| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
17,521 |
17,340 |
-181 |
-1.0% |
17,433 |
| High |
17,545 |
17,365 |
-180 |
-1.0% |
17,703 |
| Low |
17,150 |
17,033 |
-117 |
-0.7% |
17,224 |
| Close |
17,304 |
17,033 |
-271 |
-1.6% |
17,519 |
| Range |
395 |
332 |
-63 |
-15.9% |
479 |
| ATR |
213 |
222 |
8 |
4.0% |
0 |
| Volume |
25 |
41 |
16 |
64.0% |
213 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,140 |
17,918 |
17,216 |
|
| R3 |
17,808 |
17,586 |
17,124 |
|
| R2 |
17,476 |
17,476 |
17,094 |
|
| R1 |
17,254 |
17,254 |
17,064 |
17,199 |
| PP |
17,144 |
17,144 |
17,144 |
17,116 |
| S1 |
16,922 |
16,922 |
17,003 |
16,867 |
| S2 |
16,812 |
16,812 |
16,972 |
|
| S3 |
16,480 |
16,590 |
16,942 |
|
| S4 |
16,148 |
16,258 |
16,851 |
|
|
| 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 |
17,033 |
670 |
3.9% |
258 |
1.5% |
0% |
False |
True |
26 |
| 10 |
17,703 |
17,033 |
670 |
3.9% |
241 |
1.4% |
0% |
False |
True |
46 |
| 20 |
17,878 |
17,033 |
845 |
5.0% |
227 |
1.3% |
0% |
False |
True |
35 |
| 40 |
17,960 |
16,921 |
1,039 |
6.1% |
173 |
1.0% |
11% |
False |
False |
29 |
| 60 |
17,960 |
16,921 |
1,039 |
6.1% |
119 |
0.7% |
11% |
False |
False |
20 |
| 80 |
17,960 |
15,850 |
2,110 |
12.4% |
108 |
0.6% |
56% |
False |
False |
18 |
| 100 |
17,960 |
15,850 |
2,110 |
12.4% |
87 |
0.5% |
56% |
False |
False |
15 |
| 120 |
17,960 |
15,850 |
2,110 |
12.4% |
75 |
0.4% |
56% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,776 |
|
2.618 |
18,234 |
|
1.618 |
17,902 |
|
1.000 |
17,697 |
|
0.618 |
17,570 |
|
HIGH |
17,365 |
|
0.618 |
17,238 |
|
0.500 |
17,199 |
|
0.382 |
17,160 |
|
LOW |
17,033 |
|
0.618 |
16,828 |
|
1.000 |
16,701 |
|
1.618 |
16,496 |
|
2.618 |
16,164 |
|
4.250 |
15,622 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,199 |
17,289 |
| PP |
17,144 |
17,204 |
| S1 |
17,088 |
17,118 |
|