| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,470 |
17,155 |
-315 |
-1.8% |
18,050 |
| High |
17,635 |
17,175 |
-460 |
-2.6% |
18,050 |
| Low |
17,105 |
16,605 |
-500 |
-2.9% |
17,285 |
| Close |
17,160 |
16,790 |
-370 |
-2.2% |
17,470 |
| Range |
530 |
570 |
40 |
7.5% |
765 |
| ATR |
355 |
371 |
15 |
4.3% |
0 |
| Volume |
22,614 |
31,334 |
8,720 |
38.6% |
41,927 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,567 |
18,248 |
17,104 |
|
| R3 |
17,997 |
17,678 |
16,947 |
|
| R2 |
17,427 |
17,427 |
16,895 |
|
| R1 |
17,108 |
17,108 |
16,842 |
16,983 |
| PP |
16,857 |
16,857 |
16,857 |
16,794 |
| S1 |
16,538 |
16,538 |
16,738 |
16,413 |
| S2 |
16,287 |
16,287 |
16,686 |
|
| S3 |
15,717 |
15,968 |
16,633 |
|
| S4 |
15,147 |
15,398 |
16,477 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,897 |
19,448 |
17,891 |
|
| R3 |
19,132 |
18,683 |
17,681 |
|
| R2 |
18,367 |
18,367 |
17,610 |
|
| R1 |
17,918 |
17,918 |
17,540 |
17,760 |
| PP |
17,602 |
17,602 |
17,602 |
17,523 |
| S1 |
17,153 |
17,153 |
17,400 |
16,995 |
| S2 |
16,837 |
16,837 |
17,330 |
|
| S3 |
16,072 |
16,388 |
17,260 |
|
| S4 |
15,307 |
15,623 |
17,049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,840 |
16,605 |
1,235 |
7.4% |
421 |
2.5% |
15% |
False |
True |
17,143 |
| 10 |
18,050 |
16,605 |
1,445 |
8.6% |
331 |
2.0% |
13% |
False |
True |
11,431 |
| 20 |
18,190 |
16,525 |
1,665 |
9.9% |
413 |
2.5% |
16% |
False |
False |
19,334 |
| 40 |
18,205 |
16,525 |
1,680 |
10.0% |
338 |
2.0% |
16% |
False |
False |
10,059 |
| 60 |
18,205 |
14,600 |
3,605 |
21.5% |
301 |
1.8% |
61% |
False |
False |
6,772 |
| 80 |
18,205 |
14,600 |
3,605 |
21.5% |
246 |
1.5% |
61% |
False |
False |
5,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,598 |
|
2.618 |
18,667 |
|
1.618 |
18,097 |
|
1.000 |
17,745 |
|
0.618 |
17,527 |
|
HIGH |
17,175 |
|
0.618 |
16,957 |
|
0.500 |
16,890 |
|
0.382 |
16,823 |
|
LOW |
16,605 |
|
0.618 |
16,253 |
|
1.000 |
16,035 |
|
1.618 |
15,683 |
|
2.618 |
15,113 |
|
4.250 |
14,183 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
16,890 |
17,140 |
| PP |
16,857 |
17,023 |
| S1 |
16,823 |
16,907 |
|