Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,209.3 |
1,226.2 |
16.9 |
1.4% |
1,180.0 |
High |
1,223.9 |
1,236.8 |
12.9 |
1.1% |
1,223.9 |
Low |
1,209.3 |
1,220.0 |
10.7 |
0.9% |
1,180.0 |
Close |
1,217.6 |
1,234.3 |
16.7 |
1.4% |
1,217.6 |
Range |
14.6 |
16.8 |
2.2 |
15.1% |
43.9 |
ATR |
19.5 |
19.5 |
0.0 |
-0.1% |
0.0 |
Volume |
3,731 |
2,634 |
-1,097 |
-29.4% |
12,689 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.8 |
1,274.3 |
1,243.5 |
|
R3 |
1,264.0 |
1,257.5 |
1,238.9 |
|
R2 |
1,247.2 |
1,247.2 |
1,237.4 |
|
R1 |
1,240.7 |
1,240.7 |
1,235.8 |
1,244.0 |
PP |
1,230.4 |
1,230.4 |
1,230.4 |
1,232.0 |
S1 |
1,223.9 |
1,223.9 |
1,232.8 |
1,227.2 |
S2 |
1,213.6 |
1,213.6 |
1,231.2 |
|
S3 |
1,196.8 |
1,207.1 |
1,229.7 |
|
S4 |
1,180.0 |
1,190.3 |
1,225.1 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.9 |
1,322.1 |
1,241.7 |
|
R3 |
1,295.0 |
1,278.2 |
1,229.7 |
|
R2 |
1,251.1 |
1,251.1 |
1,225.6 |
|
R1 |
1,234.3 |
1,234.3 |
1,221.6 |
1,242.7 |
PP |
1,207.2 |
1,207.2 |
1,207.2 |
1,211.4 |
S1 |
1,190.4 |
1,190.4 |
1,213.6 |
1,198.8 |
S2 |
1,163.3 |
1,163.3 |
1,209.6 |
|
S3 |
1,119.4 |
1,146.5 |
1,205.5 |
|
S4 |
1,075.5 |
1,102.6 |
1,193.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,236.8 |
1,204.8 |
32.0 |
2.6% |
13.6 |
1.1% |
92% |
True |
False |
2,726 |
10 |
1,236.8 |
1,169.0 |
67.8 |
5.5% |
18.8 |
1.5% |
96% |
True |
False |
2,506 |
20 |
1,236.8 |
1,169.0 |
67.8 |
5.5% |
19.0 |
1.5% |
96% |
True |
False |
2,315 |
40 |
1,240.0 |
1,143.2 |
96.8 |
7.8% |
20.7 |
1.7% |
94% |
False |
False |
2,943 |
60 |
1,257.0 |
1,134.1 |
122.9 |
10.0% |
19.2 |
1.6% |
82% |
False |
False |
2,613 |
80 |
1,257.0 |
1,134.1 |
122.9 |
10.0% |
17.6 |
1.4% |
82% |
False |
False |
2,193 |
100 |
1,300.4 |
1,134.1 |
166.3 |
13.5% |
15.6 |
1.3% |
60% |
False |
False |
1,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.2 |
2.618 |
1,280.8 |
1.618 |
1,264.0 |
1.000 |
1,253.6 |
0.618 |
1,247.2 |
HIGH |
1,236.8 |
0.618 |
1,230.4 |
0.500 |
1,228.4 |
0.382 |
1,226.4 |
LOW |
1,220.0 |
0.618 |
1,209.6 |
1.000 |
1,203.2 |
1.618 |
1,192.8 |
2.618 |
1,176.0 |
4.250 |
1,148.6 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,232.3 |
1,230.2 |
PP |
1,230.4 |
1,226.2 |
S1 |
1,228.4 |
1,222.1 |
|