Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,234.5 |
1,231.7 |
-2.8 |
-0.2% |
1,180.0 |
High |
1,245.3 |
1,268.0 |
22.7 |
1.8% |
1,223.9 |
Low |
1,227.0 |
1,227.6 |
0.6 |
0.0% |
1,180.0 |
Close |
1,236.0 |
1,266.3 |
30.3 |
2.5% |
1,217.6 |
Range |
18.3 |
40.4 |
22.1 |
120.8% |
43.9 |
ATR |
19.1 |
20.6 |
1.5 |
8.0% |
0.0 |
Volume |
3,822 |
6,031 |
2,209 |
57.8% |
12,689 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.2 |
1,361.1 |
1,288.5 |
|
R3 |
1,334.8 |
1,320.7 |
1,277.4 |
|
R2 |
1,294.4 |
1,294.4 |
1,273.7 |
|
R1 |
1,280.3 |
1,280.3 |
1,270.0 |
1,287.4 |
PP |
1,254.0 |
1,254.0 |
1,254.0 |
1,257.5 |
S1 |
1,239.9 |
1,239.9 |
1,262.6 |
1,247.0 |
S2 |
1,213.6 |
1,213.6 |
1,258.9 |
|
S3 |
1,173.2 |
1,199.5 |
1,255.2 |
|
S4 |
1,132.8 |
1,159.1 |
1,244.1 |
|
|
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 |
1,268.0 |
1,209.3 |
58.7 |
4.6% |
21.1 |
1.7% |
97% |
True |
False |
3,748 |
10 |
1,268.0 |
1,169.0 |
99.0 |
7.8% |
19.7 |
1.6% |
98% |
True |
False |
2,904 |
20 |
1,268.0 |
1,169.0 |
99.0 |
7.8% |
18.9 |
1.5% |
98% |
True |
False |
2,598 |
40 |
1,268.0 |
1,143.2 |
124.8 |
9.9% |
20.8 |
1.6% |
99% |
True |
False |
2,939 |
60 |
1,268.0 |
1,134.1 |
133.9 |
10.6% |
20.0 |
1.6% |
99% |
True |
False |
2,787 |
80 |
1,268.0 |
1,134.1 |
133.9 |
10.6% |
18.2 |
1.4% |
99% |
True |
False |
2,337 |
100 |
1,293.5 |
1,134.1 |
159.4 |
12.6% |
16.1 |
1.3% |
83% |
False |
False |
1,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.7 |
2.618 |
1,373.8 |
1.618 |
1,333.4 |
1.000 |
1,308.4 |
0.618 |
1,293.0 |
HIGH |
1,268.0 |
0.618 |
1,252.6 |
0.500 |
1,247.8 |
0.382 |
1,243.0 |
LOW |
1,227.6 |
0.618 |
1,202.6 |
1.000 |
1,187.2 |
1.618 |
1,162.2 |
2.618 |
1,121.8 |
4.250 |
1,055.9 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,260.1 |
1,260.0 |
PP |
1,254.0 |
1,253.8 |
S1 |
1,247.8 |
1,247.5 |
|