Trading Metrics calculated at close of trading on 26-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,303.5 |
1,293.2 |
-10.3 |
-0.8% |
1,282.4 |
High |
1,303.5 |
1,300.6 |
-2.9 |
-0.2% |
1,309.0 |
Low |
1,286.3 |
1,277.4 |
-8.9 |
-0.7% |
1,274.2 |
Close |
1,294.3 |
1,281.2 |
-13.1 |
-1.0% |
1,294.3 |
Range |
17.2 |
23.2 |
6.0 |
34.9% |
34.8 |
ATR |
21.5 |
21.6 |
0.1 |
0.6% |
0.0 |
Volume |
7,135 |
2,574 |
-4,561 |
-63.9% |
18,397 |
|
Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.0 |
1,341.8 |
1,294.0 |
|
R3 |
1,332.8 |
1,318.6 |
1,287.6 |
|
R2 |
1,309.6 |
1,309.6 |
1,285.5 |
|
R1 |
1,295.4 |
1,295.4 |
1,283.3 |
1,290.9 |
PP |
1,286.4 |
1,286.4 |
1,286.4 |
1,284.2 |
S1 |
1,272.2 |
1,272.2 |
1,279.1 |
1,267.7 |
S2 |
1,263.2 |
1,263.2 |
1,276.9 |
|
S3 |
1,240.0 |
1,249.0 |
1,274.8 |
|
S4 |
1,216.8 |
1,225.8 |
1,268.4 |
|
|
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 |
1,274.2 |
34.8 |
2.7% |
22.9 |
1.8% |
20% |
False |
False |
4,194 |
10 |
1,309.0 |
1,220.0 |
89.0 |
6.9% |
23.2 |
1.8% |
69% |
False |
False |
4,115 |
20 |
1,309.0 |
1,169.0 |
140.0 |
10.9% |
21.2 |
1.7% |
80% |
False |
False |
3,275 |
40 |
1,309.0 |
1,143.2 |
165.8 |
12.9% |
21.7 |
1.7% |
83% |
False |
False |
3,075 |
60 |
1,309.0 |
1,134.1 |
174.9 |
13.7% |
21.5 |
1.7% |
84% |
False |
False |
3,124 |
80 |
1,309.0 |
1,134.1 |
174.9 |
13.7% |
19.0 |
1.5% |
84% |
False |
False |
2,607 |
100 |
1,309.0 |
1,134.1 |
174.9 |
13.7% |
17.3 |
1.3% |
84% |
False |
False |
2,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,399.2 |
2.618 |
1,361.3 |
1.618 |
1,338.1 |
1.000 |
1,323.8 |
0.618 |
1,314.9 |
HIGH |
1,300.6 |
0.618 |
1,291.7 |
0.500 |
1,289.0 |
0.382 |
1,286.3 |
LOW |
1,277.4 |
0.618 |
1,263.1 |
1.000 |
1,254.2 |
1.618 |
1,239.9 |
2.618 |
1,216.7 |
4.250 |
1,178.8 |
|
|
Fisher Pivots for day following 26-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,289.0 |
1,293.2 |
PP |
1,286.4 |
1,289.2 |
S1 |
1,283.8 |
1,285.2 |
|