Trading Metrics calculated at close of trading on 29-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,294.2 |
1,285.4 |
-8.8 |
-0.7% |
1,282.4 |
High |
1,294.6 |
1,287.2 |
-7.4 |
-0.6% |
1,309.0 |
Low |
1,282.9 |
1,253.0 |
-29.9 |
-2.3% |
1,274.2 |
Close |
1,287.9 |
1,256.6 |
-31.3 |
-2.4% |
1,294.3 |
Range |
11.7 |
34.2 |
22.5 |
192.3% |
34.8 |
ATR |
21.1 |
22.1 |
1.0 |
4.7% |
0.0 |
Volume |
4,048 |
8,116 |
4,068 |
100.5% |
18,397 |
|
Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.2 |
1,346.6 |
1,275.4 |
|
R3 |
1,334.0 |
1,312.4 |
1,266.0 |
|
R2 |
1,299.8 |
1,299.8 |
1,262.9 |
|
R1 |
1,278.2 |
1,278.2 |
1,259.7 |
1,271.9 |
PP |
1,265.6 |
1,265.6 |
1,265.6 |
1,262.5 |
S1 |
1,244.0 |
1,244.0 |
1,253.5 |
1,237.7 |
S2 |
1,231.4 |
1,231.4 |
1,250.3 |
|
S3 |
1,197.2 |
1,209.8 |
1,247.2 |
|
S4 |
1,163.0 |
1,175.6 |
1,237.8 |
|
|
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 |
1,303.5 |
1,253.0 |
50.5 |
4.0% |
22.2 |
1.8% |
7% |
False |
True |
6,135 |
10 |
1,309.0 |
1,227.6 |
81.4 |
6.5% |
25.2 |
2.0% |
36% |
False |
False |
5,313 |
20 |
1,309.0 |
1,169.0 |
140.0 |
11.1% |
21.5 |
1.7% |
63% |
False |
False |
4,083 |
40 |
1,309.0 |
1,169.0 |
140.0 |
11.1% |
20.5 |
1.6% |
63% |
False |
False |
3,284 |
60 |
1,309.0 |
1,134.1 |
174.9 |
13.9% |
21.3 |
1.7% |
70% |
False |
False |
3,403 |
80 |
1,309.0 |
1,134.1 |
174.9 |
13.9% |
19.3 |
1.5% |
70% |
False |
False |
2,835 |
100 |
1,309.0 |
1,134.1 |
174.9 |
13.9% |
17.7 |
1.4% |
70% |
False |
False |
2,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,432.6 |
2.618 |
1,376.7 |
1.618 |
1,342.5 |
1.000 |
1,321.4 |
0.618 |
1,308.3 |
HIGH |
1,287.2 |
0.618 |
1,274.1 |
0.500 |
1,270.1 |
0.382 |
1,266.1 |
LOW |
1,253.0 |
0.618 |
1,231.9 |
1.000 |
1,218.8 |
1.618 |
1,197.7 |
2.618 |
1,163.5 |
4.250 |
1,107.7 |
|
|
Fisher Pivots for day following 29-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,270.1 |
1,276.2 |
PP |
1,265.6 |
1,269.7 |
S1 |
1,261.1 |
1,263.1 |
|