Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,292.9 |
1,303.5 |
10.6 |
0.8% |
1,282.4 |
High |
1,309.0 |
1,303.5 |
-5.5 |
-0.4% |
1,309.0 |
Low |
1,281.2 |
1,286.3 |
5.1 |
0.4% |
1,274.2 |
Close |
1,302.3 |
1,294.3 |
-8.0 |
-0.6% |
1,294.3 |
Range |
27.8 |
17.2 |
-10.6 |
-38.1% |
34.8 |
ATR |
21.8 |
21.5 |
-0.3 |
-1.5% |
0.0 |
Volume |
5,590 |
7,135 |
1,545 |
27.6% |
18,397 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.3 |
1,337.5 |
1,303.8 |
|
R3 |
1,329.1 |
1,320.3 |
1,299.0 |
|
R2 |
1,311.9 |
1,311.9 |
1,297.5 |
|
R1 |
1,303.1 |
1,303.1 |
1,295.9 |
1,298.9 |
PP |
1,294.7 |
1,294.7 |
1,294.7 |
1,292.6 |
S1 |
1,285.9 |
1,285.9 |
1,292.7 |
1,281.7 |
S2 |
1,277.5 |
1,277.5 |
1,291.1 |
|
S3 |
1,260.3 |
1,268.7 |
1,289.6 |
|
S4 |
1,243.1 |
1,251.5 |
1,284.8 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.9 |
1,380.4 |
1,313.4 |
|
R3 |
1,362.1 |
1,345.6 |
1,303.9 |
|
R2 |
1,327.3 |
1,327.3 |
1,300.7 |
|
R1 |
1,310.8 |
1,310.8 |
1,297.5 |
1,319.1 |
PP |
1,292.5 |
1,292.5 |
1,292.5 |
1,296.6 |
S1 |
1,276.0 |
1,276.0 |
1,291.1 |
1,284.3 |
S2 |
1,257.7 |
1,257.7 |
1,287.9 |
|
S3 |
1,222.9 |
1,241.2 |
1,284.7 |
|
S4 |
1,188.1 |
1,206.4 |
1,275.2 |
|
|
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 |
1,256.9 |
52.1 |
4.0% |
23.6 |
1.8% |
72% |
False |
False |
4,713 |
10 |
1,309.0 |
1,209.3 |
99.7 |
7.7% |
22.4 |
1.7% |
85% |
False |
False |
4,230 |
20 |
1,309.0 |
1,169.0 |
140.0 |
10.8% |
20.4 |
1.6% |
90% |
False |
False |
3,291 |
40 |
1,309.0 |
1,143.2 |
165.8 |
12.8% |
21.4 |
1.7% |
91% |
False |
False |
3,141 |
60 |
1,309.0 |
1,134.1 |
174.9 |
13.5% |
21.3 |
1.6% |
92% |
False |
False |
3,108 |
80 |
1,309.0 |
1,134.1 |
174.9 |
13.5% |
18.9 |
1.5% |
92% |
False |
False |
2,583 |
100 |
1,309.0 |
1,134.1 |
174.9 |
13.5% |
17.2 |
1.3% |
92% |
False |
False |
2,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.6 |
2.618 |
1,348.5 |
1.618 |
1,331.3 |
1.000 |
1,320.7 |
0.618 |
1,314.1 |
HIGH |
1,303.5 |
0.618 |
1,296.9 |
0.500 |
1,294.9 |
0.382 |
1,292.9 |
LOW |
1,286.3 |
0.618 |
1,275.7 |
1.000 |
1,269.1 |
1.618 |
1,258.5 |
2.618 |
1,241.3 |
4.250 |
1,213.2 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,294.9 |
1,295.1 |
PP |
1,294.7 |
1,294.8 |
S1 |
1,294.5 |
1,294.6 |
|