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 |
1,294.8 |
1,302.5 |
7.7 |
0.6% |
1,280.7 |
High |
1,308.8 |
1,303.0 |
-5.8 |
-0.4% |
1,308.8 |
Low |
1,280.0 |
1,285.4 |
5.4 |
0.4% |
1,273.7 |
Close |
1,301.7 |
1,293.6 |
-8.1 |
-0.6% |
1,293.6 |
Range |
28.8 |
17.6 |
-11.2 |
-38.9% |
35.1 |
ATR |
22.5 |
22.1 |
-0.3 |
-1.6% |
0.0 |
Volume |
37,509 |
40,475 |
2,966 |
7.9% |
122,675 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.8 |
1,337.8 |
1,303.3 |
|
R3 |
1,329.2 |
1,320.2 |
1,298.4 |
|
R2 |
1,311.6 |
1,311.6 |
1,296.8 |
|
R1 |
1,302.6 |
1,302.6 |
1,295.2 |
1,298.3 |
PP |
1,294.0 |
1,294.0 |
1,294.0 |
1,291.9 |
S1 |
1,285.0 |
1,285.0 |
1,292.0 |
1,280.7 |
S2 |
1,276.4 |
1,276.4 |
1,290.4 |
|
S3 |
1,258.8 |
1,267.4 |
1,288.8 |
|
S4 |
1,241.2 |
1,249.8 |
1,283.9 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.3 |
1,380.6 |
1,312.9 |
|
R3 |
1,362.2 |
1,345.5 |
1,303.3 |
|
R2 |
1,327.1 |
1,327.1 |
1,300.0 |
|
R1 |
1,310.4 |
1,310.4 |
1,296.8 |
1,318.8 |
PP |
1,292.0 |
1,292.0 |
1,292.0 |
1,296.2 |
S1 |
1,275.3 |
1,275.3 |
1,290.4 |
1,283.7 |
S2 |
1,256.9 |
1,256.9 |
1,287.2 |
|
S3 |
1,221.8 |
1,240.2 |
1,283.9 |
|
S4 |
1,186.7 |
1,205.1 |
1,274.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,308.8 |
1,256.2 |
52.6 |
4.1% |
24.1 |
1.9% |
71% |
False |
False |
29,884 |
10 |
1,308.8 |
1,208.7 |
100.1 |
7.7% |
23.0 |
1.8% |
85% |
False |
False |
25,432 |
20 |
1,308.8 |
1,168.3 |
140.5 |
10.9% |
21.4 |
1.7% |
89% |
False |
False |
15,912 |
40 |
1,308.8 |
1,143.4 |
165.4 |
12.8% |
22.2 |
1.7% |
91% |
False |
False |
10,254 |
60 |
1,308.8 |
1,132.1 |
176.7 |
13.7% |
21.6 |
1.7% |
91% |
False |
False |
8,031 |
80 |
1,308.8 |
1,132.1 |
176.7 |
13.7% |
19.1 |
1.5% |
91% |
False |
False |
6,417 |
100 |
1,308.8 |
1,132.1 |
176.7 |
13.7% |
17.6 |
1.4% |
91% |
False |
False |
5,458 |
120 |
1,321.1 |
1,132.1 |
189.0 |
14.6% |
15.8 |
1.2% |
85% |
False |
False |
4,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,377.8 |
2.618 |
1,349.1 |
1.618 |
1,331.5 |
1.000 |
1,320.6 |
0.618 |
1,313.9 |
HIGH |
1,303.0 |
0.618 |
1,296.3 |
0.500 |
1,294.2 |
0.382 |
1,292.1 |
LOW |
1,285.4 |
0.618 |
1,274.5 |
1.000 |
1,267.8 |
1.618 |
1,256.9 |
2.618 |
1,239.3 |
4.250 |
1,210.6 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,294.2 |
1,294.4 |
PP |
1,294.0 |
1,294.1 |
S1 |
1,293.8 |
1,293.9 |
|