Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,209.6 |
1,224.3 |
14.7 |
1.2% |
1,187.9 |
High |
1,224.9 |
1,236.6 |
11.7 |
1.0% |
1,224.9 |
Low |
1,208.7 |
1,218.5 |
9.8 |
0.8% |
1,179.3 |
Close |
1,217.0 |
1,233.7 |
16.7 |
1.4% |
1,217.0 |
Range |
16.2 |
18.1 |
1.9 |
11.7% |
45.6 |
ATR |
20.3 |
20.3 |
-0.1 |
-0.3% |
0.0 |
Volume |
20,769 |
18,282 |
-2,487 |
-12.0% |
64,645 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.9 |
1,276.9 |
1,243.7 |
|
R3 |
1,265.8 |
1,258.8 |
1,238.7 |
|
R2 |
1,247.7 |
1,247.7 |
1,237.0 |
|
R1 |
1,240.7 |
1,240.7 |
1,235.4 |
1,244.2 |
PP |
1,229.6 |
1,229.6 |
1,229.6 |
1,231.4 |
S1 |
1,222.6 |
1,222.6 |
1,232.0 |
1,226.1 |
S2 |
1,211.5 |
1,211.5 |
1,230.4 |
|
S3 |
1,193.4 |
1,204.5 |
1,228.7 |
|
S4 |
1,175.3 |
1,186.4 |
1,223.7 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.9 |
1,326.0 |
1,242.1 |
|
R3 |
1,298.3 |
1,280.4 |
1,229.5 |
|
R2 |
1,252.7 |
1,252.7 |
1,225.4 |
|
R1 |
1,234.8 |
1,234.8 |
1,221.2 |
1,243.8 |
PP |
1,207.1 |
1,207.1 |
1,207.1 |
1,211.5 |
S1 |
1,189.2 |
1,189.2 |
1,212.8 |
1,198.2 |
S2 |
1,161.5 |
1,161.5 |
1,208.6 |
|
S3 |
1,115.9 |
1,143.6 |
1,204.5 |
|
S4 |
1,070.3 |
1,098.0 |
1,191.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,236.6 |
1,203.4 |
33.2 |
2.7% |
15.3 |
1.2% |
91% |
True |
False |
15,502 |
10 |
1,236.6 |
1,168.3 |
68.3 |
5.5% |
20.2 |
1.6% |
96% |
True |
False |
9,836 |
20 |
1,236.6 |
1,168.3 |
68.3 |
5.5% |
20.3 |
1.6% |
96% |
True |
False |
6,968 |
40 |
1,239.4 |
1,143.4 |
96.0 |
7.8% |
21.4 |
1.7% |
94% |
False |
False |
5,793 |
60 |
1,255.2 |
1,132.1 |
123.1 |
10.0% |
19.5 |
1.6% |
83% |
False |
False |
4,679 |
80 |
1,255.2 |
1,132.1 |
123.1 |
10.0% |
17.8 |
1.4% |
83% |
False |
False |
3,830 |
100 |
1,299.0 |
1,132.1 |
166.9 |
13.5% |
16.1 |
1.3% |
61% |
False |
False |
3,334 |
120 |
1,321.1 |
1,132.1 |
189.0 |
15.3% |
14.7 |
1.2% |
54% |
False |
False |
2,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,313.5 |
2.618 |
1,284.0 |
1.618 |
1,265.9 |
1.000 |
1,254.7 |
0.618 |
1,247.8 |
HIGH |
1,236.6 |
0.618 |
1,229.7 |
0.500 |
1,227.6 |
0.382 |
1,225.4 |
LOW |
1,218.5 |
0.618 |
1,207.3 |
1.000 |
1,200.4 |
1.618 |
1,189.2 |
2.618 |
1,171.1 |
4.250 |
1,141.6 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,231.7 |
1,229.5 |
PP |
1,229.6 |
1,225.3 |
S1 |
1,227.6 |
1,221.1 |
|