Trading Metrics calculated at close of trading on 08-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,239 |
17,514 |
275 |
1.6% |
17,924 |
High |
17,444 |
17,752 |
308 |
1.8% |
17,960 |
Low |
17,239 |
17,514 |
275 |
1.6% |
17,600 |
Close |
17,434 |
17,747 |
313 |
1.8% |
17,640 |
Range |
205 |
238 |
33 |
16.1% |
360 |
ATR |
162 |
173 |
11 |
6.9% |
0 |
Volume |
117 |
15 |
-102 |
-87.2% |
71 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,385 |
18,304 |
17,878 |
|
R3 |
18,147 |
18,066 |
17,813 |
|
R2 |
17,909 |
17,909 |
17,791 |
|
R1 |
17,828 |
17,828 |
17,769 |
17,869 |
PP |
17,671 |
17,671 |
17,671 |
17,691 |
S1 |
17,590 |
17,590 |
17,725 |
17,631 |
S2 |
17,433 |
17,433 |
17,703 |
|
S3 |
17,195 |
17,352 |
17,682 |
|
S4 |
16,957 |
17,114 |
17,616 |
|
|
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 |
17,763 |
17,135 |
628 |
3.5% |
240 |
1.4% |
97% |
False |
False |
35 |
10 |
17,960 |
17,135 |
825 |
4.6% |
162 |
0.9% |
74% |
False |
False |
36 |
20 |
17,960 |
16,921 |
1,039 |
5.9% |
179 |
1.0% |
79% |
False |
False |
33 |
40 |
17,960 |
16,921 |
1,039 |
5.9% |
99 |
0.6% |
79% |
False |
False |
17 |
60 |
17,960 |
15,850 |
2,110 |
11.9% |
83 |
0.5% |
90% |
False |
False |
15 |
80 |
17,960 |
15,850 |
2,110 |
11.9% |
70 |
0.4% |
90% |
False |
False |
12 |
100 |
17,960 |
15,850 |
2,110 |
11.9% |
56 |
0.3% |
90% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,764 |
2.618 |
18,375 |
1.618 |
18,137 |
1.000 |
17,990 |
0.618 |
17,899 |
HIGH |
17,752 |
0.618 |
17,661 |
0.500 |
17,633 |
0.382 |
17,605 |
LOW |
17,514 |
0.618 |
17,367 |
1.000 |
17,276 |
1.618 |
17,129 |
2.618 |
16,891 |
4.250 |
16,503 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,709 |
17,646 |
PP |
17,671 |
17,545 |
S1 |
17,633 |
17,444 |
|