Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,282.4 |
1,294.6 |
12.2 |
1.0% |
1,226.2 |
High |
1,298.7 |
1,308.6 |
9.9 |
0.8% |
1,283.7 |
Low |
1,274.2 |
1,286.9 |
12.7 |
1.0% |
1,220.0 |
Close |
1,295.8 |
1,295.2 |
-0.6 |
0.0% |
1,278.5 |
Range |
24.5 |
21.7 |
-2.8 |
-11.4% |
63.7 |
ATR |
21.3 |
21.3 |
0.0 |
0.1% |
0.0 |
Volume |
2,983 |
2,689 |
-294 |
-9.9% |
20,179 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.0 |
1,350.3 |
1,307.1 |
|
R3 |
1,340.3 |
1,328.6 |
1,301.2 |
|
R2 |
1,318.6 |
1,318.6 |
1,299.2 |
|
R1 |
1,306.9 |
1,306.9 |
1,297.2 |
1,312.8 |
PP |
1,296.9 |
1,296.9 |
1,296.9 |
1,299.8 |
S1 |
1,285.2 |
1,285.2 |
1,293.2 |
1,291.1 |
S2 |
1,275.2 |
1,275.2 |
1,291.2 |
|
S3 |
1,253.5 |
1,263.5 |
1,289.2 |
|
S4 |
1,231.8 |
1,241.8 |
1,283.3 |
|
|
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 |
1,308.6 |
1,227.0 |
81.6 |
6.3% |
26.3 |
2.0% |
84% |
True |
False |
4,138 |
10 |
1,308.6 |
1,207.4 |
101.2 |
7.8% |
19.7 |
1.5% |
87% |
True |
False |
3,553 |
20 |
1,308.6 |
1,169.0 |
139.6 |
10.8% |
20.3 |
1.6% |
90% |
True |
False |
2,710 |
40 |
1,308.6 |
1,143.2 |
165.4 |
12.8% |
21.0 |
1.6% |
92% |
True |
False |
2,961 |
60 |
1,308.6 |
1,134.1 |
174.5 |
13.5% |
20.7 |
1.6% |
92% |
True |
False |
2,932 |
80 |
1,308.6 |
1,134.1 |
174.5 |
13.5% |
18.6 |
1.4% |
92% |
True |
False |
2,441 |
100 |
1,308.6 |
1,134.1 |
174.5 |
13.5% |
16.8 |
1.3% |
92% |
True |
False |
2,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.8 |
2.618 |
1,365.4 |
1.618 |
1,343.7 |
1.000 |
1,330.3 |
0.618 |
1,322.0 |
HIGH |
1,308.6 |
0.618 |
1,300.3 |
0.500 |
1,297.8 |
0.382 |
1,295.2 |
LOW |
1,286.9 |
0.618 |
1,273.5 |
1.000 |
1,265.2 |
1.618 |
1,251.8 |
2.618 |
1,230.1 |
4.250 |
1,194.7 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,297.8 |
1,291.1 |
PP |
1,296.9 |
1,286.9 |
S1 |
1,296.1 |
1,282.8 |
|