Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,433 |
17,323 |
-110 |
-0.6% |
17,626 |
High |
17,433 |
17,450 |
17 |
0.1% |
17,762 |
Low |
17,224 |
17,290 |
66 |
0.4% |
17,100 |
Close |
17,389 |
17,419 |
30 |
0.2% |
17,360 |
Range |
209 |
160 |
-49 |
-23.4% |
662 |
ATR |
200 |
197 |
-3 |
-1.4% |
0 |
Volume |
146 |
29 |
-117 |
-80.1% |
188 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,866 |
17,803 |
17,507 |
|
R3 |
17,706 |
17,643 |
17,463 |
|
R2 |
17,546 |
17,546 |
17,448 |
|
R1 |
17,483 |
17,483 |
17,434 |
17,515 |
PP |
17,386 |
17,386 |
17,386 |
17,402 |
S1 |
17,323 |
17,323 |
17,404 |
17,355 |
S2 |
17,226 |
17,226 |
17,390 |
|
S3 |
17,066 |
17,163 |
17,375 |
|
S4 |
16,906 |
17,003 |
17,331 |
|
|
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 |
17,495 |
17,100 |
395 |
2.3% |
224 |
1.3% |
81% |
False |
False |
67 |
10 |
17,762 |
17,100 |
662 |
3.8% |
225 |
1.3% |
48% |
False |
False |
51 |
20 |
17,960 |
17,100 |
860 |
4.9% |
184 |
1.1% |
37% |
False |
False |
39 |
40 |
17,960 |
16,921 |
1,039 |
6.0% |
141 |
0.8% |
48% |
False |
False |
26 |
60 |
17,960 |
16,578 |
1,382 |
7.9% |
105 |
0.6% |
61% |
False |
False |
19 |
80 |
17,960 |
15,850 |
2,110 |
12.1% |
93 |
0.5% |
74% |
False |
False |
16 |
100 |
17,960 |
15,850 |
2,110 |
12.1% |
74 |
0.4% |
74% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,130 |
2.618 |
17,869 |
1.618 |
17,709 |
1.000 |
17,610 |
0.618 |
17,549 |
HIGH |
17,450 |
0.618 |
17,389 |
0.500 |
17,370 |
0.382 |
17,351 |
LOW |
17,290 |
0.618 |
17,191 |
1.000 |
17,130 |
1.618 |
17,031 |
2.618 |
16,871 |
4.250 |
16,610 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,403 |
17,371 |
PP |
17,386 |
17,323 |
S1 |
17,370 |
17,275 |
|