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 |
5,378.0 |
5,388.0 |
10.0 |
0.2% |
5,368.0 |
High |
5,428.0 |
5,406.0 |
-22.0 |
-0.4% |
5,431.0 |
Low |
5,378.0 |
5,370.0 |
-8.0 |
-0.1% |
5,271.0 |
Close |
5,422.0 |
5,385.0 |
-37.0 |
-0.7% |
5,422.0 |
Range |
50.0 |
36.0 |
-14.0 |
-28.0% |
160.0 |
ATR |
71.5 |
70.1 |
-1.4 |
-2.0% |
0.0 |
Volume |
21,259 |
14,363 |
-6,896 |
-32.4% |
122,832 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,495.0 |
5,476.0 |
5,404.8 |
|
R3 |
5,459.0 |
5,440.0 |
5,394.9 |
|
R2 |
5,423.0 |
5,423.0 |
5,391.6 |
|
R1 |
5,404.0 |
5,404.0 |
5,388.3 |
5,395.5 |
PP |
5,387.0 |
5,387.0 |
5,387.0 |
5,382.8 |
S1 |
5,368.0 |
5,368.0 |
5,381.7 |
5,359.5 |
S2 |
5,351.0 |
5,351.0 |
5,378.4 |
|
S3 |
5,315.0 |
5,332.0 |
5,375.1 |
|
S4 |
5,279.0 |
5,296.0 |
5,365.2 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,854.7 |
5,798.3 |
5,510.0 |
|
R3 |
5,694.7 |
5,638.3 |
5,466.0 |
|
R2 |
5,534.7 |
5,534.7 |
5,451.3 |
|
R1 |
5,478.3 |
5,478.3 |
5,436.7 |
5,506.5 |
PP |
5,374.7 |
5,374.7 |
5,374.7 |
5,388.8 |
S1 |
5,318.3 |
5,318.3 |
5,407.3 |
5,346.5 |
S2 |
5,214.7 |
5,214.7 |
5,392.7 |
|
S3 |
5,054.7 |
5,158.3 |
5,378.0 |
|
S4 |
4,894.7 |
4,998.3 |
5,334.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,428.0 |
5,271.0 |
157.0 |
2.9% |
49.6 |
0.9% |
73% |
False |
False |
23,006 |
10 |
5,469.0 |
5,271.0 |
198.0 |
3.7% |
61.0 |
1.1% |
58% |
False |
False |
19,216 |
20 |
5,469.0 |
5,081.0 |
388.0 |
7.2% |
65.5 |
1.2% |
78% |
False |
False |
29,817 |
40 |
5,469.0 |
5,081.0 |
388.0 |
7.2% |
48.0 |
0.9% |
78% |
False |
False |
15,029 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
33.0 |
0.6% |
70% |
False |
False |
10,037 |
80 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
25.1 |
0.5% |
70% |
False |
False |
7,533 |
100 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
20.1 |
0.4% |
57% |
False |
False |
6,027 |
120 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
16.7 |
0.3% |
57% |
False |
False |
5,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,559.0 |
2.618 |
5,500.2 |
1.618 |
5,464.2 |
1.000 |
5,442.0 |
0.618 |
5,428.2 |
HIGH |
5,406.0 |
0.618 |
5,392.2 |
0.500 |
5,388.0 |
0.382 |
5,383.8 |
LOW |
5,370.0 |
0.618 |
5,347.8 |
1.000 |
5,334.0 |
1.618 |
5,311.8 |
2.618 |
5,275.8 |
4.250 |
5,217.0 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,388.0 |
5,380.0 |
PP |
5,387.0 |
5,375.0 |
S1 |
5,386.0 |
5,370.0 |
|