Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
5,452.0 |
5,481.0 |
29.0 |
0.5% |
5,306.0 |
High |
5,500.0 |
5,512.0 |
12.0 |
0.2% |
5,453.0 |
Low |
5,439.0 |
5,465.0 |
26.0 |
0.5% |
5,231.0 |
Close |
5,491.0 |
5,512.0 |
21.0 |
0.4% |
5,446.0 |
Range |
61.0 |
47.0 |
-14.0 |
-23.0% |
222.0 |
ATR |
68.3 |
66.8 |
-1.5 |
-2.2% |
0.0 |
Volume |
26,618 |
20,026 |
-6,592 |
-24.8% |
110,245 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,637.3 |
5,621.7 |
5,537.9 |
|
R3 |
5,590.3 |
5,574.7 |
5,524.9 |
|
R2 |
5,543.3 |
5,543.3 |
5,520.6 |
|
R1 |
5,527.7 |
5,527.7 |
5,516.3 |
5,535.5 |
PP |
5,496.3 |
5,496.3 |
5,496.3 |
5,500.3 |
S1 |
5,480.7 |
5,480.7 |
5,507.7 |
5,488.5 |
S2 |
5,449.3 |
5,449.3 |
5,503.4 |
|
S3 |
5,402.3 |
5,433.7 |
5,499.1 |
|
S4 |
5,355.3 |
5,386.7 |
5,486.2 |
|
|
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 |
5,512.0 |
5,277.0 |
235.0 |
4.3% |
50.0 |
0.9% |
100% |
True |
False |
21,834 |
10 |
5,512.0 |
5,213.0 |
299.0 |
5.4% |
54.0 |
1.0% |
100% |
True |
False |
23,759 |
20 |
5,512.0 |
5,213.0 |
299.0 |
5.4% |
54.9 |
1.0% |
100% |
True |
False |
21,580 |
40 |
5,512.0 |
5,081.0 |
431.0 |
7.8% |
61.6 |
1.1% |
100% |
True |
False |
21,434 |
60 |
5,513.0 |
5,081.0 |
432.0 |
7.8% |
42.1 |
0.8% |
100% |
False |
False |
14,301 |
80 |
5,513.0 |
5,081.0 |
432.0 |
7.8% |
32.5 |
0.6% |
100% |
False |
False |
10,740 |
100 |
5,566.0 |
5,081.0 |
485.0 |
8.8% |
26.0 |
0.5% |
89% |
False |
False |
8,592 |
120 |
5,611.0 |
5,081.0 |
530.0 |
9.6% |
21.6 |
0.4% |
81% |
False |
False |
7,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,711.8 |
2.618 |
5,635.0 |
1.618 |
5,588.0 |
1.000 |
5,559.0 |
0.618 |
5,541.0 |
HIGH |
5,512.0 |
0.618 |
5,494.0 |
0.500 |
5,488.5 |
0.382 |
5,483.0 |
LOW |
5,465.0 |
0.618 |
5,436.0 |
1.000 |
5,418.0 |
1.618 |
5,389.0 |
2.618 |
5,342.0 |
4.250 |
5,265.3 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,504.2 |
5,495.7 |
PP |
5,496.3 |
5,479.3 |
S1 |
5,488.5 |
5,463.0 |
|