Trading Metrics calculated at close of trading on 19-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
19-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
5,245.0 |
5,306.0 |
61.0 |
1.2% |
5,388.0 |
High |
5,282.0 |
5,327.0 |
45.0 |
0.9% |
5,406.0 |
Low |
5,213.0 |
5,249.0 |
36.0 |
0.7% |
5,213.0 |
Close |
5,231.0 |
5,265.0 |
34.0 |
0.6% |
5,231.0 |
Range |
69.0 |
78.0 |
9.0 |
13.0% |
193.0 |
ATR |
68.1 |
70.1 |
2.0 |
2.9% |
0.0 |
Volume |
27,152 |
26,118 |
-1,034 |
-3.8% |
113,966 |
|
Daily Pivots for day following 19-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,514.3 |
5,467.7 |
5,307.9 |
|
R3 |
5,436.3 |
5,389.7 |
5,286.5 |
|
R2 |
5,358.3 |
5,358.3 |
5,279.3 |
|
R1 |
5,311.7 |
5,311.7 |
5,272.2 |
5,296.0 |
PP |
5,280.3 |
5,280.3 |
5,280.3 |
5,272.5 |
S1 |
5,233.7 |
5,233.7 |
5,257.9 |
5,218.0 |
S2 |
5,202.3 |
5,202.3 |
5,250.7 |
|
S3 |
5,124.3 |
5,155.7 |
5,243.6 |
|
S4 |
5,046.3 |
5,077.7 |
5,222.1 |
|
|
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 |
5,376.0 |
5,213.0 |
163.0 |
3.1% |
61.4 |
1.2% |
32% |
False |
False |
25,144 |
10 |
5,428.0 |
5,213.0 |
215.0 |
4.1% |
55.5 |
1.1% |
24% |
False |
False |
24,075 |
20 |
5,469.0 |
5,150.0 |
319.0 |
6.1% |
66.2 |
1.3% |
36% |
False |
False |
21,596 |
40 |
5,469.0 |
5,081.0 |
388.0 |
7.4% |
54.5 |
1.0% |
47% |
False |
False |
18,169 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.2% |
37.5 |
0.7% |
43% |
False |
False |
12,123 |
80 |
5,513.0 |
5,081.0 |
432.0 |
8.2% |
28.9 |
0.5% |
43% |
False |
False |
9,105 |
100 |
5,611.0 |
5,081.0 |
530.0 |
10.1% |
23.1 |
0.4% |
35% |
False |
False |
7,284 |
120 |
5,611.0 |
5,081.0 |
530.0 |
10.1% |
19.3 |
0.4% |
35% |
False |
False |
6,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,658.5 |
2.618 |
5,531.2 |
1.618 |
5,453.2 |
1.000 |
5,405.0 |
0.618 |
5,375.2 |
HIGH |
5,327.0 |
0.618 |
5,297.2 |
0.500 |
5,288.0 |
0.382 |
5,278.8 |
LOW |
5,249.0 |
0.618 |
5,200.8 |
1.000 |
5,171.0 |
1.618 |
5,122.8 |
2.618 |
5,044.8 |
4.250 |
4,917.5 |
|
|
Fisher Pivots for day following 19-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,288.0 |
5,270.0 |
PP |
5,280.3 |
5,268.3 |
S1 |
5,272.7 |
5,266.7 |
|