Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
9,786.0 |
9,954.0 |
168.0 |
1.7% |
9,726.5 |
High |
9,969.5 |
10,070.0 |
100.5 |
1.0% |
9,868.0 |
Low |
9,766.0 |
9,582.5 |
-183.5 |
-1.9% |
9,383.5 |
Close |
9,834.5 |
10,015.0 |
180.5 |
1.8% |
9,623.0 |
Range |
203.5 |
487.5 |
284.0 |
139.6% |
484.5 |
ATR |
216.4 |
235.7 |
19.4 |
9.0% |
0.0 |
Volume |
211,573 |
211,573 |
0 |
0.0% |
671,304 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,351.7 |
11,170.8 |
10,283.1 |
|
R3 |
10,864.2 |
10,683.3 |
10,149.1 |
|
R2 |
10,376.7 |
10,376.7 |
10,104.4 |
|
R1 |
10,195.8 |
10,195.8 |
10,059.7 |
10,286.3 |
PP |
9,889.2 |
9,889.2 |
9,889.2 |
9,934.4 |
S1 |
9,708.3 |
9,708.3 |
9,970.3 |
9,798.8 |
S2 |
9,401.7 |
9,401.7 |
9,925.6 |
|
S3 |
8,914.2 |
9,220.8 |
9,880.9 |
|
S4 |
8,426.7 |
8,733.3 |
9,746.9 |
|
|
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 |
10,070.0 |
9,582.5 |
487.5 |
4.9% |
276.8 |
2.8% |
89% |
True |
True |
175,233 |
10 |
10,070.0 |
9,383.5 |
686.5 |
6.9% |
257.5 |
2.6% |
92% |
True |
False |
155,900 |
20 |
10,070.0 |
9,227.0 |
843.0 |
8.4% |
240.5 |
2.4% |
93% |
True |
False |
120,388 |
40 |
10,123.0 |
9,145.5 |
977.5 |
9.8% |
187.4 |
1.9% |
89% |
False |
False |
62,150 |
60 |
10,123.0 |
8,573.0 |
1,550.0 |
15.5% |
180.9 |
1.8% |
93% |
False |
False |
41,626 |
80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.5% |
179.1 |
1.8% |
94% |
False |
False |
31,330 |
100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.5% |
156.3 |
1.6% |
94% |
False |
False |
25,137 |
120 |
10,123.0 |
8,367.5 |
1,755.5 |
17.5% |
145.3 |
1.5% |
94% |
False |
False |
20,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,141.9 |
2.618 |
11,346.3 |
1.618 |
10,858.8 |
1.000 |
10,557.5 |
0.618 |
10,371.3 |
HIGH |
10,070.0 |
0.618 |
9,883.8 |
0.500 |
9,826.3 |
0.382 |
9,768.7 |
LOW |
9,582.5 |
0.618 |
9,281.2 |
1.000 |
9,095.0 |
1.618 |
8,793.7 |
2.618 |
8,306.2 |
4.250 |
7,510.6 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
9,952.1 |
9,952.1 |
PP |
9,889.2 |
9,889.2 |
S1 |
9,826.3 |
9,826.3 |
|