Trading Metrics calculated at close of trading on 26-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,302.5 |
1,294.0 |
-8.5 |
-0.7% |
1,280.7 |
High |
1,303.0 |
1,300.2 |
-2.8 |
-0.2% |
1,308.8 |
Low |
1,285.4 |
1,276.6 |
-8.8 |
-0.7% |
1,273.7 |
Close |
1,293.6 |
1,280.4 |
-13.2 |
-1.0% |
1,293.6 |
Range |
17.6 |
23.6 |
6.0 |
34.1% |
35.1 |
ATR |
22.1 |
22.2 |
0.1 |
0.5% |
0.0 |
Volume |
40,475 |
58,779 |
18,304 |
45.2% |
122,675 |
|
Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.5 |
1,342.1 |
1,293.4 |
|
R3 |
1,332.9 |
1,318.5 |
1,286.9 |
|
R2 |
1,309.3 |
1,309.3 |
1,284.7 |
|
R1 |
1,294.9 |
1,294.9 |
1,282.6 |
1,290.3 |
PP |
1,285.7 |
1,285.7 |
1,285.7 |
1,283.5 |
S1 |
1,271.3 |
1,271.3 |
1,278.2 |
1,266.7 |
S2 |
1,262.1 |
1,262.1 |
1,276.1 |
|
S3 |
1,238.5 |
1,247.7 |
1,273.9 |
|
S4 |
1,214.9 |
1,224.1 |
1,267.4 |
|
|
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 |
1,273.7 |
35.1 |
2.7% |
23.3 |
1.8% |
19% |
False |
False |
36,290 |
10 |
1,308.8 |
1,218.5 |
90.3 |
7.1% |
23.8 |
1.9% |
69% |
False |
False |
29,233 |
20 |
1,308.8 |
1,168.3 |
140.5 |
11.0% |
22.2 |
1.7% |
80% |
False |
False |
18,757 |
40 |
1,308.8 |
1,143.4 |
165.4 |
12.9% |
22.5 |
1.8% |
83% |
False |
False |
11,594 |
60 |
1,308.8 |
1,132.1 |
176.7 |
13.8% |
21.8 |
1.7% |
84% |
False |
False |
8,980 |
80 |
1,308.8 |
1,132.1 |
176.7 |
13.8% |
19.3 |
1.5% |
84% |
False |
False |
7,137 |
100 |
1,308.8 |
1,132.1 |
176.7 |
13.8% |
17.7 |
1.4% |
84% |
False |
False |
6,038 |
120 |
1,321.1 |
1,132.1 |
189.0 |
14.8% |
16.0 |
1.2% |
78% |
False |
False |
5,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.5 |
2.618 |
1,362.0 |
1.618 |
1,338.4 |
1.000 |
1,323.8 |
0.618 |
1,314.8 |
HIGH |
1,300.2 |
0.618 |
1,291.2 |
0.500 |
1,288.4 |
0.382 |
1,285.6 |
LOW |
1,276.6 |
0.618 |
1,262.0 |
1.000 |
1,253.0 |
1.618 |
1,238.4 |
2.618 |
1,214.8 |
4.250 |
1,176.3 |
|
|
Fisher Pivots for day following 26-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,288.4 |
1,292.7 |
PP |
1,285.7 |
1,288.6 |
S1 |
1,283.1 |
1,284.5 |
|