Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
16,830 |
17,105 |
275 |
1.6% |
16,960 |
High |
17,130 |
17,530 |
400 |
2.3% |
17,275 |
Low |
16,590 |
16,960 |
370 |
2.2% |
16,580 |
Close |
17,125 |
17,425 |
300 |
1.8% |
17,125 |
Range |
540 |
570 |
30 |
5.6% |
695 |
ATR |
412 |
424 |
11 |
2.7% |
0 |
Volume |
25,972 |
27,764 |
1,792 |
6.9% |
134,884 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,015 |
18,790 |
17,739 |
|
R3 |
18,445 |
18,220 |
17,582 |
|
R2 |
17,875 |
17,875 |
17,530 |
|
R1 |
17,650 |
17,650 |
17,477 |
17,763 |
PP |
17,305 |
17,305 |
17,305 |
17,361 |
S1 |
17,080 |
17,080 |
17,373 |
17,193 |
S2 |
16,735 |
16,735 |
17,321 |
|
S3 |
16,165 |
16,510 |
17,268 |
|
S4 |
15,595 |
15,940 |
17,112 |
|
|
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 |
17,530 |
16,580 |
950 |
5.5% |
502 |
2.9% |
89% |
True |
False |
30,038 |
10 |
17,530 |
16,580 |
950 |
5.5% |
483 |
2.8% |
89% |
True |
False |
24,870 |
20 |
18,050 |
16,580 |
1,470 |
8.4% |
393 |
2.3% |
57% |
False |
False |
17,412 |
40 |
18,205 |
16,525 |
1,680 |
9.6% |
387 |
2.2% |
54% |
False |
False |
15,467 |
60 |
18,205 |
15,175 |
3,030 |
17.4% |
348 |
2.0% |
74% |
False |
False |
10,389 |
80 |
18,205 |
14,600 |
3,605 |
20.7% |
295 |
1.7% |
78% |
False |
False |
7,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,953 |
2.618 |
19,022 |
1.618 |
18,452 |
1.000 |
18,100 |
0.618 |
17,882 |
HIGH |
17,530 |
0.618 |
17,312 |
0.500 |
17,245 |
0.382 |
17,178 |
LOW |
16,960 |
0.618 |
16,608 |
1.000 |
16,390 |
1.618 |
16,038 |
2.618 |
15,468 |
4.250 |
14,538 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,365 |
17,303 |
PP |
17,305 |
17,182 |
S1 |
17,245 |
17,060 |
|