| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,065 |
17,440 |
375 |
2.2% |
17,470 |
| High |
17,490 |
17,465 |
-25 |
-0.1% |
17,635 |
| Low |
17,060 |
16,950 |
-110 |
-0.6% |
16,605 |
| Close |
17,420 |
16,970 |
-450 |
-2.6% |
16,970 |
| Range |
430 |
515 |
85 |
19.8% |
1,030 |
| ATR |
382 |
391 |
10 |
2.5% |
0 |
| Volume |
15,643 |
19,723 |
4,080 |
26.1% |
108,671 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,673 |
18,337 |
17,253 |
|
| R3 |
18,158 |
17,822 |
17,112 |
|
| R2 |
17,643 |
17,643 |
17,065 |
|
| R1 |
17,307 |
17,307 |
17,017 |
17,218 |
| PP |
17,128 |
17,128 |
17,128 |
17,084 |
| S1 |
16,792 |
16,792 |
16,923 |
16,703 |
| S2 |
16,613 |
16,613 |
16,876 |
|
| S3 |
16,098 |
16,277 |
16,829 |
|
| S4 |
15,583 |
15,762 |
16,687 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,160 |
19,595 |
17,537 |
|
| R3 |
19,130 |
18,565 |
17,253 |
|
| R2 |
18,100 |
18,100 |
17,159 |
|
| R1 |
17,535 |
17,535 |
17,065 |
17,303 |
| PP |
17,070 |
17,070 |
17,070 |
16,954 |
| S1 |
16,505 |
16,505 |
16,876 |
16,273 |
| S2 |
16,040 |
16,040 |
16,781 |
|
| S3 |
15,010 |
15,475 |
16,687 |
|
| S4 |
13,980 |
14,445 |
16,404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,635 |
16,605 |
1,030 |
6.1% |
503 |
3.0% |
35% |
False |
False |
21,734 |
| 10 |
18,050 |
16,605 |
1,445 |
8.5% |
418 |
2.5% |
25% |
False |
False |
15,442 |
| 20 |
18,050 |
16,525 |
1,525 |
9.0% |
408 |
2.4% |
29% |
False |
False |
17,119 |
| 40 |
18,205 |
16,525 |
1,680 |
9.9% |
352 |
2.1% |
26% |
False |
False |
11,423 |
| 60 |
18,205 |
14,600 |
3,605 |
21.2% |
320 |
1.9% |
66% |
False |
False |
7,683 |
| 80 |
18,205 |
14,600 |
3,605 |
21.2% |
264 |
1.6% |
66% |
False |
False |
5,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,654 |
|
2.618 |
18,813 |
|
1.618 |
18,298 |
|
1.000 |
17,980 |
|
0.618 |
17,783 |
|
HIGH |
17,465 |
|
0.618 |
17,268 |
|
0.500 |
17,208 |
|
0.382 |
17,147 |
|
LOW |
16,950 |
|
0.618 |
16,632 |
|
1.000 |
16,435 |
|
1.618 |
16,117 |
|
2.618 |
15,602 |
|
4.250 |
14,761 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,208 |
17,123 |
| PP |
17,128 |
17,072 |
| S1 |
17,049 |
17,021 |
|