| 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 |
17,620 |
17,880 |
260 |
1.5% |
17,400 |
| High |
17,890 |
17,895 |
5 |
0.0% |
17,910 |
| Low |
17,595 |
17,485 |
-110 |
-0.6% |
17,320 |
| Close |
17,875 |
17,520 |
-355 |
-2.0% |
17,520 |
| Range |
295 |
410 |
115 |
39.0% |
590 |
| ATR |
393 |
394 |
1 |
0.3% |
0 |
| Volume |
14,622 |
17,657 |
3,035 |
20.8% |
70,237 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,863 |
18,602 |
17,746 |
|
| R3 |
18,453 |
18,192 |
17,633 |
|
| R2 |
18,043 |
18,043 |
17,595 |
|
| R1 |
17,782 |
17,782 |
17,558 |
17,708 |
| PP |
17,633 |
17,633 |
17,633 |
17,596 |
| S1 |
17,372 |
17,372 |
17,483 |
17,298 |
| S2 |
17,223 |
17,223 |
17,445 |
|
| S3 |
16,813 |
16,962 |
17,407 |
|
| S4 |
16,403 |
16,552 |
17,295 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,353 |
19,027 |
17,845 |
|
| R3 |
18,763 |
18,437 |
17,682 |
|
| R2 |
18,173 |
18,173 |
17,628 |
|
| R1 |
17,847 |
17,847 |
17,574 |
18,010 |
| PP |
17,583 |
17,583 |
17,583 |
17,665 |
| S1 |
17,257 |
17,257 |
17,466 |
17,420 |
| S2 |
16,993 |
16,993 |
17,412 |
|
| S3 |
16,403 |
16,667 |
17,358 |
|
| S4 |
15,813 |
16,077 |
17,196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,910 |
17,320 |
590 |
3.4% |
355 |
2.0% |
34% |
False |
False |
14,047 |
| 10 |
17,910 |
16,590 |
1,320 |
7.5% |
393 |
2.2% |
70% |
False |
False |
17,684 |
| 20 |
17,910 |
16,580 |
1,330 |
7.6% |
423 |
2.4% |
71% |
False |
False |
20,216 |
| 40 |
18,205 |
16,525 |
1,680 |
9.6% |
402 |
2.3% |
59% |
False |
False |
18,385 |
| 60 |
18,205 |
16,525 |
1,680 |
9.6% |
358 |
2.0% |
59% |
False |
False |
12,406 |
| 80 |
18,205 |
14,600 |
3,605 |
20.6% |
325 |
1.9% |
81% |
False |
False |
9,335 |
| 100 |
18,205 |
14,600 |
3,605 |
20.6% |
268 |
1.5% |
81% |
False |
False |
7,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,638 |
|
2.618 |
18,969 |
|
1.618 |
18,559 |
|
1.000 |
18,305 |
|
0.618 |
18,149 |
|
HIGH |
17,895 |
|
0.618 |
17,739 |
|
0.500 |
17,690 |
|
0.382 |
17,642 |
|
LOW |
17,485 |
|
0.618 |
17,232 |
|
1.000 |
17,075 |
|
1.618 |
16,822 |
|
2.618 |
16,412 |
|
4.250 |
15,743 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,690 |
17,698 |
| PP |
17,633 |
17,638 |
| S1 |
17,577 |
17,579 |
|