Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
5,282.0 |
5,374.0 |
92.0 |
1.7% |
5,388.0 |
High |
5,348.0 |
5,386.0 |
38.0 |
0.7% |
5,406.0 |
Low |
5,277.0 |
5,354.0 |
77.0 |
1.5% |
5,213.0 |
Close |
5,343.0 |
5,363.0 |
20.0 |
0.4% |
5,231.0 |
Range |
71.0 |
32.0 |
-39.0 |
-54.9% |
193.0 |
ATR |
69.1 |
67.2 |
-1.9 |
-2.7% |
0.0 |
Volume |
23,401 |
18,257 |
-5,144 |
-22.0% |
113,966 |
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,463.7 |
5,445.3 |
5,380.6 |
|
R3 |
5,431.7 |
5,413.3 |
5,371.8 |
|
R2 |
5,399.7 |
5,399.7 |
5,368.9 |
|
R1 |
5,381.3 |
5,381.3 |
5,365.9 |
5,374.5 |
PP |
5,367.7 |
5,367.7 |
5,367.7 |
5,364.3 |
S1 |
5,349.3 |
5,349.3 |
5,360.1 |
5,342.5 |
S2 |
5,335.7 |
5,335.7 |
5,357.1 |
|
S3 |
5,303.7 |
5,317.3 |
5,354.2 |
|
S4 |
5,271.7 |
5,285.3 |
5,345.4 |
|
|
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 |
5,386.0 |
5,213.0 |
173.0 |
3.2% |
56.8 |
1.1% |
87% |
True |
False |
23,305 |
10 |
5,428.0 |
5,213.0 |
215.0 |
4.0% |
53.0 |
1.0% |
70% |
False |
False |
22,460 |
20 |
5,469.0 |
5,213.0 |
256.0 |
4.8% |
58.6 |
1.1% |
59% |
False |
False |
20,281 |
40 |
5,469.0 |
5,081.0 |
388.0 |
7.2% |
57.9 |
1.1% |
73% |
False |
False |
19,747 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
39.7 |
0.7% |
65% |
False |
False |
13,176 |
80 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
30.6 |
0.6% |
65% |
False |
False |
9,896 |
100 |
5,611.0 |
5,081.0 |
530.0 |
9.9% |
24.5 |
0.5% |
53% |
False |
False |
7,916 |
120 |
5,611.0 |
5,081.0 |
530.0 |
9.9% |
20.4 |
0.4% |
53% |
False |
False |
6,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,522.0 |
2.618 |
5,469.8 |
1.618 |
5,437.8 |
1.000 |
5,418.0 |
0.618 |
5,405.8 |
HIGH |
5,386.0 |
0.618 |
5,373.8 |
0.500 |
5,370.0 |
0.382 |
5,366.2 |
LOW |
5,354.0 |
0.618 |
5,334.2 |
1.000 |
5,322.0 |
1.618 |
5,302.2 |
2.618 |
5,270.2 |
4.250 |
5,218.0 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,370.0 |
5,344.8 |
PP |
5,367.7 |
5,326.7 |
S1 |
5,365.3 |
5,308.5 |
|