Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
6,678.5 |
6,765.0 |
86.5 |
1.3% |
6,491.0 |
High |
6,785.0 |
6,789.0 |
4.0 |
0.1% |
6,789.0 |
Low |
6,668.5 |
6,737.0 |
68.5 |
1.0% |
6,487.0 |
Close |
6,736.5 |
6,769.0 |
32.5 |
0.5% |
6,769.0 |
Range |
116.5 |
52.0 |
-64.5 |
-55.4% |
302.0 |
ATR |
115.5 |
111.0 |
-4.5 |
-3.9% |
0.0 |
Volume |
130,407 |
95,957 |
-34,450 |
-26.4% |
475,823 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,921.0 |
6,897.0 |
6,797.5 |
|
R3 |
6,869.0 |
6,845.0 |
6,783.5 |
|
R2 |
6,817.0 |
6,817.0 |
6,778.5 |
|
R1 |
6,793.0 |
6,793.0 |
6,774.0 |
6,805.0 |
PP |
6,765.0 |
6,765.0 |
6,765.0 |
6,771.0 |
S1 |
6,741.0 |
6,741.0 |
6,764.0 |
6,753.0 |
S2 |
6,713.0 |
6,713.0 |
6,759.5 |
|
S3 |
6,661.0 |
6,689.0 |
6,754.5 |
|
S4 |
6,609.0 |
6,637.0 |
6,740.5 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,587.5 |
7,480.5 |
6,935.0 |
|
R3 |
7,285.5 |
7,178.5 |
6,852.0 |
|
R2 |
6,983.5 |
6,983.5 |
6,824.5 |
|
R1 |
6,876.5 |
6,876.5 |
6,796.5 |
6,930.0 |
PP |
6,681.5 |
6,681.5 |
6,681.5 |
6,708.5 |
S1 |
6,574.5 |
6,574.5 |
6,741.5 |
6,628.0 |
S2 |
6,379.5 |
6,379.5 |
6,713.5 |
|
S3 |
6,077.5 |
6,272.5 |
6,686.0 |
|
S4 |
5,775.5 |
5,970.5 |
6,603.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,789.0 |
6,487.0 |
302.0 |
4.5% |
73.5 |
1.1% |
93% |
True |
False |
95,164 |
10 |
6,789.0 |
6,234.5 |
554.5 |
8.2% |
107.0 |
1.6% |
96% |
True |
False |
110,219 |
20 |
6,789.0 |
6,234.5 |
554.5 |
8.2% |
102.0 |
1.5% |
96% |
True |
False |
94,202 |
40 |
6,789.0 |
6,068.0 |
721.0 |
10.7% |
100.5 |
1.5% |
97% |
True |
False |
69,398 |
60 |
6,789.0 |
6,068.0 |
721.0 |
10.7% |
79.5 |
1.2% |
97% |
True |
False |
46,319 |
80 |
6,789.0 |
6,010.0 |
779.0 |
11.5% |
74.0 |
1.1% |
97% |
True |
False |
34,781 |
100 |
6,808.5 |
6,010.0 |
798.5 |
11.8% |
60.5 |
0.9% |
95% |
False |
False |
27,828 |
120 |
6,808.5 |
6,010.0 |
798.5 |
11.8% |
52.0 |
0.8% |
95% |
False |
False |
23,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,010.0 |
2.618 |
6,925.0 |
1.618 |
6,873.0 |
1.000 |
6,841.0 |
0.618 |
6,821.0 |
HIGH |
6,789.0 |
0.618 |
6,769.0 |
0.500 |
6,763.0 |
0.382 |
6,757.0 |
LOW |
6,737.0 |
0.618 |
6,705.0 |
1.000 |
6,685.0 |
1.618 |
6,653.0 |
2.618 |
6,601.0 |
4.250 |
6,516.0 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
6,767.0 |
6,741.0 |
PP |
6,765.0 |
6,713.5 |
S1 |
6,763.0 |
6,685.5 |
|