| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
16,960 |
16,925 |
-35 |
-0.2% |
17,470 |
| High |
17,130 |
17,275 |
145 |
0.8% |
17,635 |
| Low |
16,800 |
16,830 |
30 |
0.2% |
16,605 |
| Close |
16,930 |
16,975 |
45 |
0.3% |
16,970 |
| Range |
330 |
445 |
115 |
34.8% |
1,030 |
| ATR |
387 |
391 |
4 |
1.1% |
0 |
| Volume |
12,454 |
19,519 |
7,065 |
56.7% |
108,671 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,362 |
18,113 |
17,220 |
|
| R3 |
17,917 |
17,668 |
17,098 |
|
| R2 |
17,472 |
17,472 |
17,057 |
|
| R1 |
17,223 |
17,223 |
17,016 |
17,348 |
| PP |
17,027 |
17,027 |
17,027 |
17,089 |
| S1 |
16,778 |
16,778 |
16,934 |
16,903 |
| S2 |
16,582 |
16,582 |
16,894 |
|
| S3 |
16,137 |
16,333 |
16,853 |
|
| S4 |
15,692 |
15,888 |
16,730 |
|
|
| 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 |
16,755 |
735 |
4.3% |
438 |
2.6% |
30% |
False |
False |
17,339 |
| 10 |
17,840 |
16,605 |
1,235 |
7.3% |
430 |
2.5% |
30% |
False |
False |
17,241 |
| 20 |
18,050 |
16,525 |
1,525 |
9.0% |
400 |
2.4% |
30% |
False |
False |
16,269 |
| 40 |
18,205 |
16,525 |
1,680 |
9.9% |
358 |
2.1% |
27% |
False |
False |
12,216 |
| 60 |
18,205 |
14,825 |
3,380 |
19.9% |
323 |
1.9% |
64% |
False |
False |
8,216 |
| 80 |
18,205 |
14,600 |
3,605 |
21.2% |
272 |
1.6% |
66% |
False |
False |
6,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,166 |
|
2.618 |
18,440 |
|
1.618 |
17,995 |
|
1.000 |
17,720 |
|
0.618 |
17,550 |
|
HIGH |
17,275 |
|
0.618 |
17,105 |
|
0.500 |
17,053 |
|
0.382 |
17,000 |
|
LOW |
16,830 |
|
0.618 |
16,555 |
|
1.000 |
16,385 |
|
1.618 |
16,110 |
|
2.618 |
15,665 |
|
4.250 |
14,939 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,053 |
17,133 |
| PP |
17,027 |
17,080 |
| S1 |
17,001 |
17,028 |
|