 |
2.618 |
17,994 |
1.618 |
17,664 |
1.000 |
17,460 |
0.618 |
17,334 |
HIGH |
17,130 |
0.618 |
17,004 |
0.500 |
16,965 |
0.382 |
16,926 |
LOW |
16,800 |
0.618 |
16,596 |
1.000 |
16,470 |
1.618 |
16,266 |
2.618 |
15,936 |
4.250 |
15,398 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
16,965 |
17,145 |
PP |
16,953 |
17,073 |
S1 |
16,942 |
17,002 |
|