Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,233.9 |
1,232.8 |
-1.1 |
-0.1% |
1,187.9 |
High |
1,245.2 |
1,245.5 |
0.3 |
0.0% |
1,224.9 |
Low |
1,229.7 |
1,225.8 |
-3.9 |
-0.3% |
1,179.3 |
Close |
1,235.3 |
1,235.4 |
0.1 |
0.0% |
1,217.0 |
Range |
15.5 |
19.7 |
4.2 |
27.1% |
45.6 |
ATR |
19.9 |
19.9 |
0.0 |
-0.1% |
0.0 |
Volume |
21,697 |
21,117 |
-580 |
-2.7% |
64,645 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.7 |
1,284.7 |
1,246.2 |
|
R3 |
1,275.0 |
1,265.0 |
1,240.8 |
|
R2 |
1,255.3 |
1,255.3 |
1,239.0 |
|
R1 |
1,245.3 |
1,245.3 |
1,237.2 |
1,250.3 |
PP |
1,235.6 |
1,235.6 |
1,235.6 |
1,238.1 |
S1 |
1,225.6 |
1,225.6 |
1,233.6 |
1,230.6 |
S2 |
1,215.9 |
1,215.9 |
1,231.8 |
|
S3 |
1,196.2 |
1,205.9 |
1,230.0 |
|
S4 |
1,176.5 |
1,186.2 |
1,224.6 |
|
|
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 |
1,245.5 |
1,205.5 |
40.0 |
3.2% |
16.2 |
1.3% |
75% |
True |
False |
18,021 |
10 |
1,245.5 |
1,168.3 |
77.2 |
6.2% |
19.1 |
1.5% |
87% |
True |
False |
13,490 |
20 |
1,245.5 |
1,168.3 |
77.2 |
6.2% |
19.7 |
1.6% |
87% |
True |
False |
8,861 |
40 |
1,245.5 |
1,143.4 |
102.1 |
8.3% |
20.8 |
1.7% |
90% |
True |
False |
6,647 |
60 |
1,255.2 |
1,132.1 |
123.1 |
10.0% |
19.8 |
1.6% |
84% |
False |
False |
5,326 |
80 |
1,255.2 |
1,132.1 |
123.1 |
10.0% |
17.9 |
1.5% |
84% |
False |
False |
4,345 |
100 |
1,297.5 |
1,132.1 |
165.4 |
13.4% |
16.4 |
1.3% |
62% |
False |
False |
3,754 |
120 |
1,321.1 |
1,132.1 |
189.0 |
15.3% |
14.9 |
1.2% |
55% |
False |
False |
3,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.2 |
2.618 |
1,297.1 |
1.618 |
1,277.4 |
1.000 |
1,265.2 |
0.618 |
1,257.7 |
HIGH |
1,245.5 |
0.618 |
1,238.0 |
0.500 |
1,235.7 |
0.382 |
1,233.3 |
LOW |
1,225.8 |
0.618 |
1,213.6 |
1.000 |
1,206.1 |
1.618 |
1,193.9 |
2.618 |
1,174.2 |
4.250 |
1,142.1 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,235.7 |
1,234.3 |
PP |
1,235.6 |
1,233.1 |
S1 |
1,235.5 |
1,232.0 |
|