| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,127 |
17,421 |
294 |
1.7% |
17,518 |
| High |
17,438 |
17,424 |
-14 |
-0.1% |
17,631 |
| Low |
17,062 |
17,082 |
20 |
0.1% |
17,062 |
| Close |
17,432 |
17,097 |
-335 |
-1.9% |
17,097 |
| Range |
376 |
342 |
-34 |
-9.0% |
569 |
| ATR |
284 |
289 |
5 |
1.6% |
0 |
| Volume |
232,611 |
241,912 |
9,301 |
4.0% |
1,020,954 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,227 |
18,004 |
17,285 |
|
| R3 |
17,885 |
17,662 |
17,191 |
|
| R2 |
17,543 |
17,543 |
17,160 |
|
| R1 |
17,320 |
17,320 |
17,128 |
17,261 |
| PP |
17,201 |
17,201 |
17,201 |
17,171 |
| S1 |
16,978 |
16,978 |
17,066 |
16,919 |
| S2 |
16,859 |
16,859 |
17,034 |
|
| S3 |
16,517 |
16,636 |
17,003 |
|
| S4 |
16,175 |
16,294 |
16,909 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,970 |
18,603 |
17,410 |
|
| R3 |
18,401 |
18,034 |
17,254 |
|
| R2 |
17,832 |
17,832 |
17,201 |
|
| R1 |
17,465 |
17,465 |
17,149 |
17,364 |
| PP |
17,263 |
17,263 |
17,263 |
17,213 |
| S1 |
16,896 |
16,896 |
17,045 |
16,795 |
| S2 |
16,694 |
16,694 |
16,993 |
|
| S3 |
16,125 |
16,327 |
16,941 |
|
| S4 |
15,556 |
15,758 |
16,784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,631 |
17,062 |
569 |
3.3% |
345 |
2.0% |
6% |
False |
False |
204,190 |
| 10 |
17,795 |
17,062 |
733 |
4.3% |
312 |
1.8% |
5% |
False |
False |
197,203 |
| 20 |
17,884 |
17,062 |
822 |
4.8% |
313 |
1.8% |
4% |
False |
False |
207,294 |
| 40 |
18,051 |
16,974 |
1,077 |
6.3% |
260 |
1.5% |
11% |
False |
False |
152,778 |
| 60 |
18,051 |
16,974 |
1,077 |
6.3% |
203 |
1.2% |
11% |
False |
False |
101,933 |
| 80 |
18,051 |
15,740 |
2,311 |
13.5% |
212 |
1.2% |
59% |
False |
False |
76,457 |
| 100 |
18,051 |
15,740 |
2,311 |
13.5% |
192 |
1.1% |
59% |
False |
False |
61,168 |
| 120 |
18,051 |
15,740 |
2,311 |
13.5% |
164 |
1.0% |
59% |
False |
False |
50,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,878 |
|
2.618 |
18,319 |
|
1.618 |
17,977 |
|
1.000 |
17,766 |
|
0.618 |
17,635 |
|
HIGH |
17,424 |
|
0.618 |
17,293 |
|
0.500 |
17,253 |
|
0.382 |
17,213 |
|
LOW |
17,082 |
|
0.618 |
16,871 |
|
1.000 |
16,740 |
|
1.618 |
16,529 |
|
2.618 |
16,187 |
|
4.250 |
15,629 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,253 |
17,275 |
| PP |
17,201 |
17,216 |
| S1 |
17,149 |
17,156 |
|