Trading Metrics calculated at close of trading on 27-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,400 |
17,715 |
315 |
1.8% |
17,105 |
High |
17,750 |
17,810 |
60 |
0.3% |
17,635 |
Low |
17,320 |
17,525 |
205 |
1.2% |
16,960 |
Close |
17,715 |
17,675 |
-40 |
-0.2% |
17,450 |
Range |
430 |
285 |
-145 |
-33.7% |
675 |
ATR |
410 |
401 |
-9 |
-2.2% |
0 |
Volume |
11,095 |
13,747 |
2,652 |
23.9% |
80,635 |
|
Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,525 |
18,385 |
17,832 |
|
R3 |
18,240 |
18,100 |
17,754 |
|
R2 |
17,955 |
17,955 |
17,727 |
|
R1 |
17,815 |
17,815 |
17,701 |
17,743 |
PP |
17,670 |
17,670 |
17,670 |
17,634 |
S1 |
17,530 |
17,530 |
17,649 |
17,458 |
S2 |
17,385 |
17,385 |
17,623 |
|
S3 |
17,100 |
17,245 |
17,597 |
|
S4 |
16,815 |
16,960 |
17,518 |
|
|
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 |
17,810 |
17,125 |
685 |
3.9% |
352 |
2.0% |
80% |
True |
False |
15,542 |
10 |
17,810 |
16,580 |
1,230 |
7.0% |
427 |
2.4% |
89% |
True |
False |
22,790 |
20 |
18,050 |
16,580 |
1,470 |
8.3% |
428 |
2.4% |
74% |
False |
False |
19,547 |
40 |
18,205 |
16,525 |
1,680 |
9.5% |
400 |
2.3% |
68% |
False |
False |
17,288 |
60 |
18,205 |
15,755 |
2,450 |
13.9% |
369 |
2.1% |
78% |
False |
False |
11,682 |
80 |
18,205 |
14,600 |
3,605 |
20.4% |
313 |
1.8% |
85% |
False |
False |
8,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,021 |
2.618 |
18,556 |
1.618 |
18,271 |
1.000 |
18,095 |
0.618 |
17,986 |
HIGH |
17,810 |
0.618 |
17,701 |
0.500 |
17,668 |
0.382 |
17,634 |
LOW |
17,525 |
0.618 |
17,349 |
1.000 |
17,240 |
1.618 |
17,064 |
2.618 |
16,779 |
4.250 |
16,314 |
|
|
Fisher Pivots for day following 27-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,673 |
17,638 |
PP |
17,670 |
17,602 |
S1 |
17,668 |
17,565 |
|