Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
9,661.5 |
9,787.5 |
126.0 |
1.3% |
9,726.5 |
High |
9,823.0 |
9,986.0 |
163.0 |
1.7% |
9,868.0 |
Low |
9,625.0 |
9,756.5 |
131.5 |
1.4% |
9,383.5 |
Close |
9,786.5 |
9,942.5 |
156.0 |
1.6% |
9,623.0 |
Range |
198.0 |
229.5 |
31.5 |
15.9% |
484.5 |
ATR |
216.4 |
217.3 |
0.9 |
0.4% |
0.0 |
Volume |
144,983 |
176,652 |
31,669 |
21.8% |
671,304 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,583.5 |
10,492.5 |
10,068.7 |
|
R3 |
10,354.0 |
10,263.0 |
10,005.6 |
|
R2 |
10,124.5 |
10,124.5 |
9,984.6 |
|
R1 |
10,033.5 |
10,033.5 |
9,963.5 |
10,079.0 |
PP |
9,895.0 |
9,895.0 |
9,895.0 |
9,917.8 |
S1 |
9,804.0 |
9,804.0 |
9,921.5 |
9,849.5 |
S2 |
9,665.5 |
9,665.5 |
9,900.4 |
|
S3 |
9,436.0 |
9,574.5 |
9,879.4 |
|
S4 |
9,206.5 |
9,345.0 |
9,816.3 |
|
|
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 |
9,986.0 |
9,463.0 |
523.0 |
5.3% |
218.3 |
2.2% |
92% |
True |
False |
145,345 |
10 |
9,986.0 |
9,383.5 |
602.5 |
6.1% |
220.9 |
2.2% |
93% |
True |
False |
126,445 |
20 |
9,986.0 |
9,227.0 |
759.0 |
7.6% |
221.6 |
2.2% |
94% |
True |
False |
100,484 |
40 |
10,123.0 |
9,145.5 |
977.5 |
9.8% |
177.6 |
1.8% |
82% |
False |
False |
51,613 |
60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.7% |
180.4 |
1.8% |
90% |
False |
False |
34,604 |
80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.7% |
172.5 |
1.7% |
90% |
False |
False |
26,048 |
100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.7% |
150.6 |
1.5% |
90% |
False |
False |
20,906 |
120 |
10,123.0 |
8,367.5 |
1,755.5 |
17.7% |
140.9 |
1.4% |
90% |
False |
False |
17,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,961.4 |
2.618 |
10,586.8 |
1.618 |
10,357.3 |
1.000 |
10,215.5 |
0.618 |
10,127.8 |
HIGH |
9,986.0 |
0.618 |
9,898.3 |
0.500 |
9,871.3 |
0.382 |
9,844.2 |
LOW |
9,756.5 |
0.618 |
9,614.7 |
1.000 |
9,527.0 |
1.618 |
9,385.2 |
2.618 |
9,155.7 |
4.250 |
8,781.1 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
9,918.8 |
9,893.1 |
PP |
9,895.0 |
9,843.7 |
S1 |
9,871.3 |
9,794.3 |
|