Trading Metrics calculated at close of trading on 26-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,605 |
17,400 |
-205 |
-1.2% |
17,105 |
High |
17,635 |
17,750 |
115 |
0.7% |
17,635 |
Low |
17,385 |
17,320 |
-65 |
-0.4% |
16,960 |
Close |
17,450 |
17,715 |
265 |
1.5% |
17,450 |
Range |
250 |
430 |
180 |
72.0% |
675 |
ATR |
408 |
410 |
2 |
0.4% |
0 |
Volume |
13,421 |
11,095 |
-2,326 |
-17.3% |
80,635 |
|
Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,885 |
18,730 |
17,952 |
|
R3 |
18,455 |
18,300 |
17,833 |
|
R2 |
18,025 |
18,025 |
17,794 |
|
R1 |
17,870 |
17,870 |
17,755 |
17,948 |
PP |
17,595 |
17,595 |
17,595 |
17,634 |
S1 |
17,440 |
17,440 |
17,676 |
17,518 |
S2 |
17,165 |
17,165 |
17,636 |
|
S3 |
16,735 |
17,010 |
17,597 |
|
S4 |
16,305 |
16,580 |
17,479 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,373 |
19,087 |
17,821 |
|
R3 |
18,698 |
18,412 |
17,636 |
|
R2 |
18,023 |
18,023 |
17,574 |
|
R1 |
17,737 |
17,737 |
17,512 |
17,880 |
PP |
17,348 |
17,348 |
17,348 |
17,420 |
S1 |
17,062 |
17,062 |
17,388 |
17,205 |
S2 |
16,673 |
16,673 |
17,326 |
|
S3 |
15,998 |
16,387 |
17,265 |
|
S4 |
15,323 |
15,712 |
17,079 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,750 |
16,960 |
790 |
4.5% |
409 |
2.3% |
96% |
True |
False |
18,346 |
10 |
17,750 |
16,580 |
1,170 |
6.6% |
432 |
2.4% |
97% |
True |
False |
22,661 |
20 |
18,050 |
16,580 |
1,470 |
8.3% |
425 |
2.4% |
77% |
False |
False |
19,051 |
40 |
18,205 |
16,525 |
1,680 |
9.5% |
395 |
2.2% |
71% |
False |
False |
16,947 |
60 |
18,205 |
15,590 |
2,615 |
14.8% |
366 |
2.1% |
81% |
False |
False |
11,453 |
80 |
18,205 |
14,600 |
3,605 |
20.3% |
312 |
1.8% |
86% |
False |
False |
8,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,578 |
2.618 |
18,876 |
1.618 |
18,446 |
1.000 |
18,180 |
0.618 |
18,016 |
HIGH |
17,750 |
0.618 |
17,586 |
0.500 |
17,535 |
0.382 |
17,484 |
LOW |
17,320 |
0.618 |
17,054 |
1.000 |
16,890 |
1.618 |
16,624 |
2.618 |
16,194 |
4.250 |
15,493 |
|
|
Fisher Pivots for day following 26-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,655 |
17,633 |
PP |
17,595 |
17,550 |
S1 |
17,535 |
17,468 |
|