Trading Metrics calculated at close of trading on 06-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,632 |
17,408 |
-224 |
-1.3% |
17,924 |
High |
17,638 |
17,408 |
-230 |
-1.3% |
17,960 |
Low |
17,318 |
17,135 |
-183 |
-1.1% |
17,600 |
Close |
17,371 |
17,217 |
-154 |
-0.9% |
17,640 |
Range |
320 |
273 |
-47 |
-14.7% |
360 |
ATR |
148 |
157 |
9 |
6.1% |
0 |
Volume |
16 |
23 |
7 |
43.8% |
71 |
|
Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,072 |
17,918 |
17,367 |
|
R3 |
17,799 |
17,645 |
17,292 |
|
R2 |
17,526 |
17,526 |
17,267 |
|
R1 |
17,372 |
17,372 |
17,242 |
17,313 |
PP |
17,253 |
17,253 |
17,253 |
17,224 |
S1 |
17,099 |
17,099 |
17,192 |
17,040 |
S2 |
16,980 |
16,980 |
17,167 |
|
S3 |
16,707 |
16,826 |
17,142 |
|
S4 |
16,434 |
16,553 |
17,067 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,813 |
18,587 |
17,838 |
|
R3 |
18,453 |
18,227 |
17,739 |
|
R2 |
18,093 |
18,093 |
17,706 |
|
R1 |
17,867 |
17,867 |
17,673 |
17,800 |
PP |
17,733 |
17,733 |
17,733 |
17,700 |
S1 |
17,507 |
17,507 |
17,607 |
17,440 |
S2 |
17,373 |
17,373 |
17,574 |
|
S3 |
17,013 |
17,147 |
17,541 |
|
S4 |
16,653 |
16,787 |
17,442 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,878 |
17,135 |
743 |
4.3% |
199 |
1.2% |
11% |
False |
True |
12 |
10 |
17,960 |
17,135 |
825 |
4.8% |
142 |
0.8% |
10% |
False |
True |
27 |
20 |
17,960 |
16,921 |
1,039 |
6.0% |
165 |
1.0% |
28% |
False |
False |
27 |
40 |
17,960 |
16,921 |
1,039 |
6.0% |
89 |
0.5% |
28% |
False |
False |
14 |
60 |
17,960 |
15,850 |
2,110 |
12.3% |
80 |
0.5% |
65% |
False |
False |
13 |
80 |
17,960 |
15,850 |
2,110 |
12.3% |
65 |
0.4% |
65% |
False |
False |
10 |
100 |
17,960 |
15,850 |
2,110 |
12.3% |
52 |
0.3% |
65% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,568 |
2.618 |
18,123 |
1.618 |
17,850 |
1.000 |
17,681 |
0.618 |
17,577 |
HIGH |
17,408 |
0.618 |
17,304 |
0.500 |
17,272 |
0.382 |
17,239 |
LOW |
17,135 |
0.618 |
16,966 |
1.000 |
16,862 |
1.618 |
16,693 |
2.618 |
16,420 |
4.250 |
15,975 |
|
|
Fisher Pivots for day following 06-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,272 |
17,449 |
PP |
17,253 |
17,372 |
S1 |
17,235 |
17,294 |
|