Trading Metrics calculated at close of trading on 29-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,293.5 |
1,284.0 |
-9.5 |
-0.7% |
1,280.7 |
High |
1,294.6 |
1,286.6 |
-8.0 |
-0.6% |
1,308.8 |
Low |
1,280.2 |
1,252.1 |
-28.1 |
-2.2% |
1,273.7 |
Close |
1,287.2 |
1,255.9 |
-31.3 |
-2.4% |
1,293.6 |
Range |
14.4 |
34.5 |
20.1 |
139.6% |
35.1 |
ATR |
21.9 |
22.8 |
0.9 |
4.3% |
0.0 |
Volume |
150,972 |
243,648 |
92,676 |
61.4% |
122,675 |
|
Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.4 |
1,346.6 |
1,274.9 |
|
R3 |
1,333.9 |
1,312.1 |
1,265.4 |
|
R2 |
1,299.4 |
1,299.4 |
1,262.2 |
|
R1 |
1,277.6 |
1,277.6 |
1,259.1 |
1,271.3 |
PP |
1,264.9 |
1,264.9 |
1,264.9 |
1,261.7 |
S1 |
1,243.1 |
1,243.1 |
1,252.7 |
1,236.8 |
S2 |
1,230.4 |
1,230.4 |
1,249.6 |
|
S3 |
1,195.9 |
1,208.6 |
1,246.4 |
|
S4 |
1,161.4 |
1,174.1 |
1,236.9 |
|
|
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 |
1,303.0 |
1,252.1 |
50.9 |
4.1% |
23.1 |
1.8% |
7% |
False |
True |
116,782 |
10 |
1,308.8 |
1,227.5 |
81.3 |
6.5% |
25.9 |
2.1% |
35% |
False |
False |
71,589 |
20 |
1,308.8 |
1,168.3 |
140.5 |
11.2% |
22.5 |
1.8% |
62% |
False |
False |
42,539 |
40 |
1,308.8 |
1,168.3 |
140.5 |
11.2% |
21.4 |
1.7% |
62% |
False |
False |
23,189 |
60 |
1,308.8 |
1,132.1 |
176.7 |
14.1% |
21.7 |
1.7% |
70% |
False |
False |
16,961 |
80 |
1,308.8 |
1,132.1 |
176.7 |
14.1% |
19.6 |
1.6% |
70% |
False |
False |
13,137 |
100 |
1,308.8 |
1,132.1 |
176.7 |
14.1% |
18.1 |
1.4% |
70% |
False |
False |
10,820 |
120 |
1,321.1 |
1,132.1 |
189.0 |
15.0% |
16.4 |
1.3% |
66% |
False |
False |
9,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,433.2 |
2.618 |
1,376.9 |
1.618 |
1,342.4 |
1.000 |
1,321.1 |
0.618 |
1,307.9 |
HIGH |
1,286.6 |
0.618 |
1,273.4 |
0.500 |
1,269.4 |
0.382 |
1,265.3 |
LOW |
1,252.1 |
0.618 |
1,230.8 |
1.000 |
1,217.6 |
1.618 |
1,196.3 |
2.618 |
1,161.8 |
4.250 |
1,105.5 |
|
|
Fisher Pivots for day following 29-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,269.4 |
1,275.4 |
PP |
1,264.9 |
1,268.9 |
S1 |
1,260.4 |
1,262.4 |
|