Trading Metrics calculated at close of trading on 07-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,408 |
17,239 |
-169 |
-1.0% |
17,924 |
High |
17,408 |
17,444 |
36 |
0.2% |
17,960 |
Low |
17,135 |
17,239 |
104 |
0.6% |
17,600 |
Close |
17,217 |
17,434 |
217 |
1.3% |
17,640 |
Range |
273 |
205 |
-68 |
-24.9% |
360 |
ATR |
157 |
162 |
5 |
3.2% |
0 |
Volume |
23 |
117 |
94 |
408.7% |
71 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,987 |
17,916 |
17,547 |
|
R3 |
17,782 |
17,711 |
17,491 |
|
R2 |
17,577 |
17,577 |
17,472 |
|
R1 |
17,506 |
17,506 |
17,453 |
17,542 |
PP |
17,372 |
17,372 |
17,372 |
17,390 |
S1 |
17,301 |
17,301 |
17,415 |
17,337 |
S2 |
17,167 |
17,167 |
17,397 |
|
S3 |
16,962 |
17,096 |
17,378 |
|
S4 |
16,757 |
16,891 |
17,321 |
|
|
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% |
234 |
1.3% |
40% |
False |
False |
34 |
10 |
17,960 |
17,135 |
825 |
4.7% |
145 |
0.8% |
36% |
False |
False |
36 |
20 |
17,960 |
16,921 |
1,039 |
6.0% |
172 |
1.0% |
49% |
False |
False |
32 |
40 |
17,960 |
16,921 |
1,039 |
6.0% |
94 |
0.5% |
49% |
False |
False |
17 |
60 |
17,960 |
15,850 |
2,110 |
12.1% |
81 |
0.5% |
75% |
False |
False |
15 |
80 |
17,960 |
15,850 |
2,110 |
12.1% |
67 |
0.4% |
75% |
False |
False |
12 |
100 |
17,960 |
15,850 |
2,110 |
12.1% |
54 |
0.3% |
75% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,315 |
2.618 |
17,981 |
1.618 |
17,776 |
1.000 |
17,649 |
0.618 |
17,571 |
HIGH |
17,444 |
0.618 |
17,366 |
0.500 |
17,342 |
0.382 |
17,317 |
LOW |
17,239 |
0.618 |
17,112 |
1.000 |
17,034 |
1.618 |
16,907 |
2.618 |
16,702 |
4.250 |
16,368 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,403 |
17,418 |
PP |
17,372 |
17,402 |
S1 |
17,342 |
17,387 |
|