| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,739 |
17,518 |
-221 |
-1.2% |
17,442 |
| High |
17,795 |
17,631 |
-164 |
-0.9% |
17,795 |
| Low |
17,575 |
17,432 |
-143 |
-0.8% |
17,271 |
| Close |
17,588 |
17,614 |
26 |
0.1% |
17,588 |
| Range |
220 |
199 |
-21 |
-9.5% |
524 |
| ATR |
261 |
257 |
-4 |
-1.7% |
0 |
| Volume |
133,884 |
124,612 |
-9,272 |
-6.9% |
731,820 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,156 |
18,084 |
17,724 |
|
| R3 |
17,957 |
17,885 |
17,669 |
|
| R2 |
17,758 |
17,758 |
17,651 |
|
| R1 |
17,686 |
17,686 |
17,632 |
17,722 |
| PP |
17,559 |
17,559 |
17,559 |
17,577 |
| S1 |
17,487 |
17,487 |
17,596 |
17,523 |
| S2 |
17,360 |
17,360 |
17,578 |
|
| S3 |
17,161 |
17,288 |
17,559 |
|
| S4 |
16,962 |
17,089 |
17,505 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,123 |
18,880 |
17,876 |
|
| R3 |
18,599 |
18,356 |
17,732 |
|
| R2 |
18,075 |
18,075 |
17,684 |
|
| R1 |
17,832 |
17,832 |
17,636 |
17,954 |
| PP |
17,551 |
17,551 |
17,551 |
17,612 |
| S1 |
17,308 |
17,308 |
17,540 |
17,430 |
| S2 |
17,027 |
17,027 |
17,492 |
|
| S3 |
16,503 |
16,784 |
17,444 |
|
| S4 |
15,979 |
16,260 |
17,300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,795 |
17,271 |
524 |
3.0% |
252 |
1.4% |
65% |
False |
False |
171,286 |
| 10 |
17,854 |
17,125 |
729 |
4.1% |
302 |
1.7% |
67% |
False |
False |
215,454 |
| 20 |
18,051 |
17,125 |
926 |
5.3% |
263 |
1.5% |
53% |
False |
False |
173,116 |
| 40 |
18,051 |
16,974 |
1,077 |
6.1% |
231 |
1.3% |
59% |
False |
False |
130,416 |
| 60 |
18,051 |
16,763 |
1,288 |
7.3% |
192 |
1.1% |
66% |
False |
False |
86,998 |
| 80 |
18,051 |
15,740 |
2,311 |
13.1% |
200 |
1.1% |
81% |
False |
False |
65,254 |
| 100 |
18,051 |
15,740 |
2,311 |
13.1% |
178 |
1.0% |
81% |
False |
False |
52,205 |
| 120 |
18,051 |
15,740 |
2,311 |
13.1% |
152 |
0.9% |
81% |
False |
False |
43,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,477 |
|
2.618 |
18,152 |
|
1.618 |
17,953 |
|
1.000 |
17,830 |
|
0.618 |
17,754 |
|
HIGH |
17,631 |
|
0.618 |
17,555 |
|
0.500 |
17,532 |
|
0.382 |
17,508 |
|
LOW |
17,432 |
|
0.618 |
17,309 |
|
1.000 |
17,233 |
|
1.618 |
17,110 |
|
2.618 |
16,911 |
|
4.250 |
16,586 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,587 |
17,610 |
| PP |
17,559 |
17,606 |
| S1 |
17,532 |
17,603 |
|