Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
16,795 |
16,830 |
35 |
0.2% |
16,960 |
High |
17,240 |
17,130 |
-110 |
-0.6% |
17,275 |
Low |
16,785 |
16,590 |
-195 |
-1.2% |
16,580 |
Close |
16,855 |
17,125 |
270 |
1.6% |
17,125 |
Range |
455 |
540 |
85 |
18.7% |
695 |
ATR |
403 |
412 |
10 |
2.4% |
0 |
Volume |
46,696 |
25,972 |
-20,724 |
-44.4% |
134,884 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,568 |
18,387 |
17,422 |
|
R3 |
18,028 |
17,847 |
17,274 |
|
R2 |
17,488 |
17,488 |
17,224 |
|
R1 |
17,307 |
17,307 |
17,175 |
17,398 |
PP |
16,948 |
16,948 |
16,948 |
16,994 |
S1 |
16,767 |
16,767 |
17,076 |
16,858 |
S2 |
16,408 |
16,408 |
17,026 |
|
S3 |
15,868 |
16,227 |
16,977 |
|
S4 |
15,328 |
15,687 |
16,828 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,078 |
18,797 |
17,507 |
|
R3 |
18,383 |
18,102 |
17,316 |
|
R2 |
17,688 |
17,688 |
17,253 |
|
R1 |
17,407 |
17,407 |
17,189 |
17,548 |
PP |
16,993 |
16,993 |
16,993 |
17,064 |
S1 |
16,712 |
16,712 |
17,061 |
16,853 |
S2 |
16,298 |
16,298 |
16,998 |
|
S3 |
15,603 |
16,017 |
16,934 |
|
S4 |
14,908 |
15,322 |
16,743 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,275 |
16,580 |
695 |
4.1% |
454 |
2.7% |
78% |
False |
False |
26,976 |
10 |
17,635 |
16,580 |
1,055 |
6.2% |
479 |
2.8% |
52% |
False |
False |
24,355 |
20 |
18,050 |
16,580 |
1,470 |
8.6% |
386 |
2.3% |
37% |
False |
False |
16,933 |
40 |
18,205 |
16,525 |
1,680 |
9.8% |
376 |
2.2% |
36% |
False |
False |
14,777 |
60 |
18,205 |
15,165 |
3,040 |
17.8% |
340 |
2.0% |
64% |
False |
False |
9,928 |
80 |
18,205 |
14,600 |
3,605 |
21.1% |
288 |
1.7% |
70% |
False |
False |
7,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,425 |
2.618 |
18,544 |
1.618 |
18,004 |
1.000 |
17,670 |
0.618 |
17,464 |
HIGH |
17,130 |
0.618 |
16,924 |
0.500 |
16,860 |
0.382 |
16,796 |
LOW |
16,590 |
0.618 |
16,256 |
1.000 |
16,050 |
1.618 |
15,716 |
2.618 |
15,176 |
4.250 |
14,295 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,037 |
17,053 |
PP |
16,948 |
16,982 |
S1 |
16,860 |
16,910 |
|