| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,640 |
17,345 |
-295 |
-1.7% |
17,433 |
| High |
17,703 |
17,545 |
-158 |
-0.9% |
17,703 |
| Low |
17,519 |
17,345 |
-174 |
-1.0% |
17,224 |
| Close |
17,519 |
17,545 |
26 |
0.1% |
17,519 |
| Range |
184 |
200 |
16 |
8.7% |
479 |
| ATR |
199 |
199 |
0 |
0.0% |
0 |
| Volume |
29 |
30 |
1 |
3.4% |
213 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,078 |
18,012 |
17,655 |
|
| R3 |
17,878 |
17,812 |
17,600 |
|
| R2 |
17,678 |
17,678 |
17,582 |
|
| R1 |
17,612 |
17,612 |
17,563 |
17,645 |
| PP |
17,478 |
17,478 |
17,478 |
17,495 |
| S1 |
17,412 |
17,412 |
17,527 |
17,445 |
| S2 |
17,278 |
17,278 |
17,508 |
|
| S3 |
17,078 |
17,212 |
17,490 |
|
| S4 |
16,878 |
17,012 |
17,435 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,919 |
18,698 |
17,783 |
|
| R3 |
18,440 |
18,219 |
17,651 |
|
| R2 |
17,961 |
17,961 |
17,607 |
|
| R1 |
17,740 |
17,740 |
17,563 |
17,851 |
| PP |
17,482 |
17,482 |
17,482 |
17,537 |
| S1 |
17,261 |
17,261 |
17,475 |
17,372 |
| S2 |
17,003 |
17,003 |
17,431 |
|
| S3 |
16,524 |
16,782 |
17,387 |
|
| S4 |
16,045 |
16,303 |
17,256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,703 |
17,224 |
479 |
2.7% |
186 |
1.1% |
67% |
False |
False |
48 |
| 10 |
17,762 |
17,100 |
662 |
3.8% |
220 |
1.3% |
67% |
False |
False |
43 |
| 20 |
17,960 |
17,100 |
860 |
4.9% |
196 |
1.1% |
52% |
False |
False |
37 |
| 40 |
17,960 |
16,921 |
1,039 |
5.9% |
155 |
0.9% |
60% |
False |
False |
28 |
| 60 |
17,960 |
16,680 |
1,280 |
7.3% |
113 |
0.6% |
68% |
False |
False |
20 |
| 80 |
17,960 |
15,850 |
2,110 |
12.0% |
100 |
0.6% |
80% |
False |
False |
17 |
| 100 |
17,960 |
15,850 |
2,110 |
12.0% |
80 |
0.5% |
80% |
False |
False |
14 |
| 120 |
17,960 |
15,850 |
2,110 |
12.0% |
69 |
0.4% |
80% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,395 |
|
2.618 |
18,069 |
|
1.618 |
17,869 |
|
1.000 |
17,745 |
|
0.618 |
17,669 |
|
HIGH |
17,545 |
|
0.618 |
17,469 |
|
0.500 |
17,445 |
|
0.382 |
17,422 |
|
LOW |
17,345 |
|
0.618 |
17,222 |
|
1.000 |
17,145 |
|
1.618 |
17,022 |
|
2.618 |
16,822 |
|
4.250 |
16,495 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,512 |
17,538 |
| PP |
17,478 |
17,531 |
| S1 |
17,445 |
17,524 |
|