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 |
5,292.0 |
5,245.0 |
-47.0 |
-0.9% |
5,388.0 |
High |
5,293.0 |
5,282.0 |
-11.0 |
-0.2% |
5,406.0 |
Low |
5,251.0 |
5,213.0 |
-38.0 |
-0.7% |
5,213.0 |
Close |
5,280.0 |
5,231.0 |
-49.0 |
-0.9% |
5,231.0 |
Range |
42.0 |
69.0 |
27.0 |
64.3% |
193.0 |
ATR |
68.0 |
68.1 |
0.1 |
0.1% |
0.0 |
Volume |
26,172 |
27,152 |
980 |
3.7% |
113,966 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,449.0 |
5,409.0 |
5,269.0 |
|
R3 |
5,380.0 |
5,340.0 |
5,250.0 |
|
R2 |
5,311.0 |
5,311.0 |
5,243.7 |
|
R1 |
5,271.0 |
5,271.0 |
5,237.3 |
5,256.5 |
PP |
5,242.0 |
5,242.0 |
5,242.0 |
5,234.8 |
S1 |
5,202.0 |
5,202.0 |
5,224.7 |
5,187.5 |
S2 |
5,173.0 |
5,173.0 |
5,218.4 |
|
S3 |
5,104.0 |
5,133.0 |
5,212.0 |
|
S4 |
5,035.0 |
5,064.0 |
5,193.1 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,862.3 |
5,739.7 |
5,337.2 |
|
R3 |
5,669.3 |
5,546.7 |
5,284.1 |
|
R2 |
5,476.3 |
5,476.3 |
5,266.4 |
|
R1 |
5,353.7 |
5,353.7 |
5,248.7 |
5,318.5 |
PP |
5,283.3 |
5,283.3 |
5,283.3 |
5,265.8 |
S1 |
5,160.7 |
5,160.7 |
5,213.3 |
5,125.5 |
S2 |
5,090.3 |
5,090.3 |
5,195.6 |
|
S3 |
4,897.3 |
4,967.7 |
5,177.9 |
|
S4 |
4,704.3 |
4,774.7 |
5,124.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,406.0 |
5,213.0 |
193.0 |
3.7% |
53.0 |
1.0% |
9% |
False |
True |
22,793 |
10 |
5,431.0 |
5,213.0 |
218.0 |
4.2% |
54.5 |
1.0% |
8% |
False |
True |
23,679 |
20 |
5,469.0 |
5,081.0 |
388.0 |
7.4% |
65.7 |
1.3% |
39% |
False |
False |
24,462 |
40 |
5,469.0 |
5,081.0 |
388.0 |
7.4% |
52.9 |
1.0% |
39% |
False |
False |
17,517 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.3% |
36.2 |
0.7% |
35% |
False |
False |
11,688 |
80 |
5,513.0 |
5,081.0 |
432.0 |
8.3% |
27.9 |
0.5% |
35% |
False |
False |
8,778 |
100 |
5,611.0 |
5,081.0 |
530.0 |
10.1% |
22.3 |
0.4% |
28% |
False |
False |
7,023 |
120 |
5,611.0 |
5,081.0 |
530.0 |
10.1% |
18.6 |
0.4% |
28% |
False |
False |
5,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,575.3 |
2.618 |
5,462.6 |
1.618 |
5,393.6 |
1.000 |
5,351.0 |
0.618 |
5,324.6 |
HIGH |
5,282.0 |
0.618 |
5,255.6 |
0.500 |
5,247.5 |
0.382 |
5,239.4 |
LOW |
5,213.0 |
0.618 |
5,170.4 |
1.000 |
5,144.0 |
1.618 |
5,101.4 |
2.618 |
5,032.4 |
4.250 |
4,919.8 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,247.5 |
5,287.0 |
PP |
5,242.0 |
5,268.3 |
S1 |
5,236.5 |
5,249.7 |
|