Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
6,385.5 |
6,388.0 |
2.5 |
0.0% |
6,460.0 |
High |
6,447.0 |
6,529.5 |
82.5 |
1.3% |
6,529.5 |
Low |
6,234.5 |
6,377.5 |
143.0 |
2.3% |
6,234.5 |
Close |
6,413.0 |
6,489.0 |
76.0 |
1.2% |
6,489.0 |
Range |
212.5 |
152.0 |
-60.5 |
-28.5% |
295.0 |
ATR |
120.8 |
123.0 |
2.2 |
1.8% |
0.0 |
Volume |
168,951 |
117,511 |
-51,440 |
-30.4% |
626,372 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,921.5 |
6,857.0 |
6,572.5 |
|
R3 |
6,769.5 |
6,705.0 |
6,531.0 |
|
R2 |
6,617.5 |
6,617.5 |
6,517.0 |
|
R1 |
6,553.0 |
6,553.0 |
6,503.0 |
6,585.0 |
PP |
6,465.5 |
6,465.5 |
6,465.5 |
6,481.5 |
S1 |
6,401.0 |
6,401.0 |
6,475.0 |
6,433.0 |
S2 |
6,313.5 |
6,313.5 |
6,461.0 |
|
S3 |
6,161.5 |
6,249.0 |
6,447.0 |
|
S4 |
6,009.5 |
6,097.0 |
6,405.5 |
|
|
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 |
6,529.5 |
6,234.5 |
295.0 |
4.5% |
140.0 |
2.2% |
86% |
True |
False |
125,274 |
10 |
6,529.5 |
6,234.5 |
295.0 |
4.5% |
132.5 |
2.0% |
86% |
True |
False |
119,881 |
20 |
6,615.0 |
6,178.5 |
436.5 |
6.7% |
110.5 |
1.7% |
71% |
False |
False |
97,198 |
40 |
6,715.0 |
6,068.0 |
647.0 |
10.0% |
96.5 |
1.5% |
65% |
False |
False |
57,555 |
60 |
6,715.0 |
6,068.0 |
647.0 |
10.0% |
76.5 |
1.2% |
65% |
False |
False |
38,428 |
80 |
6,715.0 |
6,010.0 |
705.0 |
10.9% |
70.0 |
1.1% |
68% |
False |
False |
28,833 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.3% |
57.0 |
0.9% |
60% |
False |
False |
23,070 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.3% |
49.0 |
0.8% |
60% |
False |
False |
19,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,175.5 |
2.618 |
6,927.5 |
1.618 |
6,775.5 |
1.000 |
6,681.5 |
0.618 |
6,623.5 |
HIGH |
6,529.5 |
0.618 |
6,471.5 |
0.500 |
6,453.5 |
0.382 |
6,435.5 |
LOW |
6,377.5 |
0.618 |
6,283.5 |
1.000 |
6,225.5 |
1.618 |
6,131.5 |
2.618 |
5,979.5 |
4.250 |
5,731.5 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
6,477.0 |
6,453.5 |
PP |
6,465.5 |
6,417.5 |
S1 |
6,453.5 |
6,382.0 |
|