Trading Metrics calculated at close of trading on 29-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,670 |
17,620 |
-50 |
-0.3% |
17,105 |
High |
17,910 |
17,890 |
-20 |
-0.1% |
17,635 |
Low |
17,555 |
17,595 |
40 |
0.2% |
16,960 |
Close |
17,555 |
17,875 |
320 |
1.8% |
17,450 |
Range |
355 |
295 |
-60 |
-16.9% |
675 |
ATR |
398 |
393 |
-4 |
-1.1% |
0 |
Volume |
13,116 |
14,622 |
1,506 |
11.5% |
80,635 |
|
Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,672 |
18,568 |
18,037 |
|
R3 |
18,377 |
18,273 |
17,956 |
|
R2 |
18,082 |
18,082 |
17,929 |
|
R1 |
17,978 |
17,978 |
17,902 |
18,030 |
PP |
17,787 |
17,787 |
17,787 |
17,813 |
S1 |
17,683 |
17,683 |
17,848 |
17,735 |
S2 |
17,492 |
17,492 |
17,821 |
|
S3 |
17,197 |
17,388 |
17,794 |
|
S4 |
16,902 |
17,093 |
17,713 |
|
|
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 |
17,320 |
590 |
3.3% |
323 |
1.8% |
94% |
False |
False |
13,200 |
10 |
17,910 |
16,590 |
1,320 |
7.4% |
398 |
2.2% |
97% |
False |
False |
20,588 |
20 |
17,910 |
16,580 |
1,330 |
7.4% |
411 |
2.3% |
97% |
False |
False |
19,700 |
40 |
18,205 |
16,525 |
1,680 |
9.4% |
401 |
2.2% |
80% |
False |
False |
17,963 |
60 |
18,205 |
16,525 |
1,680 |
9.4% |
357 |
2.0% |
80% |
False |
False |
12,143 |
80 |
18,205 |
14,600 |
3,605 |
20.2% |
320 |
1.8% |
91% |
False |
False |
9,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,144 |
2.618 |
18,662 |
1.618 |
18,367 |
1.000 |
18,185 |
0.618 |
18,072 |
HIGH |
17,890 |
0.618 |
17,777 |
0.500 |
17,743 |
0.382 |
17,708 |
LOW |
17,595 |
0.618 |
17,413 |
1.000 |
17,300 |
1.618 |
17,118 |
2.618 |
16,823 |
4.250 |
16,341 |
|
|
Fisher Pivots for day following 29-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,831 |
17,823 |
PP |
17,787 |
17,770 |
S1 |
17,743 |
17,718 |
|