Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
4,266.75 |
4,206.00 |
-60.75 |
-1.4% |
4,138.75 |
High |
4,271.00 |
4,234.50 |
-36.50 |
-0.9% |
4,286.25 |
Low |
4,142.75 |
4,119.50 |
-23.25 |
-0.6% |
4,109.00 |
Close |
4,177.50 |
4,124.25 |
-53.25 |
-1.3% |
4,267.00 |
Range |
128.25 |
115.00 |
-13.25 |
-10.3% |
177.25 |
ATR |
74.35 |
77.25 |
2.90 |
3.9% |
0.00 |
Volume |
363,818 |
363,115 |
-703 |
-0.2% |
1,240,199 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,504.50 |
4,429.25 |
4,187.50 |
|
R3 |
4,389.50 |
4,314.25 |
4,156.00 |
|
R2 |
4,274.50 |
4,274.50 |
4,145.25 |
|
R1 |
4,199.25 |
4,199.25 |
4,134.75 |
4,179.50 |
PP |
4,159.50 |
4,159.50 |
4,159.50 |
4,149.50 |
S1 |
4,084.25 |
4,084.25 |
4,113.75 |
4,064.50 |
S2 |
4,044.50 |
4,044.50 |
4,103.25 |
|
S3 |
3,929.50 |
3,969.25 |
4,092.50 |
|
S4 |
3,814.50 |
3,854.25 |
4,061.00 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,752.50 |
4,687.00 |
4,364.50 |
|
R3 |
4,575.25 |
4,509.75 |
4,315.75 |
|
R2 |
4,398.00 |
4,398.00 |
4,299.50 |
|
R1 |
4,332.50 |
4,332.50 |
4,283.25 |
4,365.25 |
PP |
4,220.75 |
4,220.75 |
4,220.75 |
4,237.00 |
S1 |
4,155.25 |
4,155.25 |
4,250.75 |
4,188.00 |
S2 |
4,043.50 |
4,043.50 |
4,234.50 |
|
S3 |
3,866.25 |
3,978.00 |
4,218.25 |
|
S4 |
3,689.00 |
3,800.75 |
4,169.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,286.25 |
4,119.50 |
166.75 |
4.0% |
86.00 |
2.1% |
3% |
False |
True |
296,019 |
10 |
4,286.25 |
4,041.50 |
244.75 |
5.9% |
85.50 |
2.1% |
34% |
False |
False |
342,061 |
20 |
4,318.00 |
4,041.50 |
276.50 |
6.7% |
81.75 |
2.0% |
30% |
False |
False |
319,269 |
40 |
4,330.00 |
4,041.50 |
288.50 |
7.0% |
69.75 |
1.7% |
29% |
False |
False |
247,317 |
60 |
4,342.25 |
4,041.50 |
300.75 |
7.3% |
58.75 |
1.4% |
28% |
False |
False |
165,084 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.9% |
62.75 |
1.5% |
67% |
False |
False |
123,883 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.9% |
58.50 |
1.4% |
67% |
False |
False |
99,124 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.9% |
51.00 |
1.2% |
67% |
False |
False |
82,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,723.25 |
2.618 |
4,535.50 |
1.618 |
4,420.50 |
1.000 |
4,349.50 |
0.618 |
4,305.50 |
HIGH |
4,234.50 |
0.618 |
4,190.50 |
0.500 |
4,177.00 |
0.382 |
4,163.50 |
LOW |
4,119.50 |
0.618 |
4,048.50 |
1.000 |
4,004.50 |
1.618 |
3,933.50 |
2.618 |
3,818.50 |
4.250 |
3,630.75 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,177.00 |
4,199.00 |
PP |
4,159.50 |
4,174.00 |
S1 |
4,141.75 |
4,149.00 |
|