Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
9,787.5 |
9,786.0 |
-1.5 |
0.0% |
9,726.5 |
High |
9,986.0 |
9,969.5 |
-16.5 |
-0.2% |
9,868.0 |
Low |
9,756.5 |
9,766.0 |
9.5 |
0.1% |
9,383.5 |
Close |
9,942.5 |
9,834.5 |
-108.0 |
-1.1% |
9,623.0 |
Range |
229.5 |
203.5 |
-26.0 |
-11.3% |
484.5 |
ATR |
217.3 |
216.4 |
-1.0 |
-0.5% |
0.0 |
Volume |
176,652 |
211,573 |
34,921 |
19.8% |
671,304 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,467.2 |
10,354.3 |
9,946.4 |
|
R3 |
10,263.7 |
10,150.8 |
9,890.5 |
|
R2 |
10,060.2 |
10,060.2 |
9,871.8 |
|
R1 |
9,947.3 |
9,947.3 |
9,853.2 |
10,003.8 |
PP |
9,856.7 |
9,856.7 |
9,856.7 |
9,884.9 |
S1 |
9,743.8 |
9,743.8 |
9,815.8 |
9,800.3 |
S2 |
9,653.2 |
9,653.2 |
9,797.2 |
|
S3 |
9,449.7 |
9,540.3 |
9,778.5 |
|
S4 |
9,246.2 |
9,336.8 |
9,722.6 |
|
|
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 |
9,986.0 |
9,602.5 |
383.5 |
3.9% |
229.3 |
2.3% |
60% |
False |
False |
161,093 |
10 |
9,986.0 |
9,383.5 |
602.5 |
6.1% |
224.5 |
2.3% |
75% |
False |
False |
142,626 |
20 |
9,986.0 |
9,227.0 |
759.0 |
7.7% |
223.2 |
2.3% |
80% |
False |
False |
110,357 |
40 |
10,123.0 |
9,145.5 |
977.5 |
9.9% |
178.6 |
1.8% |
70% |
False |
False |
56,879 |
60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
177.5 |
1.8% |
84% |
False |
False |
38,118 |
80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
174.3 |
1.8% |
84% |
False |
False |
28,688 |
100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
151.9 |
1.5% |
84% |
False |
False |
23,021 |
120 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
142.1 |
1.4% |
84% |
False |
False |
19,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,834.4 |
2.618 |
10,502.3 |
1.618 |
10,298.8 |
1.000 |
10,173.0 |
0.618 |
10,095.3 |
HIGH |
9,969.5 |
0.618 |
9,891.8 |
0.500 |
9,867.8 |
0.382 |
9,843.7 |
LOW |
9,766.0 |
0.618 |
9,640.2 |
1.000 |
9,562.5 |
1.618 |
9,436.7 |
2.618 |
9,233.2 |
4.250 |
8,901.1 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
9,867.8 |
9,824.8 |
PP |
9,856.7 |
9,815.2 |
S1 |
9,845.6 |
9,805.5 |
|