Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
9,954.0 |
9,961.0 |
7.0 |
0.1% |
9,661.5 |
High |
10,070.0 |
10,316.0 |
246.0 |
2.4% |
10,316.0 |
Low |
9,582.5 |
9,944.0 |
361.5 |
3.8% |
9,582.5 |
Close |
10,015.0 |
10,201.0 |
186.0 |
1.9% |
10,201.0 |
Range |
487.5 |
372.0 |
-115.5 |
-23.7% |
733.5 |
ATR |
235.7 |
245.5 |
9.7 |
4.1% |
0.0 |
Volume |
211,573 |
78,838 |
-132,735 |
-62.7% |
823,619 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,269.7 |
11,107.3 |
10,405.6 |
|
R3 |
10,897.7 |
10,735.3 |
10,303.3 |
|
R2 |
10,525.7 |
10,525.7 |
10,269.2 |
|
R1 |
10,363.3 |
10,363.3 |
10,235.1 |
10,444.5 |
PP |
10,153.7 |
10,153.7 |
10,153.7 |
10,194.3 |
S1 |
9,991.3 |
9,991.3 |
10,166.9 |
10,072.5 |
S2 |
9,781.7 |
9,781.7 |
10,132.8 |
|
S3 |
9,409.7 |
9,619.3 |
10,098.7 |
|
S4 |
9,037.7 |
9,247.3 |
9,996.4 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,233.7 |
11,950.8 |
10,604.4 |
|
R3 |
11,500.2 |
11,217.3 |
10,402.7 |
|
R2 |
10,766.7 |
10,766.7 |
10,335.5 |
|
R1 |
10,483.8 |
10,483.8 |
10,268.2 |
10,625.3 |
PP |
10,033.2 |
10,033.2 |
10,033.2 |
10,103.9 |
S1 |
9,750.3 |
9,750.3 |
10,133.8 |
9,891.8 |
S2 |
9,299.7 |
9,299.7 |
10,066.5 |
|
S3 |
8,566.2 |
9,016.8 |
9,999.3 |
|
S4 |
7,832.7 |
8,283.3 |
9,797.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,316.0 |
9,582.5 |
733.5 |
7.2% |
298.1 |
2.9% |
84% |
True |
False |
164,723 |
10 |
10,316.0 |
9,383.5 |
932.5 |
9.1% |
274.8 |
2.7% |
88% |
True |
False |
149,492 |
20 |
10,316.0 |
9,227.0 |
1,089.0 |
10.7% |
246.3 |
2.4% |
89% |
True |
False |
122,810 |
40 |
10,316.0 |
9,145.5 |
1,170.5 |
11.5% |
194.7 |
1.9% |
90% |
True |
False |
64,091 |
60 |
10,316.0 |
8,667.5 |
1,648.5 |
16.2% |
182.3 |
1.8% |
93% |
True |
False |
42,933 |
80 |
10,316.0 |
8,367.5 |
1,948.5 |
19.1% |
182.5 |
1.8% |
94% |
True |
False |
32,310 |
100 |
10,316.0 |
8,367.5 |
1,948.5 |
19.1% |
159.3 |
1.6% |
94% |
True |
False |
25,925 |
120 |
10,316.0 |
8,367.5 |
1,948.5 |
19.1% |
148.4 |
1.5% |
94% |
True |
False |
21,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,897.0 |
2.618 |
11,289.9 |
1.618 |
10,917.9 |
1.000 |
10,688.0 |
0.618 |
10,545.9 |
HIGH |
10,316.0 |
0.618 |
10,173.9 |
0.500 |
10,130.0 |
0.382 |
10,086.1 |
LOW |
9,944.0 |
0.618 |
9,714.1 |
1.000 |
9,572.0 |
1.618 |
9,342.1 |
2.618 |
8,970.1 |
4.250 |
8,363.0 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
10,177.3 |
10,117.1 |
PP |
10,153.7 |
10,033.2 |
S1 |
10,130.0 |
9,949.3 |
|