Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,283.0 |
1,294.2 |
11.2 |
0.9% |
1,282.4 |
High |
1,299.4 |
1,294.6 |
-4.8 |
-0.4% |
1,309.0 |
Low |
1,274.7 |
1,282.9 |
8.2 |
0.6% |
1,274.2 |
Close |
1,293.7 |
1,287.9 |
-5.8 |
-0.4% |
1,294.3 |
Range |
24.7 |
11.7 |
-13.0 |
-52.6% |
34.8 |
ATR |
21.8 |
21.1 |
-0.7 |
-3.3% |
0.0 |
Volume |
8,803 |
4,048 |
-4,755 |
-54.0% |
18,397 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.6 |
1,317.4 |
1,294.3 |
|
R3 |
1,311.9 |
1,305.7 |
1,291.1 |
|
R2 |
1,300.2 |
1,300.2 |
1,290.0 |
|
R1 |
1,294.0 |
1,294.0 |
1,289.0 |
1,291.3 |
PP |
1,288.5 |
1,288.5 |
1,288.5 |
1,287.1 |
S1 |
1,282.3 |
1,282.3 |
1,286.8 |
1,279.6 |
S2 |
1,276.8 |
1,276.8 |
1,285.8 |
|
S3 |
1,265.1 |
1,270.6 |
1,284.7 |
|
S4 |
1,253.4 |
1,258.9 |
1,281.5 |
|
|
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 |
1,274.7 |
34.3 |
2.7% |
20.9 |
1.6% |
38% |
False |
False |
5,630 |
10 |
1,309.0 |
1,227.0 |
82.0 |
6.4% |
23.6 |
1.8% |
74% |
False |
False |
4,884 |
20 |
1,309.0 |
1,169.0 |
140.0 |
10.9% |
21.1 |
1.6% |
85% |
False |
False |
3,793 |
40 |
1,309.0 |
1,143.2 |
165.8 |
12.9% |
21.6 |
1.7% |
87% |
False |
False |
3,111 |
60 |
1,309.0 |
1,134.1 |
174.9 |
13.6% |
21.4 |
1.7% |
88% |
False |
False |
3,306 |
80 |
1,309.0 |
1,134.1 |
174.9 |
13.6% |
19.2 |
1.5% |
88% |
False |
False |
2,741 |
100 |
1,309.0 |
1,134.1 |
174.9 |
13.6% |
17.5 |
1.4% |
88% |
False |
False |
2,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.3 |
2.618 |
1,325.2 |
1.618 |
1,313.5 |
1.000 |
1,306.3 |
0.618 |
1,301.8 |
HIGH |
1,294.6 |
0.618 |
1,290.1 |
0.500 |
1,288.8 |
0.382 |
1,287.4 |
LOW |
1,282.9 |
0.618 |
1,275.7 |
1.000 |
1,271.2 |
1.618 |
1,264.0 |
2.618 |
1,252.3 |
4.250 |
1,233.2 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,288.8 |
1,287.8 |
PP |
1,288.5 |
1,287.7 |
S1 |
1,288.2 |
1,287.7 |
|