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 |
5,336.0 |
5,292.0 |
-44.0 |
-0.8% |
5,368.0 |
High |
5,361.0 |
5,293.0 |
-68.0 |
-1.3% |
5,431.0 |
Low |
5,294.0 |
5,251.0 |
-43.0 |
-0.8% |
5,271.0 |
Close |
5,303.0 |
5,280.0 |
-23.0 |
-0.4% |
5,422.0 |
Range |
67.0 |
42.0 |
-25.0 |
-37.3% |
160.0 |
ATR |
69.2 |
68.0 |
-1.2 |
-1.8% |
0.0 |
Volume |
27,385 |
26,172 |
-1,213 |
-4.4% |
122,832 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,400.7 |
5,382.3 |
5,303.1 |
|
R3 |
5,358.7 |
5,340.3 |
5,291.6 |
|
R2 |
5,316.7 |
5,316.7 |
5,287.7 |
|
R1 |
5,298.3 |
5,298.3 |
5,283.9 |
5,286.5 |
PP |
5,274.7 |
5,274.7 |
5,274.7 |
5,268.8 |
S1 |
5,256.3 |
5,256.3 |
5,276.2 |
5,244.5 |
S2 |
5,232.7 |
5,232.7 |
5,272.3 |
|
S3 |
5,190.7 |
5,214.3 |
5,268.5 |
|
S4 |
5,148.7 |
5,172.3 |
5,256.9 |
|
|
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 |
5,251.0 |
177.0 |
3.4% |
49.2 |
0.9% |
16% |
False |
True |
21,614 |
10 |
5,431.0 |
5,251.0 |
180.0 |
3.4% |
53.4 |
1.0% |
16% |
False |
True |
22,132 |
20 |
5,469.0 |
5,081.0 |
388.0 |
7.3% |
64.0 |
1.2% |
51% |
False |
False |
29,884 |
40 |
5,469.0 |
5,081.0 |
388.0 |
7.3% |
51.2 |
1.0% |
51% |
False |
False |
16,838 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.2% |
35.1 |
0.7% |
46% |
False |
False |
11,235 |
80 |
5,513.0 |
5,081.0 |
432.0 |
8.2% |
27.1 |
0.5% |
46% |
False |
False |
8,439 |
100 |
5,611.0 |
5,081.0 |
530.0 |
10.0% |
21.7 |
0.4% |
38% |
False |
False |
6,751 |
120 |
5,611.0 |
5,081.0 |
530.0 |
10.0% |
18.0 |
0.3% |
38% |
False |
False |
5,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,471.5 |
2.618 |
5,403.0 |
1.618 |
5,361.0 |
1.000 |
5,335.0 |
0.618 |
5,319.0 |
HIGH |
5,293.0 |
0.618 |
5,277.0 |
0.500 |
5,272.0 |
0.382 |
5,267.0 |
LOW |
5,251.0 |
0.618 |
5,225.0 |
1.000 |
5,209.0 |
1.618 |
5,183.0 |
2.618 |
5,141.0 |
4.250 |
5,072.5 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,277.3 |
5,313.5 |
PP |
5,274.7 |
5,302.3 |
S1 |
5,272.0 |
5,291.2 |
|