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 |
5,348.0 |
5,336.0 |
-12.0 |
-0.2% |
5,368.0 |
High |
5,376.0 |
5,361.0 |
-15.0 |
-0.3% |
5,431.0 |
Low |
5,325.0 |
5,294.0 |
-31.0 |
-0.6% |
5,271.0 |
Close |
5,353.0 |
5,303.0 |
-50.0 |
-0.9% |
5,422.0 |
Range |
51.0 |
67.0 |
16.0 |
31.4% |
160.0 |
ATR |
69.4 |
69.2 |
-0.2 |
-0.2% |
0.0 |
Volume |
18,894 |
27,385 |
8,491 |
44.9% |
122,832 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,520.3 |
5,478.7 |
5,339.9 |
|
R3 |
5,453.3 |
5,411.7 |
5,321.4 |
|
R2 |
5,386.3 |
5,386.3 |
5,315.3 |
|
R1 |
5,344.7 |
5,344.7 |
5,309.1 |
5,332.0 |
PP |
5,319.3 |
5,319.3 |
5,319.3 |
5,313.0 |
S1 |
5,277.7 |
5,277.7 |
5,296.9 |
5,265.0 |
S2 |
5,252.3 |
5,252.3 |
5,290.7 |
|
S3 |
5,185.3 |
5,210.7 |
5,284.6 |
|
S4 |
5,118.3 |
5,143.7 |
5,266.2 |
|
|
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 |
5,294.0 |
134.0 |
2.5% |
49.8 |
0.9% |
7% |
False |
True |
21,150 |
10 |
5,431.0 |
5,271.0 |
160.0 |
3.0% |
53.4 |
1.0% |
20% |
False |
False |
20,355 |
20 |
5,469.0 |
5,081.0 |
388.0 |
7.3% |
65.1 |
1.2% |
57% |
False |
False |
31,607 |
40 |
5,469.0 |
5,081.0 |
388.0 |
7.3% |
50.2 |
0.9% |
57% |
False |
False |
16,185 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
34.4 |
0.6% |
51% |
False |
False |
10,799 |
80 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
26.5 |
0.5% |
51% |
False |
False |
8,112 |
100 |
5,611.0 |
5,081.0 |
530.0 |
10.0% |
21.2 |
0.4% |
42% |
False |
False |
6,489 |
120 |
5,611.0 |
5,081.0 |
530.0 |
10.0% |
17.7 |
0.3% |
42% |
False |
False |
5,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,645.8 |
2.618 |
5,536.4 |
1.618 |
5,469.4 |
1.000 |
5,428.0 |
0.618 |
5,402.4 |
HIGH |
5,361.0 |
0.618 |
5,335.4 |
0.500 |
5,327.5 |
0.382 |
5,319.6 |
LOW |
5,294.0 |
0.618 |
5,252.6 |
1.000 |
5,227.0 |
1.618 |
5,185.6 |
2.618 |
5,118.6 |
4.250 |
5,009.3 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,327.5 |
5,350.0 |
PP |
5,319.3 |
5,334.3 |
S1 |
5,311.2 |
5,318.7 |
|