Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,105 |
17,460 |
355 |
2.1% |
16,960 |
High |
17,530 |
17,470 |
-60 |
-0.3% |
17,275 |
Low |
16,960 |
17,125 |
165 |
1.0% |
16,580 |
Close |
17,425 |
17,385 |
-40 |
-0.2% |
17,125 |
Range |
570 |
345 |
-225 |
-39.5% |
695 |
ATR |
424 |
418 |
-6 |
-1.3% |
0 |
Volume |
27,764 |
21,108 |
-6,656 |
-24.0% |
134,884 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,362 |
18,218 |
17,575 |
|
R3 |
18,017 |
17,873 |
17,480 |
|
R2 |
17,672 |
17,672 |
17,448 |
|
R1 |
17,528 |
17,528 |
17,417 |
17,428 |
PP |
17,327 |
17,327 |
17,327 |
17,276 |
S1 |
17,183 |
17,183 |
17,354 |
17,083 |
S2 |
16,982 |
16,982 |
17,322 |
|
S3 |
16,637 |
16,838 |
17,290 |
|
S4 |
16,292 |
16,493 |
17,195 |
|
|
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% |
482 |
2.8% |
85% |
False |
False |
30,356 |
10 |
17,530 |
16,580 |
950 |
5.5% |
460 |
2.6% |
85% |
False |
False |
23,847 |
20 |
18,050 |
16,580 |
1,470 |
8.5% |
395 |
2.3% |
55% |
False |
False |
17,639 |
40 |
18,205 |
16,525 |
1,680 |
9.7% |
388 |
2.2% |
51% |
False |
False |
15,921 |
60 |
18,205 |
15,350 |
2,855 |
16.4% |
350 |
2.0% |
71% |
False |
False |
10,740 |
80 |
18,205 |
14,600 |
3,605 |
20.7% |
300 |
1.7% |
77% |
False |
False |
8,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,936 |
2.618 |
18,373 |
1.618 |
18,028 |
1.000 |
17,815 |
0.618 |
17,683 |
HIGH |
17,470 |
0.618 |
17,338 |
0.500 |
17,298 |
0.382 |
17,257 |
LOW |
17,125 |
0.618 |
16,912 |
1.000 |
16,780 |
1.618 |
16,567 |
2.618 |
16,222 |
4.250 |
15,659 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,356 |
17,277 |
PP |
17,327 |
17,168 |
S1 |
17,298 |
17,060 |
|