| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,518 |
17,615 |
97 |
0.6% |
17,442 |
| High |
17,631 |
17,629 |
-2 |
0.0% |
17,795 |
| Low |
17,432 |
17,215 |
-217 |
-1.2% |
17,271 |
| Close |
17,614 |
17,378 |
-236 |
-1.3% |
17,588 |
| Range |
199 |
414 |
215 |
108.0% |
524 |
| ATR |
257 |
268 |
11 |
4.4% |
0 |
| Volume |
124,612 |
212,587 |
87,975 |
70.6% |
731,820 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,649 |
18,428 |
17,606 |
|
| R3 |
18,235 |
18,014 |
17,492 |
|
| R2 |
17,821 |
17,821 |
17,454 |
|
| R1 |
17,600 |
17,600 |
17,416 |
17,504 |
| PP |
17,407 |
17,407 |
17,407 |
17,359 |
| S1 |
17,186 |
17,186 |
17,340 |
17,090 |
| S2 |
16,993 |
16,993 |
17,302 |
|
| S3 |
16,579 |
16,772 |
17,264 |
|
| S4 |
16,165 |
16,358 |
17,150 |
|
|
| 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 |
17,215 |
580 |
3.3% |
282 |
1.6% |
28% |
False |
True |
167,513 |
| 10 |
17,854 |
17,125 |
729 |
4.2% |
317 |
1.8% |
35% |
False |
False |
218,896 |
| 20 |
18,036 |
17,125 |
911 |
5.2% |
281 |
1.6% |
28% |
False |
False |
182,552 |
| 40 |
18,051 |
16,974 |
1,077 |
6.2% |
240 |
1.4% |
38% |
False |
False |
135,724 |
| 60 |
18,051 |
16,790 |
1,261 |
7.3% |
196 |
1.1% |
47% |
False |
False |
90,540 |
| 80 |
18,051 |
15,740 |
2,311 |
13.3% |
202 |
1.2% |
71% |
False |
False |
67,911 |
| 100 |
18,051 |
15,740 |
2,311 |
13.3% |
181 |
1.0% |
71% |
False |
False |
54,331 |
| 120 |
18,051 |
15,740 |
2,311 |
13.3% |
155 |
0.9% |
71% |
False |
False |
45,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,389 |
|
2.618 |
18,713 |
|
1.618 |
18,299 |
|
1.000 |
18,043 |
|
0.618 |
17,885 |
|
HIGH |
17,629 |
|
0.618 |
17,471 |
|
0.500 |
17,422 |
|
0.382 |
17,373 |
|
LOW |
17,215 |
|
0.618 |
16,959 |
|
1.000 |
16,801 |
|
1.618 |
16,545 |
|
2.618 |
16,131 |
|
4.250 |
15,456 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,422 |
17,505 |
| PP |
17,407 |
17,463 |
| S1 |
17,393 |
17,420 |
|