Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,727 |
17,626 |
-101 |
-0.6% |
17,632 |
High |
17,727 |
17,626 |
-101 |
-0.6% |
17,752 |
Low |
17,560 |
17,495 |
-65 |
-0.4% |
17,135 |
Close |
17,573 |
17,495 |
-78 |
-0.4% |
17,573 |
Range |
167 |
131 |
-36 |
-21.6% |
617 |
ATR |
174 |
171 |
-3 |
-1.8% |
0 |
Volume |
19 |
23 |
4 |
21.1% |
190 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,932 |
17,844 |
17,567 |
|
R3 |
17,801 |
17,713 |
17,531 |
|
R2 |
17,670 |
17,670 |
17,519 |
|
R1 |
17,582 |
17,582 |
17,507 |
17,561 |
PP |
17,539 |
17,539 |
17,539 |
17,528 |
S1 |
17,451 |
17,451 |
17,483 |
17,430 |
S2 |
17,408 |
17,408 |
17,471 |
|
S3 |
17,277 |
17,320 |
17,459 |
|
S4 |
17,146 |
17,189 |
17,423 |
|
|
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% |
203 |
1.2% |
58% |
False |
False |
39 |
10 |
17,960 |
17,135 |
825 |
4.7% |
182 |
1.0% |
44% |
False |
False |
28 |
20 |
17,960 |
16,921 |
1,039 |
5.9% |
182 |
1.0% |
55% |
False |
False |
34 |
40 |
17,960 |
16,921 |
1,039 |
5.9% |
105 |
0.6% |
55% |
False |
False |
18 |
60 |
17,960 |
15,858 |
2,102 |
12.0% |
83 |
0.5% |
78% |
False |
False |
15 |
80 |
17,960 |
15,850 |
2,110 |
12.1% |
74 |
0.4% |
78% |
False |
False |
12 |
100 |
17,960 |
15,850 |
2,110 |
12.1% |
59 |
0.3% |
78% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,183 |
2.618 |
17,969 |
1.618 |
17,838 |
1.000 |
17,757 |
0.618 |
17,707 |
HIGH |
17,626 |
0.618 |
17,576 |
0.500 |
17,561 |
0.382 |
17,545 |
LOW |
17,495 |
0.618 |
17,414 |
1.000 |
17,364 |
1.618 |
17,283 |
2.618 |
17,152 |
4.250 |
16,938 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,561 |
17,624 |
PP |
17,539 |
17,581 |
S1 |
17,517 |
17,538 |
|