Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,523 |
17,440 |
-83 |
-0.5% |
17,632 |
High |
17,762 |
17,495 |
-267 |
-1.5% |
17,752 |
Low |
17,375 |
17,200 |
-175 |
-1.0% |
17,135 |
Close |
17,467 |
17,297 |
-170 |
-1.0% |
17,573 |
Range |
387 |
295 |
-92 |
-23.8% |
617 |
ATR |
186 |
194 |
8 |
4.2% |
0 |
Volume |
5 |
35 |
30 |
600.0% |
190 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,216 |
18,051 |
17,459 |
|
R3 |
17,921 |
17,756 |
17,378 |
|
R2 |
17,626 |
17,626 |
17,351 |
|
R1 |
17,461 |
17,461 |
17,324 |
17,396 |
PP |
17,331 |
17,331 |
17,331 |
17,298 |
S1 |
17,166 |
17,166 |
17,270 |
17,101 |
S2 |
17,036 |
17,036 |
17,243 |
|
S3 |
16,741 |
16,871 |
17,216 |
|
S4 |
16,446 |
16,576 |
17,135 |
|
|
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 |
17,762 |
17,200 |
562 |
3.2% |
244 |
1.4% |
17% |
False |
True |
19 |
10 |
17,878 |
17,135 |
743 |
4.3% |
239 |
1.4% |
22% |
False |
False |
26 |
20 |
17,960 |
16,921 |
1,039 |
6.0% |
191 |
1.1% |
36% |
False |
False |
35 |
40 |
17,960 |
16,921 |
1,039 |
6.0% |
120 |
0.7% |
36% |
False |
False |
19 |
60 |
17,960 |
16,175 |
1,785 |
10.3% |
95 |
0.5% |
63% |
False |
False |
15 |
80 |
17,960 |
15,850 |
2,110 |
12.2% |
82 |
0.5% |
69% |
False |
False |
13 |
100 |
17,960 |
15,850 |
2,110 |
12.2% |
66 |
0.4% |
69% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,749 |
2.618 |
18,267 |
1.618 |
17,972 |
1.000 |
17,790 |
0.618 |
17,677 |
HIGH |
17,495 |
0.618 |
17,382 |
0.500 |
17,348 |
0.382 |
17,313 |
LOW |
17,200 |
0.618 |
17,018 |
1.000 |
16,905 |
1.618 |
16,723 |
2.618 |
16,428 |
4.250 |
15,946 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,348 |
17,481 |
PP |
17,331 |
17,420 |
S1 |
17,314 |
17,358 |
|