Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,323 |
17,138 |
-185 |
-1.1% |
17,626 |
High |
17,338 |
17,364 |
26 |
0.1% |
17,762 |
Low |
17,145 |
17,100 |
-45 |
-0.3% |
17,100 |
Close |
17,215 |
17,360 |
145 |
0.8% |
17,360 |
Range |
193 |
264 |
71 |
36.8% |
662 |
ATR |
194 |
199 |
5 |
2.6% |
0 |
Volume |
81 |
44 |
-37 |
-45.7% |
188 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,067 |
17,977 |
17,505 |
|
R3 |
17,803 |
17,713 |
17,433 |
|
R2 |
17,539 |
17,539 |
17,409 |
|
R1 |
17,449 |
17,449 |
17,384 |
17,494 |
PP |
17,275 |
17,275 |
17,275 |
17,297 |
S1 |
17,185 |
17,185 |
17,336 |
17,230 |
S2 |
17,011 |
17,011 |
17,312 |
|
S3 |
16,747 |
16,921 |
17,288 |
|
S4 |
16,483 |
16,657 |
17,215 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,393 |
19,039 |
17,724 |
|
R3 |
18,731 |
18,377 |
17,542 |
|
R2 |
18,069 |
18,069 |
17,481 |
|
R1 |
17,715 |
17,715 |
17,421 |
17,561 |
PP |
17,407 |
17,407 |
17,407 |
17,331 |
S1 |
17,053 |
17,053 |
17,299 |
16,899 |
S2 |
16,745 |
16,745 |
17,239 |
|
S3 |
16,083 |
16,391 |
17,178 |
|
S4 |
15,421 |
15,729 |
16,996 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,762 |
17,100 |
662 |
3.8% |
254 |
1.5% |
39% |
False |
True |
37 |
10 |
17,762 |
17,100 |
662 |
3.8% |
247 |
1.4% |
39% |
False |
True |
37 |
20 |
17,960 |
17,100 |
860 |
5.0% |
194 |
1.1% |
30% |
False |
True |
35 |
40 |
17,960 |
16,921 |
1,039 |
6.0% |
131 |
0.8% |
42% |
False |
False |
22 |
60 |
17,960 |
16,262 |
1,698 |
9.8% |
102 |
0.6% |
65% |
False |
False |
16 |
80 |
17,960 |
15,850 |
2,110 |
12.2% |
88 |
0.5% |
72% |
False |
False |
14 |
100 |
17,960 |
15,850 |
2,110 |
12.2% |
70 |
0.4% |
72% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,486 |
2.618 |
18,055 |
1.618 |
17,791 |
1.000 |
17,628 |
0.618 |
17,527 |
HIGH |
17,364 |
0.618 |
17,263 |
0.500 |
17,232 |
0.382 |
17,201 |
LOW |
17,100 |
0.618 |
16,937 |
1.000 |
16,836 |
1.618 |
16,673 |
2.618 |
16,409 |
4.250 |
15,978 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,317 |
17,339 |
PP |
17,275 |
17,318 |
S1 |
17,232 |
17,298 |
|