| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,542 |
17,396 |
-146 |
-0.8% |
17,726 |
| High |
17,568 |
17,533 |
-35 |
-0.2% |
17,864 |
| Low |
17,183 |
17,190 |
7 |
0.0% |
17,176 |
| Close |
17,365 |
17,283 |
-82 |
-0.5% |
17,649 |
| Range |
385 |
343 |
-42 |
-10.9% |
688 |
| ATR |
248 |
255 |
7 |
2.7% |
0 |
| Volume |
328,082 |
298,348 |
-29,734 |
-9.1% |
970,035 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,364 |
18,167 |
17,472 |
|
| R3 |
18,021 |
17,824 |
17,377 |
|
| R2 |
17,678 |
17,678 |
17,346 |
|
| R1 |
17,481 |
17,481 |
17,315 |
17,408 |
| PP |
17,335 |
17,335 |
17,335 |
17,299 |
| S1 |
17,138 |
17,138 |
17,252 |
17,065 |
| S2 |
16,992 |
16,992 |
17,220 |
|
| S3 |
16,649 |
16,795 |
17,189 |
|
| S4 |
16,306 |
16,452 |
17,094 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,627 |
19,326 |
18,028 |
|
| R3 |
18,939 |
18,638 |
17,838 |
|
| R2 |
18,251 |
18,251 |
17,775 |
|
| R1 |
17,950 |
17,950 |
17,712 |
17,757 |
| PP |
17,563 |
17,563 |
17,563 |
17,466 |
| S1 |
17,262 |
17,262 |
17,586 |
17,069 |
| S2 |
16,875 |
16,875 |
17,523 |
|
| S3 |
16,187 |
16,574 |
17,460 |
|
| S4 |
15,499 |
15,886 |
17,271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,864 |
17,183 |
681 |
3.9% |
336 |
1.9% |
15% |
False |
False |
255,039 |
| 10 |
17,884 |
17,176 |
708 |
4.1% |
315 |
1.8% |
15% |
False |
False |
217,385 |
| 20 |
18,051 |
17,016 |
1,035 |
6.0% |
250 |
1.4% |
26% |
False |
False |
162,692 |
| 40 |
18,051 |
16,974 |
1,077 |
6.2% |
207 |
1.2% |
29% |
False |
False |
103,586 |
| 60 |
18,051 |
16,240 |
1,811 |
10.5% |
184 |
1.1% |
58% |
False |
False |
69,071 |
| 80 |
18,051 |
15,740 |
2,311 |
13.4% |
192 |
1.1% |
67% |
False |
False |
51,808 |
| 100 |
18,051 |
15,740 |
2,311 |
13.4% |
162 |
0.9% |
67% |
False |
False |
41,448 |
| 120 |
18,051 |
15,740 |
2,311 |
13.4% |
140 |
0.8% |
67% |
False |
False |
34,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,991 |
|
2.618 |
18,431 |
|
1.618 |
18,088 |
|
1.000 |
17,876 |
|
0.618 |
17,745 |
|
HIGH |
17,533 |
|
0.618 |
17,402 |
|
0.500 |
17,362 |
|
0.382 |
17,321 |
|
LOW |
17,190 |
|
0.618 |
16,978 |
|
1.000 |
16,847 |
|
1.618 |
16,635 |
|
2.618 |
16,292 |
|
4.250 |
15,732 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,362 |
17,519 |
| PP |
17,335 |
17,440 |
| S1 |
17,309 |
17,362 |
|