Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
16,975 |
16,795 |
-180 |
-1.1% |
17,470 |
High |
17,080 |
17,240 |
160 |
0.9% |
17,635 |
Low |
16,580 |
16,785 |
205 |
1.2% |
16,605 |
Close |
16,830 |
16,855 |
25 |
0.1% |
16,970 |
Range |
500 |
455 |
-45 |
-9.0% |
1,030 |
ATR |
399 |
403 |
4 |
1.0% |
0 |
Volume |
30,243 |
46,696 |
16,453 |
54.4% |
108,671 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,325 |
18,045 |
17,105 |
|
R3 |
17,870 |
17,590 |
16,980 |
|
R2 |
17,415 |
17,415 |
16,939 |
|
R1 |
17,135 |
17,135 |
16,897 |
17,275 |
PP |
16,960 |
16,960 |
16,960 |
17,030 |
S1 |
16,680 |
16,680 |
16,813 |
16,820 |
S2 |
16,505 |
16,505 |
16,772 |
|
S3 |
16,050 |
16,225 |
16,730 |
|
S4 |
15,595 |
15,770 |
16,605 |
|
|
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 |
17,465 |
16,580 |
885 |
5.3% |
449 |
2.7% |
31% |
False |
False |
25,727 |
10 |
17,675 |
16,580 |
1,095 |
6.5% |
453 |
2.7% |
25% |
False |
False |
22,748 |
20 |
18,050 |
16,580 |
1,470 |
8.7% |
392 |
2.3% |
19% |
False |
False |
16,733 |
40 |
18,205 |
16,525 |
1,680 |
10.0% |
366 |
2.2% |
20% |
False |
False |
14,134 |
60 |
18,205 |
14,850 |
3,355 |
19.9% |
335 |
2.0% |
60% |
False |
False |
9,495 |
80 |
18,205 |
14,600 |
3,605 |
21.4% |
282 |
1.7% |
63% |
False |
False |
7,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,174 |
2.618 |
18,431 |
1.618 |
17,976 |
1.000 |
17,695 |
0.618 |
17,521 |
HIGH |
17,240 |
0.618 |
17,066 |
0.500 |
17,013 |
0.382 |
16,959 |
LOW |
16,785 |
0.618 |
16,504 |
1.000 |
16,330 |
1.618 |
16,049 |
2.618 |
15,594 |
4.250 |
14,851 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,013 |
16,928 |
PP |
16,960 |
16,903 |
S1 |
16,908 |
16,879 |
|