| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,418 |
17,493 |
75 |
0.4% |
17,647 |
| High |
17,535 |
17,776 |
241 |
1.4% |
17,854 |
| Low |
17,325 |
17,410 |
85 |
0.5% |
17,125 |
| Close |
17,491 |
17,737 |
246 |
1.4% |
17,432 |
| Range |
210 |
366 |
156 |
74.3% |
729 |
| ATR |
257 |
265 |
8 |
3.0% |
0 |
| Volume |
179,017 |
187,466 |
8,449 |
4.7% |
1,298,108 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,739 |
18,604 |
17,938 |
|
| R3 |
18,373 |
18,238 |
17,838 |
|
| R2 |
18,007 |
18,007 |
17,804 |
|
| R1 |
17,872 |
17,872 |
17,771 |
17,940 |
| PP |
17,641 |
17,641 |
17,641 |
17,675 |
| S1 |
17,506 |
17,506 |
17,704 |
17,574 |
| S2 |
17,275 |
17,275 |
17,670 |
|
| S3 |
16,909 |
17,140 |
17,636 |
|
| S4 |
16,543 |
16,774 |
17,536 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,657 |
19,274 |
17,833 |
|
| R3 |
18,928 |
18,545 |
17,633 |
|
| R2 |
18,199 |
18,199 |
17,566 |
|
| R1 |
17,816 |
17,816 |
17,499 |
17,643 |
| PP |
17,470 |
17,470 |
17,470 |
17,384 |
| S1 |
17,087 |
17,087 |
17,365 |
16,914 |
| S2 |
16,741 |
16,741 |
17,298 |
|
| S3 |
16,012 |
16,358 |
17,232 |
|
| S4 |
15,283 |
15,629 |
17,031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,776 |
17,125 |
651 |
3.7% |
304 |
1.7% |
94% |
True |
False |
223,108 |
| 10 |
17,864 |
17,125 |
739 |
4.2% |
319 |
1.8% |
83% |
False |
False |
224,401 |
| 20 |
18,051 |
17,125 |
926 |
5.2% |
252 |
1.4% |
66% |
False |
False |
164,725 |
| 40 |
18,051 |
16,974 |
1,077 |
6.1% |
224 |
1.3% |
71% |
False |
False |
123,983 |
| 60 |
18,051 |
16,595 |
1,456 |
8.2% |
188 |
1.1% |
78% |
False |
False |
82,690 |
| 80 |
18,051 |
15,740 |
2,311 |
13.0% |
198 |
1.1% |
86% |
False |
False |
62,022 |
| 100 |
18,051 |
15,740 |
2,311 |
13.0% |
173 |
1.0% |
86% |
False |
False |
49,620 |
| 120 |
18,051 |
15,740 |
2,311 |
13.0% |
149 |
0.8% |
86% |
False |
False |
41,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,332 |
|
2.618 |
18,734 |
|
1.618 |
18,368 |
|
1.000 |
18,142 |
|
0.618 |
18,002 |
|
HIGH |
17,776 |
|
0.618 |
17,636 |
|
0.500 |
17,593 |
|
0.382 |
17,550 |
|
LOW |
17,410 |
|
0.618 |
17,184 |
|
1.000 |
17,044 |
|
1.618 |
16,818 |
|
2.618 |
16,452 |
|
4.250 |
15,855 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,689 |
17,666 |
| PP |
17,641 |
17,595 |
| S1 |
17,593 |
17,524 |
|