Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,264.5 |
1,282.4 |
17.9 |
1.4% |
1,226.2 |
High |
1,283.7 |
1,298.7 |
15.0 |
1.2% |
1,283.7 |
Low |
1,256.9 |
1,274.2 |
17.3 |
1.4% |
1,220.0 |
Close |
1,278.5 |
1,295.8 |
17.3 |
1.4% |
1,278.5 |
Range |
26.8 |
24.5 |
-2.3 |
-8.6% |
63.7 |
ATR |
21.1 |
21.3 |
0.2 |
1.2% |
0.0 |
Volume |
5,169 |
2,983 |
-2,186 |
-42.3% |
20,179 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.1 |
1,353.9 |
1,309.3 |
|
R3 |
1,338.6 |
1,329.4 |
1,302.5 |
|
R2 |
1,314.1 |
1,314.1 |
1,300.3 |
|
R1 |
1,304.9 |
1,304.9 |
1,298.0 |
1,309.5 |
PP |
1,289.6 |
1,289.6 |
1,289.6 |
1,291.9 |
S1 |
1,280.4 |
1,280.4 |
1,293.6 |
1,285.0 |
S2 |
1,265.1 |
1,265.1 |
1,291.3 |
|
S3 |
1,240.6 |
1,255.9 |
1,289.1 |
|
S4 |
1,216.1 |
1,231.4 |
1,282.3 |
|
|
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 |
1,298.7 |
1,227.0 |
71.7 |
5.5% |
25.1 |
1.9% |
96% |
True |
False |
4,105 |
10 |
1,298.7 |
1,204.8 |
93.9 |
7.2% |
19.3 |
1.5% |
97% |
True |
False |
3,416 |
20 |
1,298.7 |
1,169.0 |
129.7 |
10.0% |
19.5 |
1.5% |
98% |
True |
False |
2,701 |
40 |
1,298.7 |
1,143.2 |
155.5 |
12.0% |
20.9 |
1.6% |
98% |
True |
False |
2,942 |
60 |
1,298.7 |
1,134.1 |
164.6 |
12.7% |
20.6 |
1.6% |
98% |
True |
False |
2,901 |
80 |
1,298.7 |
1,134.1 |
164.6 |
12.7% |
18.5 |
1.4% |
98% |
True |
False |
2,415 |
100 |
1,298.7 |
1,134.1 |
164.6 |
12.7% |
16.6 |
1.3% |
98% |
True |
False |
2,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,402.8 |
2.618 |
1,362.8 |
1.618 |
1,338.3 |
1.000 |
1,323.2 |
0.618 |
1,313.8 |
HIGH |
1,298.7 |
0.618 |
1,289.3 |
0.500 |
1,286.5 |
0.382 |
1,283.6 |
LOW |
1,274.2 |
0.618 |
1,259.1 |
1.000 |
1,249.7 |
1.618 |
1,234.6 |
2.618 |
1,210.1 |
4.250 |
1,170.1 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,292.7 |
1,284.9 |
PP |
1,289.6 |
1,274.0 |
S1 |
1,286.5 |
1,263.2 |
|