Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
2,045.75 |
2,028.00 |
-17.75 |
-0.9% |
2,003.25 |
High |
2,047.25 |
2,037.75 |
-9.50 |
-0.5% |
2,054.25 |
Low |
2,005.75 |
1,984.00 |
-21.75 |
-1.1% |
1,990.50 |
Close |
2,022.50 |
1,984.00 |
-38.50 |
-1.9% |
2,036.25 |
Range |
41.50 |
53.75 |
12.25 |
29.5% |
63.75 |
ATR |
30.82 |
32.45 |
1.64 |
5.3% |
0.00 |
Volume |
1,245 |
4,035 |
2,790 |
224.1% |
14,121 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,163.25 |
2,127.25 |
2,013.50 |
|
R3 |
2,109.50 |
2,073.50 |
1,998.75 |
|
R2 |
2,055.75 |
2,055.75 |
1,993.75 |
|
R1 |
2,019.75 |
2,019.75 |
1,989.00 |
2,011.00 |
PP |
2,002.00 |
2,002.00 |
2,002.00 |
1,997.50 |
S1 |
1,966.00 |
1,966.00 |
1,979.00 |
1,957.00 |
S2 |
1,948.25 |
1,948.25 |
1,974.25 |
|
S3 |
1,894.50 |
1,912.25 |
1,969.25 |
|
S4 |
1,840.75 |
1,858.50 |
1,954.50 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,218.25 |
2,191.00 |
2,071.25 |
|
R3 |
2,154.50 |
2,127.25 |
2,053.75 |
|
R2 |
2,090.75 |
2,090.75 |
2,048.00 |
|
R1 |
2,063.50 |
2,063.50 |
2,042.00 |
2,077.00 |
PP |
2,027.00 |
2,027.00 |
2,027.00 |
2,033.75 |
S1 |
1,999.75 |
1,999.75 |
2,030.50 |
2,013.50 |
S2 |
1,963.25 |
1,963.25 |
2,024.50 |
|
S3 |
1,899.50 |
1,936.00 |
2,018.75 |
|
S4 |
1,835.75 |
1,872.25 |
2,001.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,054.25 |
1,984.00 |
70.25 |
3.5% |
36.25 |
1.8% |
0% |
False |
True |
3,017 |
10 |
2,054.25 |
1,963.50 |
90.75 |
4.6% |
36.50 |
1.8% |
23% |
False |
False |
3,572 |
20 |
2,080.75 |
1,963.50 |
117.25 |
5.9% |
34.50 |
1.7% |
17% |
False |
False |
2,800 |
40 |
2,081.25 |
1,954.25 |
127.00 |
6.4% |
28.75 |
1.4% |
23% |
False |
False |
1,802 |
60 |
2,081.25 |
1,954.25 |
127.00 |
6.4% |
23.25 |
1.2% |
23% |
False |
False |
1,298 |
80 |
2,081.25 |
1,806.50 |
274.75 |
13.8% |
25.25 |
1.3% |
65% |
False |
False |
1,016 |
100 |
2,081.25 |
1,806.50 |
274.75 |
13.8% |
23.00 |
1.2% |
65% |
False |
False |
820 |
120 |
2,081.25 |
1,806.50 |
274.75 |
13.8% |
20.25 |
1.0% |
65% |
False |
False |
684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,266.25 |
2.618 |
2,178.50 |
1.618 |
2,124.75 |
1.000 |
2,091.50 |
0.618 |
2,071.00 |
HIGH |
2,037.75 |
0.618 |
2,017.25 |
0.500 |
2,011.00 |
0.382 |
2,004.50 |
LOW |
1,984.00 |
0.618 |
1,950.75 |
1.000 |
1,930.25 |
1.618 |
1,897.00 |
2.618 |
1,843.25 |
4.250 |
1,755.50 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
2,011.00 |
2,015.50 |
PP |
2,002.00 |
2,005.00 |
S1 |
1,993.00 |
1,994.50 |
|