Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,514 |
17,727 |
213 |
1.2% |
17,632 |
High |
17,752 |
17,727 |
-25 |
-0.1% |
17,752 |
Low |
17,514 |
17,560 |
46 |
0.3% |
17,135 |
Close |
17,747 |
17,573 |
-174 |
-1.0% |
17,573 |
Range |
238 |
167 |
-71 |
-29.8% |
617 |
ATR |
173 |
174 |
1 |
0.6% |
0 |
Volume |
15 |
19 |
4 |
26.7% |
190 |
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,121 |
18,014 |
17,665 |
|
R3 |
17,954 |
17,847 |
17,619 |
|
R2 |
17,787 |
17,787 |
17,604 |
|
R1 |
17,680 |
17,680 |
17,588 |
17,650 |
PP |
17,620 |
17,620 |
17,620 |
17,605 |
S1 |
17,513 |
17,513 |
17,558 |
17,483 |
S2 |
17,453 |
17,453 |
17,543 |
|
S3 |
17,286 |
17,346 |
17,527 |
|
S4 |
17,119 |
17,179 |
17,481 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,338 |
19,072 |
17,912 |
|
R3 |
18,721 |
18,455 |
17,743 |
|
R2 |
18,104 |
18,104 |
17,686 |
|
R1 |
17,838 |
17,838 |
17,630 |
17,663 |
PP |
17,487 |
17,487 |
17,487 |
17,399 |
S1 |
17,221 |
17,221 |
17,517 |
17,046 |
S2 |
16,870 |
16,870 |
17,460 |
|
S3 |
16,253 |
16,604 |
17,403 |
|
S4 |
15,636 |
15,987 |
17,234 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,752 |
17,135 |
617 |
3.5% |
241 |
1.4% |
71% |
False |
False |
38 |
10 |
17,960 |
17,135 |
825 |
4.7% |
172 |
1.0% |
53% |
False |
False |
31 |
20 |
17,960 |
16,921 |
1,039 |
5.9% |
183 |
1.0% |
63% |
False |
False |
33 |
40 |
17,960 |
16,921 |
1,039 |
5.9% |
103 |
0.6% |
63% |
False |
False |
17 |
60 |
17,960 |
15,850 |
2,110 |
12.0% |
85 |
0.5% |
82% |
False |
False |
15 |
80 |
17,960 |
15,850 |
2,110 |
12.0% |
72 |
0.4% |
82% |
False |
False |
12 |
100 |
17,960 |
15,850 |
2,110 |
12.0% |
58 |
0.3% |
82% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,437 |
2.618 |
18,164 |
1.618 |
17,997 |
1.000 |
17,894 |
0.618 |
17,830 |
HIGH |
17,727 |
0.618 |
17,663 |
0.500 |
17,644 |
0.382 |
17,624 |
LOW |
17,560 |
0.618 |
17,457 |
1.000 |
17,393 |
1.618 |
17,290 |
2.618 |
17,123 |
4.250 |
16,850 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,644 |
17,547 |
PP |
17,620 |
17,521 |
S1 |
17,597 |
17,496 |
|