Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
5,374.0 |
5,423.0 |
49.0 |
0.9% |
5,306.0 |
High |
5,386.0 |
5,453.0 |
67.0 |
1.2% |
5,453.0 |
Low |
5,354.0 |
5,414.0 |
60.0 |
1.1% |
5,231.0 |
Close |
5,363.0 |
5,446.0 |
83.0 |
1.5% |
5,446.0 |
Range |
32.0 |
39.0 |
7.0 |
21.9% |
222.0 |
ATR |
67.2 |
68.9 |
1.6 |
2.4% |
0.0 |
Volume |
18,257 |
20,869 |
2,612 |
14.3% |
110,245 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,554.7 |
5,539.3 |
5,467.5 |
|
R3 |
5,515.7 |
5,500.3 |
5,456.7 |
|
R2 |
5,476.7 |
5,476.7 |
5,453.2 |
|
R1 |
5,461.3 |
5,461.3 |
5,449.6 |
5,469.0 |
PP |
5,437.7 |
5,437.7 |
5,437.7 |
5,441.5 |
S1 |
5,422.3 |
5,422.3 |
5,442.4 |
5,430.0 |
S2 |
5,398.7 |
5,398.7 |
5,438.9 |
|
S3 |
5,359.7 |
5,383.3 |
5,435.3 |
|
S4 |
5,320.7 |
5,344.3 |
5,424.6 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,042.7 |
5,966.3 |
5,568.1 |
|
R3 |
5,820.7 |
5,744.3 |
5,507.1 |
|
R2 |
5,598.7 |
5,598.7 |
5,486.7 |
|
R1 |
5,522.3 |
5,522.3 |
5,466.4 |
5,560.5 |
PP |
5,376.7 |
5,376.7 |
5,376.7 |
5,395.8 |
S1 |
5,300.3 |
5,300.3 |
5,425.7 |
5,338.5 |
S2 |
5,154.7 |
5,154.7 |
5,405.3 |
|
S3 |
4,932.7 |
5,078.3 |
5,385.0 |
|
S4 |
4,710.7 |
4,856.3 |
5,323.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,453.0 |
5,231.0 |
222.0 |
4.1% |
50.8 |
0.9% |
97% |
True |
False |
22,049 |
10 |
5,453.0 |
5,213.0 |
240.0 |
4.4% |
51.9 |
1.0% |
97% |
True |
False |
22,421 |
20 |
5,469.0 |
5,213.0 |
256.0 |
4.7% |
57.0 |
1.0% |
91% |
False |
False |
20,536 |
40 |
5,469.0 |
5,081.0 |
388.0 |
7.1% |
58.9 |
1.1% |
94% |
False |
False |
20,268 |
60 |
5,513.0 |
5,081.0 |
432.0 |
7.9% |
40.3 |
0.7% |
84% |
False |
False |
13,524 |
80 |
5,513.0 |
5,081.0 |
432.0 |
7.9% |
31.1 |
0.6% |
84% |
False |
False |
10,156 |
100 |
5,611.0 |
5,081.0 |
530.0 |
9.7% |
24.9 |
0.5% |
69% |
False |
False |
8,125 |
120 |
5,611.0 |
5,081.0 |
530.0 |
9.7% |
20.7 |
0.4% |
69% |
False |
False |
6,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,618.8 |
2.618 |
5,555.1 |
1.618 |
5,516.1 |
1.000 |
5,492.0 |
0.618 |
5,477.1 |
HIGH |
5,453.0 |
0.618 |
5,438.1 |
0.500 |
5,433.5 |
0.382 |
5,428.9 |
LOW |
5,414.0 |
0.618 |
5,389.9 |
1.000 |
5,375.0 |
1.618 |
5,350.9 |
2.618 |
5,311.9 |
4.250 |
5,248.3 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,441.8 |
5,419.0 |
PP |
5,437.7 |
5,392.0 |
S1 |
5,433.5 |
5,365.0 |
|