Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
6,548.5 |
6,589.0 |
40.5 |
0.6% |
6,460.0 |
High |
6,589.0 |
6,672.5 |
83.5 |
1.3% |
6,529.5 |
Low |
6,534.5 |
6,582.0 |
47.5 |
0.7% |
6,234.5 |
Close |
6,553.5 |
6,659.0 |
105.5 |
1.6% |
6,489.0 |
Range |
54.5 |
90.5 |
36.0 |
66.1% |
295.0 |
ATR |
114.4 |
114.7 |
0.3 |
0.3% |
0.0 |
Volume |
81,711 |
114,458 |
32,747 |
40.1% |
626,372 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,909.5 |
6,874.5 |
6,709.0 |
|
R3 |
6,819.0 |
6,784.0 |
6,684.0 |
|
R2 |
6,728.5 |
6,728.5 |
6,675.5 |
|
R1 |
6,693.5 |
6,693.5 |
6,667.5 |
6,711.0 |
PP |
6,638.0 |
6,638.0 |
6,638.0 |
6,646.5 |
S1 |
6,603.0 |
6,603.0 |
6,650.5 |
6,620.5 |
S2 |
6,547.5 |
6,547.5 |
6,642.5 |
|
S3 |
6,457.0 |
6,512.5 |
6,634.0 |
|
S4 |
6,366.5 |
6,422.0 |
6,609.0 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,302.5 |
7,191.0 |
6,651.0 |
|
R3 |
7,007.5 |
6,896.0 |
6,570.0 |
|
R2 |
6,712.5 |
6,712.5 |
6,543.0 |
|
R1 |
6,601.0 |
6,601.0 |
6,516.0 |
6,657.0 |
PP |
6,417.5 |
6,417.5 |
6,417.5 |
6,445.5 |
S1 |
6,306.0 |
6,306.0 |
6,462.0 |
6,362.0 |
S2 |
6,122.5 |
6,122.5 |
6,435.0 |
|
S3 |
5,827.5 |
6,011.0 |
6,408.0 |
|
S4 |
5,532.5 |
5,716.0 |
6,327.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,672.5 |
6,234.5 |
438.0 |
6.6% |
113.0 |
1.7% |
97% |
True |
False |
107,184 |
10 |
6,672.5 |
6,234.5 |
438.0 |
6.6% |
111.0 |
1.7% |
97% |
True |
False |
107,631 |
20 |
6,672.5 |
6,234.5 |
438.0 |
6.6% |
99.0 |
1.5% |
97% |
True |
False |
89,355 |
40 |
6,705.0 |
6,068.0 |
637.0 |
9.6% |
98.0 |
1.5% |
93% |
False |
False |
63,792 |
60 |
6,715.0 |
6,068.0 |
647.0 |
9.7% |
78.0 |
1.2% |
91% |
False |
False |
42,553 |
80 |
6,715.0 |
6,010.0 |
705.0 |
10.6% |
72.0 |
1.1% |
92% |
False |
False |
31,951 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.0% |
59.0 |
0.9% |
81% |
False |
False |
25,564 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.0% |
51.0 |
0.8% |
81% |
False |
False |
21,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,057.0 |
2.618 |
6,909.5 |
1.618 |
6,819.0 |
1.000 |
6,763.0 |
0.618 |
6,728.5 |
HIGH |
6,672.5 |
0.618 |
6,638.0 |
0.500 |
6,627.0 |
0.382 |
6,616.5 |
LOW |
6,582.0 |
0.618 |
6,526.0 |
1.000 |
6,491.5 |
1.618 |
6,435.5 |
2.618 |
6,345.0 |
4.250 |
6,197.5 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
6,648.5 |
6,632.5 |
PP |
6,638.0 |
6,606.0 |
S1 |
6,627.0 |
6,580.0 |
|