Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,138 |
17,433 |
295 |
1.7% |
17,626 |
High |
17,364 |
17,433 |
69 |
0.4% |
17,762 |
Low |
17,100 |
17,224 |
124 |
0.7% |
17,100 |
Close |
17,360 |
17,389 |
29 |
0.2% |
17,360 |
Range |
264 |
209 |
-55 |
-20.8% |
662 |
ATR |
199 |
200 |
1 |
0.4% |
0 |
Volume |
44 |
146 |
102 |
231.8% |
188 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,976 |
17,891 |
17,504 |
|
R3 |
17,767 |
17,682 |
17,447 |
|
R2 |
17,558 |
17,558 |
17,427 |
|
R1 |
17,473 |
17,473 |
17,408 |
17,411 |
PP |
17,349 |
17,349 |
17,349 |
17,318 |
S1 |
17,264 |
17,264 |
17,370 |
17,202 |
S2 |
17,140 |
17,140 |
17,351 |
|
S3 |
16,931 |
17,055 |
17,332 |
|
S4 |
16,722 |
16,846 |
17,274 |
|
|
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% |
270 |
1.6% |
44% |
False |
False |
62 |
10 |
17,762 |
17,100 |
662 |
3.8% |
236 |
1.4% |
44% |
False |
False |
50 |
20 |
17,960 |
17,100 |
860 |
4.9% |
183 |
1.1% |
34% |
False |
False |
41 |
40 |
17,960 |
16,921 |
1,039 |
6.0% |
137 |
0.8% |
45% |
False |
False |
25 |
60 |
17,960 |
16,455 |
1,505 |
8.7% |
103 |
0.6% |
62% |
False |
False |
19 |
80 |
17,960 |
15,850 |
2,110 |
12.1% |
91 |
0.5% |
73% |
False |
False |
16 |
100 |
17,960 |
15,850 |
2,110 |
12.1% |
73 |
0.4% |
73% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,321 |
2.618 |
17,980 |
1.618 |
17,771 |
1.000 |
17,642 |
0.618 |
17,562 |
HIGH |
17,433 |
0.618 |
17,353 |
0.500 |
17,329 |
0.382 |
17,304 |
LOW |
17,224 |
0.618 |
17,095 |
1.000 |
17,015 |
1.618 |
16,886 |
2.618 |
16,677 |
4.250 |
16,336 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,369 |
17,348 |
PP |
17,349 |
17,307 |
S1 |
17,329 |
17,267 |
|