| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
16,925 |
16,975 |
50 |
0.3% |
17,470 |
| High |
17,275 |
17,080 |
-195 |
-1.1% |
17,635 |
| Low |
16,830 |
16,580 |
-250 |
-1.5% |
16,605 |
| Close |
16,975 |
16,830 |
-145 |
-0.9% |
16,970 |
| Range |
445 |
500 |
55 |
12.4% |
1,030 |
| ATR |
391 |
399 |
8 |
2.0% |
0 |
| Volume |
19,519 |
30,243 |
10,724 |
54.9% |
108,671 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,330 |
18,080 |
17,105 |
|
| R3 |
17,830 |
17,580 |
16,968 |
|
| R2 |
17,330 |
17,330 |
16,922 |
|
| R1 |
17,080 |
17,080 |
16,876 |
16,955 |
| PP |
16,830 |
16,830 |
16,830 |
16,768 |
| S1 |
16,580 |
16,580 |
16,784 |
16,455 |
| S2 |
16,330 |
16,330 |
16,738 |
|
| S3 |
15,830 |
16,080 |
16,693 |
|
| S4 |
15,330 |
15,580 |
16,555 |
|
|
| 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 |
16,580 |
910 |
5.4% |
444 |
2.6% |
27% |
False |
True |
19,516 |
| 10 |
17,675 |
16,580 |
1,095 |
6.5% |
424 |
2.5% |
23% |
False |
True |
18,813 |
| 20 |
18,050 |
16,525 |
1,525 |
9.1% |
392 |
2.3% |
20% |
False |
False |
16,095 |
| 40 |
18,205 |
16,525 |
1,680 |
10.0% |
366 |
2.2% |
18% |
False |
False |
12,969 |
| 60 |
18,205 |
14,850 |
3,355 |
19.9% |
330 |
2.0% |
59% |
False |
False |
8,717 |
| 80 |
18,205 |
14,600 |
3,605 |
21.4% |
277 |
1.6% |
62% |
False |
False |
6,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,205 |
|
2.618 |
18,389 |
|
1.618 |
17,889 |
|
1.000 |
17,580 |
|
0.618 |
17,389 |
|
HIGH |
17,080 |
|
0.618 |
16,889 |
|
0.500 |
16,830 |
|
0.382 |
16,771 |
|
LOW |
16,580 |
|
0.618 |
16,271 |
|
1.000 |
16,080 |
|
1.618 |
15,771 |
|
2.618 |
15,271 |
|
4.250 |
14,455 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,830 |
16,928 |
| PP |
16,830 |
16,895 |
| S1 |
16,830 |
16,863 |
|