Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,440 |
17,323 |
-117 |
-0.7% |
17,632 |
High |
17,495 |
17,338 |
-157 |
-0.9% |
17,752 |
Low |
17,200 |
17,145 |
-55 |
-0.3% |
17,135 |
Close |
17,297 |
17,215 |
-82 |
-0.5% |
17,573 |
Range |
295 |
193 |
-102 |
-34.6% |
617 |
ATR |
194 |
194 |
0 |
0.0% |
0 |
Volume |
35 |
81 |
46 |
131.4% |
190 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,812 |
17,706 |
17,321 |
|
R3 |
17,619 |
17,513 |
17,268 |
|
R2 |
17,426 |
17,426 |
17,251 |
|
R1 |
17,320 |
17,320 |
17,233 |
17,277 |
PP |
17,233 |
17,233 |
17,233 |
17,211 |
S1 |
17,127 |
17,127 |
17,197 |
17,084 |
S2 |
17,040 |
17,040 |
17,180 |
|
S3 |
16,847 |
16,934 |
17,162 |
|
S4 |
16,654 |
16,741 |
17,109 |
|
|
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 |
17,145 |
617 |
3.6% |
235 |
1.4% |
11% |
False |
True |
32 |
10 |
17,763 |
17,135 |
628 |
3.6% |
237 |
1.4% |
13% |
False |
False |
33 |
20 |
17,960 |
16,963 |
997 |
5.8% |
193 |
1.1% |
25% |
False |
False |
38 |
40 |
17,960 |
16,921 |
1,039 |
6.0% |
125 |
0.7% |
28% |
False |
False |
21 |
60 |
17,960 |
16,262 |
1,698 |
9.9% |
98 |
0.6% |
56% |
False |
False |
16 |
80 |
17,960 |
15,850 |
2,110 |
12.3% |
85 |
0.5% |
65% |
False |
False |
14 |
100 |
17,960 |
15,850 |
2,110 |
12.3% |
68 |
0.4% |
65% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,158 |
2.618 |
17,843 |
1.618 |
17,650 |
1.000 |
17,531 |
0.618 |
17,457 |
HIGH |
17,338 |
0.618 |
17,264 |
0.500 |
17,242 |
0.382 |
17,219 |
LOW |
17,145 |
0.618 |
17,026 |
1.000 |
16,952 |
1.618 |
16,833 |
2.618 |
16,640 |
4.250 |
16,325 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,242 |
17,454 |
PP |
17,233 |
17,374 |
S1 |
17,224 |
17,295 |
|