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 |
5,388.0 |
5,348.0 |
-40.0 |
-0.7% |
5,368.0 |
High |
5,406.0 |
5,376.0 |
-30.0 |
-0.6% |
5,431.0 |
Low |
5,370.0 |
5,325.0 |
-45.0 |
-0.8% |
5,271.0 |
Close |
5,385.0 |
5,353.0 |
-32.0 |
-0.6% |
5,422.0 |
Range |
36.0 |
51.0 |
15.0 |
41.7% |
160.0 |
ATR |
70.1 |
69.4 |
-0.7 |
-1.0% |
0.0 |
Volume |
14,363 |
18,894 |
4,531 |
31.5% |
122,832 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,504.3 |
5,479.7 |
5,381.1 |
|
R3 |
5,453.3 |
5,428.7 |
5,367.0 |
|
R2 |
5,402.3 |
5,402.3 |
5,362.4 |
|
R1 |
5,377.7 |
5,377.7 |
5,357.7 |
5,390.0 |
PP |
5,351.3 |
5,351.3 |
5,351.3 |
5,357.5 |
S1 |
5,326.7 |
5,326.7 |
5,348.3 |
5,339.0 |
S2 |
5,300.3 |
5,300.3 |
5,343.7 |
|
S3 |
5,249.3 |
5,275.7 |
5,339.0 |
|
S4 |
5,198.3 |
5,224.7 |
5,325.0 |
|
|
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% |
48.4 |
0.9% |
52% |
False |
False |
20,098 |
10 |
5,461.0 |
5,271.0 |
190.0 |
3.5% |
55.7 |
1.0% |
43% |
False |
False |
19,402 |
20 |
5,469.0 |
5,081.0 |
388.0 |
7.2% |
64.1 |
1.2% |
70% |
False |
False |
30,612 |
40 |
5,469.0 |
5,081.0 |
388.0 |
7.2% |
48.5 |
0.9% |
70% |
False |
False |
15,501 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
33.3 |
0.6% |
63% |
False |
False |
10,342 |
80 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
25.7 |
0.5% |
63% |
False |
False |
7,770 |
100 |
5,611.0 |
5,081.0 |
530.0 |
9.9% |
20.6 |
0.4% |
51% |
False |
False |
6,216 |
120 |
5,611.0 |
5,081.0 |
530.0 |
9.9% |
17.1 |
0.3% |
51% |
False |
False |
5,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,592.8 |
2.618 |
5,509.5 |
1.618 |
5,458.5 |
1.000 |
5,427.0 |
0.618 |
5,407.5 |
HIGH |
5,376.0 |
0.618 |
5,356.5 |
0.500 |
5,350.5 |
0.382 |
5,344.5 |
LOW |
5,325.0 |
0.618 |
5,293.5 |
1.000 |
5,274.0 |
1.618 |
5,242.5 |
2.618 |
5,191.5 |
4.250 |
5,108.3 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,352.2 |
5,376.5 |
PP |
5,351.3 |
5,368.7 |
S1 |
5,350.5 |
5,360.8 |
|