Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,715 |
17,670 |
-45 |
-0.3% |
17,105 |
High |
17,810 |
17,910 |
100 |
0.6% |
17,635 |
Low |
17,525 |
17,555 |
30 |
0.2% |
16,960 |
Close |
17,675 |
17,555 |
-120 |
-0.7% |
17,450 |
Range |
285 |
355 |
70 |
24.6% |
675 |
ATR |
401 |
398 |
-3 |
-0.8% |
0 |
Volume |
13,747 |
13,116 |
-631 |
-4.6% |
80,635 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,738 |
18,502 |
17,750 |
|
R3 |
18,383 |
18,147 |
17,653 |
|
R2 |
18,028 |
18,028 |
17,620 |
|
R1 |
17,792 |
17,792 |
17,588 |
17,733 |
PP |
17,673 |
17,673 |
17,673 |
17,644 |
S1 |
17,437 |
17,437 |
17,523 |
17,378 |
S2 |
17,318 |
17,318 |
17,490 |
|
S3 |
16,963 |
17,082 |
17,458 |
|
S4 |
16,608 |
16,727 |
17,360 |
|
|
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 |
17,910 |
17,185 |
725 |
4.1% |
354 |
2.0% |
51% |
True |
False |
13,944 |
10 |
17,910 |
16,580 |
1,330 |
7.6% |
418 |
2.4% |
73% |
True |
False |
22,150 |
20 |
17,910 |
16,580 |
1,330 |
7.6% |
424 |
2.4% |
73% |
True |
False |
19,695 |
40 |
18,205 |
16,525 |
1,680 |
9.6% |
400 |
2.3% |
61% |
False |
False |
17,610 |
60 |
18,205 |
15,905 |
2,300 |
13.1% |
372 |
2.1% |
72% |
False |
False |
11,900 |
80 |
18,205 |
14,600 |
3,605 |
20.5% |
316 |
1.8% |
82% |
False |
False |
8,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,419 |
2.618 |
18,840 |
1.618 |
18,485 |
1.000 |
18,265 |
0.618 |
18,130 |
HIGH |
17,910 |
0.618 |
17,775 |
0.500 |
17,733 |
0.382 |
17,691 |
LOW |
17,555 |
0.618 |
17,336 |
1.000 |
17,200 |
1.618 |
16,981 |
2.618 |
16,626 |
4.250 |
16,046 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,733 |
17,615 |
PP |
17,673 |
17,595 |
S1 |
17,614 |
17,575 |
|