Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
5,306.0 |
5,250.0 |
-56.0 |
-1.1% |
5,388.0 |
High |
5,327.0 |
5,265.0 |
-62.0 |
-1.2% |
5,406.0 |
Low |
5,249.0 |
5,231.0 |
-18.0 |
-0.3% |
5,213.0 |
Close |
5,265.0 |
5,258.0 |
-7.0 |
-0.1% |
5,231.0 |
Range |
78.0 |
34.0 |
-44.0 |
-56.4% |
193.0 |
ATR |
70.1 |
67.5 |
-2.6 |
-3.7% |
0.0 |
Volume |
26,118 |
21,600 |
-4,518 |
-17.3% |
113,966 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,353.3 |
5,339.7 |
5,276.7 |
|
R3 |
5,319.3 |
5,305.7 |
5,267.4 |
|
R2 |
5,285.3 |
5,285.3 |
5,264.2 |
|
R1 |
5,271.7 |
5,271.7 |
5,261.1 |
5,278.5 |
PP |
5,251.3 |
5,251.3 |
5,251.3 |
5,254.8 |
S1 |
5,237.7 |
5,237.7 |
5,254.9 |
5,244.5 |
S2 |
5,217.3 |
5,217.3 |
5,251.8 |
|
S3 |
5,183.3 |
5,203.7 |
5,248.7 |
|
S4 |
5,149.3 |
5,169.7 |
5,239.3 |
|
|
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 |
5,361.0 |
5,213.0 |
148.0 |
2.8% |
58.0 |
1.1% |
30% |
False |
False |
25,685 |
10 |
5,428.0 |
5,213.0 |
215.0 |
4.1% |
53.2 |
1.0% |
21% |
False |
False |
22,892 |
20 |
5,469.0 |
5,213.0 |
256.0 |
4.9% |
64.0 |
1.2% |
18% |
False |
False |
21,222 |
40 |
5,469.0 |
5,081.0 |
388.0 |
7.4% |
55.4 |
1.1% |
46% |
False |
False |
18,709 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.2% |
38.1 |
0.7% |
41% |
False |
False |
12,483 |
80 |
5,513.0 |
5,081.0 |
432.0 |
8.2% |
29.3 |
0.6% |
41% |
False |
False |
9,375 |
100 |
5,611.0 |
5,081.0 |
530.0 |
10.1% |
23.5 |
0.4% |
33% |
False |
False |
7,500 |
120 |
5,611.0 |
5,081.0 |
530.0 |
10.1% |
19.6 |
0.4% |
33% |
False |
False |
6,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,409.5 |
2.618 |
5,354.0 |
1.618 |
5,320.0 |
1.000 |
5,299.0 |
0.618 |
5,286.0 |
HIGH |
5,265.0 |
0.618 |
5,252.0 |
0.500 |
5,248.0 |
0.382 |
5,244.0 |
LOW |
5,231.0 |
0.618 |
5,210.0 |
1.000 |
5,197.0 |
1.618 |
5,176.0 |
2.618 |
5,142.0 |
4.250 |
5,086.5 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,254.7 |
5,270.0 |
PP |
5,251.3 |
5,266.0 |
S1 |
5,248.0 |
5,262.0 |
|