Trading Metrics calculated at close of trading on 27-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
17,345 |
17,521 |
176 |
1.0% |
17,433 |
High |
17,545 |
17,545 |
0 |
0.0% |
17,703 |
Low |
17,345 |
17,150 |
-195 |
-1.1% |
17,224 |
Close |
17,545 |
17,304 |
-241 |
-1.4% |
17,519 |
Range |
200 |
395 |
195 |
97.5% |
479 |
ATR |
199 |
213 |
14 |
7.0% |
0 |
Volume |
30 |
25 |
-5 |
-16.7% |
213 |
|
Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,518 |
18,306 |
17,521 |
|
R3 |
18,123 |
17,911 |
17,413 |
|
R2 |
17,728 |
17,728 |
17,377 |
|
R1 |
17,516 |
17,516 |
17,340 |
17,425 |
PP |
17,333 |
17,333 |
17,333 |
17,287 |
S1 |
17,121 |
17,121 |
17,268 |
17,030 |
S2 |
16,938 |
16,938 |
17,232 |
|
S3 |
16,543 |
16,726 |
17,196 |
|
S4 |
16,148 |
16,331 |
17,087 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,919 |
18,698 |
17,783 |
|
R3 |
18,440 |
18,219 |
17,651 |
|
R2 |
17,961 |
17,961 |
17,607 |
|
R1 |
17,740 |
17,740 |
17,563 |
17,851 |
PP |
17,482 |
17,482 |
17,482 |
17,537 |
S1 |
17,261 |
17,261 |
17,475 |
17,372 |
S2 |
17,003 |
17,003 |
17,431 |
|
S3 |
16,524 |
16,782 |
17,387 |
|
S4 |
16,045 |
16,303 |
17,256 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,703 |
17,150 |
553 |
3.2% |
223 |
1.3% |
28% |
False |
True |
24 |
10 |
17,762 |
17,100 |
662 |
3.8% |
247 |
1.4% |
31% |
False |
False |
43 |
20 |
17,960 |
17,100 |
860 |
5.0% |
214 |
1.2% |
24% |
False |
False |
35 |
40 |
17,960 |
16,921 |
1,039 |
6.0% |
164 |
0.9% |
37% |
False |
False |
28 |
60 |
17,960 |
16,710 |
1,250 |
7.2% |
118 |
0.7% |
48% |
False |
False |
20 |
80 |
17,960 |
15,850 |
2,110 |
12.2% |
105 |
0.6% |
69% |
False |
False |
18 |
100 |
17,960 |
15,850 |
2,110 |
12.2% |
84 |
0.5% |
69% |
False |
False |
14 |
120 |
17,960 |
15,850 |
2,110 |
12.2% |
73 |
0.4% |
69% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,224 |
2.618 |
18,579 |
1.618 |
18,184 |
1.000 |
17,940 |
0.618 |
17,789 |
HIGH |
17,545 |
0.618 |
17,394 |
0.500 |
17,348 |
0.382 |
17,301 |
LOW |
17,150 |
0.618 |
16,906 |
1.000 |
16,755 |
1.618 |
16,511 |
2.618 |
16,116 |
4.250 |
15,471 |
|
|
Fisher Pivots for day following 27-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
17,348 |
17,427 |
PP |
17,333 |
17,386 |
S1 |
17,319 |
17,345 |
|