Trading Metrics calculated at close of trading on 30-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,285.4 |
1,262.1 |
-23.3 |
-1.8% |
1,293.2 |
High |
1,287.2 |
1,286.0 |
-1.2 |
-0.1% |
1,300.6 |
Low |
1,253.0 |
1,258.6 |
5.6 |
0.4% |
1,253.0 |
Close |
1,256.6 |
1,280.0 |
23.4 |
1.9% |
1,280.0 |
Range |
34.2 |
27.4 |
-6.8 |
-19.9% |
47.6 |
ATR |
22.1 |
22.6 |
0.5 |
2.4% |
0.0 |
Volume |
8,116 |
9,575 |
1,459 |
18.0% |
33,116 |
|
Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.1 |
1,345.9 |
1,295.1 |
|
R3 |
1,329.7 |
1,318.5 |
1,287.5 |
|
R2 |
1,302.3 |
1,302.3 |
1,285.0 |
|
R1 |
1,291.1 |
1,291.1 |
1,282.5 |
1,296.7 |
PP |
1,274.9 |
1,274.9 |
1,274.9 |
1,277.7 |
S1 |
1,263.7 |
1,263.7 |
1,277.5 |
1,269.3 |
S2 |
1,247.5 |
1,247.5 |
1,275.0 |
|
S3 |
1,220.1 |
1,236.3 |
1,272.5 |
|
S4 |
1,192.7 |
1,208.9 |
1,264.9 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.7 |
1,397.9 |
1,306.2 |
|
R3 |
1,373.1 |
1,350.3 |
1,293.1 |
|
R2 |
1,325.5 |
1,325.5 |
1,288.7 |
|
R1 |
1,302.7 |
1,302.7 |
1,284.4 |
1,290.3 |
PP |
1,277.9 |
1,277.9 |
1,277.9 |
1,271.7 |
S1 |
1,255.1 |
1,255.1 |
1,275.6 |
1,242.7 |
S2 |
1,230.3 |
1,230.3 |
1,271.3 |
|
S3 |
1,182.7 |
1,207.5 |
1,266.9 |
|
S4 |
1,135.1 |
1,159.9 |
1,253.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,300.6 |
1,253.0 |
47.6 |
3.7% |
24.2 |
1.9% |
57% |
False |
False |
6,623 |
10 |
1,309.0 |
1,253.0 |
56.0 |
4.4% |
23.9 |
1.9% |
48% |
False |
False |
5,668 |
20 |
1,309.0 |
1,169.0 |
140.0 |
10.9% |
21.8 |
1.7% |
79% |
False |
False |
4,286 |
40 |
1,309.0 |
1,169.0 |
140.0 |
10.9% |
20.7 |
1.6% |
79% |
False |
False |
3,312 |
60 |
1,309.0 |
1,134.1 |
174.9 |
13.7% |
21.6 |
1.7% |
83% |
False |
False |
3,491 |
80 |
1,309.0 |
1,134.1 |
174.9 |
13.7% |
19.4 |
1.5% |
83% |
False |
False |
2,942 |
100 |
1,309.0 |
1,134.1 |
174.9 |
13.7% |
17.9 |
1.4% |
83% |
False |
False |
2,489 |
120 |
1,320.0 |
1,134.1 |
185.9 |
14.5% |
16.0 |
1.2% |
78% |
False |
False |
2,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,402.5 |
2.618 |
1,357.7 |
1.618 |
1,330.3 |
1.000 |
1,313.4 |
0.618 |
1,302.9 |
HIGH |
1,286.0 |
0.618 |
1,275.5 |
0.500 |
1,272.3 |
0.382 |
1,269.1 |
LOW |
1,258.6 |
0.618 |
1,241.7 |
1.000 |
1,231.2 |
1.618 |
1,214.3 |
2.618 |
1,186.9 |
4.250 |
1,142.2 |
|
|
Fisher Pivots for day following 30-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,277.4 |
1,277.9 |
PP |
1,274.9 |
1,275.9 |
S1 |
1,272.3 |
1,273.8 |
|