| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,370 |
17,605 |
235 |
1.4% |
17,105 |
| High |
17,635 |
17,635 |
0 |
0.0% |
17,635 |
| Low |
17,185 |
17,385 |
200 |
1.2% |
16,960 |
| Close |
17,605 |
17,450 |
-155 |
-0.9% |
17,450 |
| Range |
450 |
250 |
-200 |
-44.4% |
675 |
| ATR |
420 |
408 |
-12 |
-2.9% |
0 |
| Volume |
18,342 |
13,421 |
-4,921 |
-26.8% |
80,635 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,240 |
18,095 |
17,588 |
|
| R3 |
17,990 |
17,845 |
17,519 |
|
| R2 |
17,740 |
17,740 |
17,496 |
|
| R1 |
17,595 |
17,595 |
17,473 |
17,543 |
| PP |
17,490 |
17,490 |
17,490 |
17,464 |
| S1 |
17,345 |
17,345 |
17,427 |
17,293 |
| S2 |
17,240 |
17,240 |
17,404 |
|
| S3 |
16,990 |
17,095 |
17,381 |
|
| S4 |
16,740 |
16,845 |
17,313 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,373 |
19,087 |
17,821 |
|
| R3 |
18,698 |
18,412 |
17,636 |
|
| R2 |
18,023 |
18,023 |
17,574 |
|
| R1 |
17,737 |
17,737 |
17,512 |
17,880 |
| PP |
17,348 |
17,348 |
17,348 |
17,420 |
| S1 |
17,062 |
17,062 |
17,388 |
17,205 |
| S2 |
16,673 |
16,673 |
17,326 |
|
| S3 |
15,998 |
16,387 |
17,265 |
|
| S4 |
15,323 |
15,712 |
17,079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,635 |
16,590 |
1,045 |
6.0% |
431 |
2.5% |
82% |
True |
False |
21,321 |
| 10 |
17,635 |
16,580 |
1,055 |
6.0% |
440 |
2.5% |
82% |
True |
False |
23,524 |
| 20 |
18,050 |
16,580 |
1,470 |
8.4% |
409 |
2.3% |
59% |
False |
False |
18,624 |
| 40 |
18,205 |
16,525 |
1,680 |
9.6% |
389 |
2.2% |
55% |
False |
False |
16,688 |
| 60 |
18,205 |
15,490 |
2,715 |
15.6% |
359 |
2.1% |
72% |
False |
False |
11,268 |
| 80 |
18,205 |
14,600 |
3,605 |
20.7% |
307 |
1.8% |
79% |
False |
False |
8,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,698 |
|
2.618 |
18,290 |
|
1.618 |
18,040 |
|
1.000 |
17,885 |
|
0.618 |
17,790 |
|
HIGH |
17,635 |
|
0.618 |
17,540 |
|
0.500 |
17,510 |
|
0.382 |
17,481 |
|
LOW |
17,385 |
|
0.618 |
17,231 |
|
1.000 |
17,135 |
|
1.618 |
16,981 |
|
2.618 |
16,731 |
|
4.250 |
16,323 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,510 |
17,427 |
| PP |
17,490 |
17,403 |
| S1 |
17,470 |
17,380 |
|