Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,294.6 |
1,292.9 |
-1.7 |
-0.1% |
1,226.2 |
High |
1,308.6 |
1,309.0 |
0.4 |
0.0% |
1,283.7 |
Low |
1,286.9 |
1,281.2 |
-5.7 |
-0.4% |
1,220.0 |
Close |
1,295.2 |
1,302.3 |
7.1 |
0.5% |
1,278.5 |
Range |
21.7 |
27.8 |
6.1 |
28.1% |
63.7 |
ATR |
21.3 |
21.8 |
0.5 |
2.2% |
0.0 |
Volume |
2,689 |
5,590 |
2,901 |
107.9% |
20,179 |
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.9 |
1,369.4 |
1,317.6 |
|
R3 |
1,353.1 |
1,341.6 |
1,309.9 |
|
R2 |
1,325.3 |
1,325.3 |
1,307.4 |
|
R1 |
1,313.8 |
1,313.8 |
1,304.8 |
1,319.6 |
PP |
1,297.5 |
1,297.5 |
1,297.5 |
1,300.4 |
S1 |
1,286.0 |
1,286.0 |
1,299.8 |
1,291.8 |
S2 |
1,269.7 |
1,269.7 |
1,297.2 |
|
S3 |
1,241.9 |
1,258.2 |
1,294.7 |
|
S4 |
1,214.1 |
1,230.4 |
1,287.0 |
|
|
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 |
1,309.0 |
1,227.6 |
81.4 |
6.3% |
28.2 |
2.2% |
92% |
True |
False |
4,492 |
10 |
1,309.0 |
1,207.4 |
101.6 |
7.8% |
21.6 |
1.7% |
93% |
True |
False |
3,773 |
20 |
1,309.0 |
1,169.0 |
140.0 |
10.8% |
20.1 |
1.5% |
95% |
True |
False |
2,970 |
40 |
1,309.0 |
1,143.2 |
165.8 |
12.7% |
21.2 |
1.6% |
96% |
True |
False |
3,079 |
60 |
1,309.0 |
1,134.1 |
174.9 |
13.4% |
21.1 |
1.6% |
96% |
True |
False |
3,016 |
80 |
1,309.0 |
1,134.1 |
174.9 |
13.4% |
18.8 |
1.4% |
96% |
True |
False |
2,501 |
100 |
1,309.0 |
1,134.1 |
174.9 |
13.4% |
17.0 |
1.3% |
96% |
True |
False |
2,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.2 |
2.618 |
1,381.8 |
1.618 |
1,354.0 |
1.000 |
1,336.8 |
0.618 |
1,326.2 |
HIGH |
1,309.0 |
0.618 |
1,298.4 |
0.500 |
1,295.1 |
0.382 |
1,291.8 |
LOW |
1,281.2 |
0.618 |
1,264.0 |
1.000 |
1,253.4 |
1.618 |
1,236.2 |
2.618 |
1,208.4 |
4.250 |
1,163.1 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,299.9 |
1,298.7 |
PP |
1,297.5 |
1,295.2 |
S1 |
1,295.1 |
1,291.6 |
|