Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
9,815.5 |
9,661.5 |
-154.0 |
-1.6% |
9,726.5 |
High |
9,868.0 |
9,823.0 |
-45.0 |
-0.5% |
9,868.0 |
Low |
9,602.5 |
9,625.0 |
22.5 |
0.2% |
9,383.5 |
Close |
9,623.0 |
9,786.5 |
163.5 |
1.7% |
9,623.0 |
Range |
265.5 |
198.0 |
-67.5 |
-25.4% |
484.5 |
ATR |
217.7 |
216.4 |
-1.3 |
-0.6% |
0.0 |
Volume |
131,384 |
144,983 |
13,599 |
10.4% |
671,304 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,338.8 |
10,260.7 |
9,895.4 |
|
R3 |
10,140.8 |
10,062.7 |
9,841.0 |
|
R2 |
9,942.8 |
9,942.8 |
9,822.8 |
|
R1 |
9,864.7 |
9,864.7 |
9,804.7 |
9,903.8 |
PP |
9,744.8 |
9,744.8 |
9,744.8 |
9,764.4 |
S1 |
9,666.7 |
9,666.7 |
9,768.4 |
9,705.8 |
S2 |
9,546.8 |
9,546.8 |
9,750.2 |
|
S3 |
9,348.8 |
9,468.7 |
9,732.1 |
|
S4 |
9,150.8 |
9,270.7 |
9,677.6 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,078.3 |
10,835.2 |
9,889.5 |
|
R3 |
10,593.8 |
10,350.7 |
9,756.2 |
|
R2 |
10,109.3 |
10,109.3 |
9,711.8 |
|
R1 |
9,866.2 |
9,866.2 |
9,667.4 |
9,745.5 |
PP |
9,624.8 |
9,624.8 |
9,624.8 |
9,564.5 |
S1 |
9,381.7 |
9,381.7 |
9,578.6 |
9,261.0 |
S2 |
9,140.3 |
9,140.3 |
9,534.2 |
|
S3 |
8,655.8 |
8,897.2 |
9,489.8 |
|
S4 |
8,171.3 |
8,412.7 |
9,356.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,868.0 |
9,383.5 |
484.5 |
5.0% |
222.0 |
2.3% |
83% |
False |
False |
133,383 |
10 |
9,958.5 |
9,383.5 |
575.0 |
5.9% |
206.3 |
2.1% |
70% |
False |
False |
116,363 |
20 |
9,965.5 |
9,227.0 |
738.5 |
7.5% |
218.4 |
2.2% |
76% |
False |
False |
91,803 |
40 |
10,123.0 |
9,145.5 |
977.5 |
10.0% |
173.5 |
1.8% |
66% |
False |
False |
47,202 |
60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
179.1 |
1.8% |
81% |
False |
False |
31,664 |
80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
170.5 |
1.7% |
81% |
False |
False |
23,845 |
100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
148.8 |
1.5% |
81% |
False |
False |
19,140 |
120 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
139.7 |
1.4% |
81% |
False |
False |
15,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,664.5 |
2.618 |
10,341.4 |
1.618 |
10,143.4 |
1.000 |
10,021.0 |
0.618 |
9,945.4 |
HIGH |
9,823.0 |
0.618 |
9,747.4 |
0.500 |
9,724.0 |
0.382 |
9,700.6 |
LOW |
9,625.0 |
0.618 |
9,502.6 |
1.000 |
9,427.0 |
1.618 |
9,304.6 |
2.618 |
9,106.6 |
4.250 |
8,783.5 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
9,765.7 |
9,769.4 |
PP |
9,744.8 |
9,752.3 |
S1 |
9,724.0 |
9,735.3 |
|