Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,460 |
17,370 |
-90 |
-0.5% |
16,960 |
High |
17,470 |
17,635 |
165 |
0.9% |
17,275 |
Low |
17,125 |
17,185 |
60 |
0.4% |
16,580 |
Close |
17,385 |
17,605 |
220 |
1.3% |
17,125 |
Range |
345 |
450 |
105 |
30.4% |
695 |
ATR |
418 |
420 |
2 |
0.5% |
0 |
Volume |
21,108 |
18,342 |
-2,766 |
-13.1% |
134,884 |
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,825 |
18,665 |
17,853 |
|
R3 |
18,375 |
18,215 |
17,729 |
|
R2 |
17,925 |
17,925 |
17,688 |
|
R1 |
17,765 |
17,765 |
17,646 |
17,845 |
PP |
17,475 |
17,475 |
17,475 |
17,515 |
S1 |
17,315 |
17,315 |
17,564 |
17,395 |
S2 |
17,025 |
17,025 |
17,523 |
|
S3 |
16,575 |
16,865 |
17,481 |
|
S4 |
16,125 |
16,415 |
17,358 |
|
|
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 |
17,635 |
16,590 |
1,045 |
5.9% |
472 |
2.7% |
97% |
True |
False |
27,976 |
10 |
17,635 |
16,580 |
1,055 |
6.0% |
458 |
2.6% |
97% |
True |
False |
23,746 |
20 |
18,050 |
16,580 |
1,470 |
8.3% |
407 |
2.3% |
70% |
False |
False |
18,173 |
40 |
18,205 |
16,525 |
1,680 |
9.5% |
388 |
2.2% |
64% |
False |
False |
16,370 |
60 |
18,205 |
15,350 |
2,855 |
16.2% |
357 |
2.0% |
79% |
False |
False |
11,045 |
80 |
18,205 |
14,600 |
3,605 |
20.5% |
304 |
1.7% |
83% |
False |
False |
8,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,548 |
2.618 |
18,813 |
1.618 |
18,363 |
1.000 |
18,085 |
0.618 |
17,913 |
HIGH |
17,635 |
0.618 |
17,463 |
0.500 |
17,410 |
0.382 |
17,357 |
LOW |
17,185 |
0.618 |
16,907 |
1.000 |
16,735 |
1.618 |
16,457 |
2.618 |
16,007 |
4.250 |
15,273 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,540 |
17,503 |
PP |
17,475 |
17,400 |
S1 |
17,410 |
17,298 |
|