Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,231.7 |
1,264.5 |
32.8 |
2.7% |
1,226.2 |
High |
1,268.0 |
1,283.7 |
15.7 |
1.2% |
1,283.7 |
Low |
1,227.6 |
1,256.9 |
29.3 |
2.4% |
1,220.0 |
Close |
1,266.3 |
1,278.5 |
12.2 |
1.0% |
1,278.5 |
Range |
40.4 |
26.8 |
-13.6 |
-33.7% |
63.7 |
ATR |
20.6 |
21.1 |
0.4 |
2.1% |
0.0 |
Volume |
6,031 |
5,169 |
-862 |
-14.3% |
20,179 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.4 |
1,342.8 |
1,293.2 |
|
R3 |
1,326.6 |
1,316.0 |
1,285.9 |
|
R2 |
1,299.8 |
1,299.8 |
1,283.4 |
|
R1 |
1,289.2 |
1,289.2 |
1,281.0 |
1,294.5 |
PP |
1,273.0 |
1,273.0 |
1,273.0 |
1,275.7 |
S1 |
1,262.4 |
1,262.4 |
1,276.0 |
1,267.7 |
S2 |
1,246.2 |
1,246.2 |
1,273.6 |
|
S3 |
1,219.4 |
1,235.6 |
1,271.1 |
|
S4 |
1,192.6 |
1,208.8 |
1,263.8 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,451.8 |
1,428.9 |
1,313.5 |
|
R3 |
1,388.1 |
1,365.2 |
1,296.0 |
|
R2 |
1,324.4 |
1,324.4 |
1,290.2 |
|
R1 |
1,301.5 |
1,301.5 |
1,284.3 |
1,313.0 |
PP |
1,260.7 |
1,260.7 |
1,260.7 |
1,266.5 |
S1 |
1,237.8 |
1,237.8 |
1,272.7 |
1,249.3 |
S2 |
1,197.0 |
1,197.0 |
1,266.8 |
|
S3 |
1,133.3 |
1,174.1 |
1,261.0 |
|
S4 |
1,069.6 |
1,110.4 |
1,243.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,283.7 |
1,220.0 |
63.7 |
5.0% |
23.5 |
1.8% |
92% |
True |
False |
4,035 |
10 |
1,283.7 |
1,180.0 |
103.7 |
8.1% |
19.8 |
1.5% |
95% |
True |
False |
3,286 |
20 |
1,283.7 |
1,169.0 |
114.7 |
9.0% |
19.3 |
1.5% |
95% |
True |
False |
2,706 |
40 |
1,283.7 |
1,143.2 |
140.5 |
11.0% |
20.9 |
1.6% |
96% |
True |
False |
2,989 |
60 |
1,283.7 |
1,134.1 |
149.6 |
11.7% |
20.3 |
1.6% |
97% |
True |
False |
2,869 |
80 |
1,283.7 |
1,134.1 |
149.6 |
11.7% |
18.3 |
1.4% |
97% |
True |
False |
2,390 |
100 |
1,293.5 |
1,134.1 |
159.4 |
12.5% |
16.4 |
1.3% |
91% |
False |
False |
2,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,397.6 |
2.618 |
1,353.9 |
1.618 |
1,327.1 |
1.000 |
1,310.5 |
0.618 |
1,300.3 |
HIGH |
1,283.7 |
0.618 |
1,273.5 |
0.500 |
1,270.3 |
0.382 |
1,267.1 |
LOW |
1,256.9 |
0.618 |
1,240.3 |
1.000 |
1,230.1 |
1.618 |
1,213.5 |
2.618 |
1,186.7 |
4.250 |
1,143.0 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,275.8 |
1,270.8 |
PP |
1,273.0 |
1,263.1 |
S1 |
1,270.3 |
1,255.4 |
|