| 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 |
17,074 |
17,294 |
220 |
1.3% |
17,345 |
| High |
17,365 |
17,294 |
-71 |
-0.4% |
17,545 |
| Low |
17,016 |
17,022 |
6 |
0.0% |
17,016 |
| Close |
17,365 |
17,022 |
-343 |
-2.0% |
17,022 |
| Range |
349 |
272 |
-77 |
-22.1% |
529 |
| ATR |
231 |
239 |
8 |
3.5% |
0 |
| Volume |
27 |
27 |
0 |
0.0% |
150 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,929 |
17,747 |
17,172 |
|
| R3 |
17,657 |
17,475 |
17,097 |
|
| R2 |
17,385 |
17,385 |
17,072 |
|
| R1 |
17,203 |
17,203 |
17,047 |
17,158 |
| PP |
17,113 |
17,113 |
17,113 |
17,090 |
| S1 |
16,931 |
16,931 |
16,997 |
16,886 |
| S2 |
16,841 |
16,841 |
16,972 |
|
| S3 |
16,569 |
16,659 |
16,947 |
|
| S4 |
16,297 |
16,387 |
16,873 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,781 |
18,431 |
17,313 |
|
| R3 |
18,252 |
17,902 |
17,168 |
|
| R2 |
17,723 |
17,723 |
17,119 |
|
| R1 |
17,373 |
17,373 |
17,071 |
17,284 |
| PP |
17,194 |
17,194 |
17,194 |
17,150 |
| S1 |
16,844 |
16,844 |
16,974 |
16,755 |
| S2 |
16,665 |
16,665 |
16,925 |
|
| S3 |
16,136 |
16,315 |
16,877 |
|
| S4 |
15,607 |
15,786 |
16,731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,545 |
17,016 |
529 |
3.1% |
310 |
1.8% |
1% |
False |
False |
30 |
| 10 |
17,703 |
17,016 |
687 |
4.0% |
254 |
1.5% |
1% |
False |
False |
40 |
| 20 |
17,763 |
17,016 |
747 |
4.4% |
246 |
1.4% |
1% |
False |
False |
37 |
| 40 |
17,960 |
16,921 |
1,039 |
6.1% |
188 |
1.1% |
10% |
False |
False |
31 |
| 60 |
17,960 |
16,921 |
1,039 |
6.1% |
129 |
0.8% |
10% |
False |
False |
21 |
| 80 |
17,960 |
15,850 |
2,110 |
12.4% |
114 |
0.7% |
56% |
False |
False |
19 |
| 100 |
17,960 |
15,850 |
2,110 |
12.4% |
93 |
0.5% |
56% |
False |
False |
15 |
| 120 |
17,960 |
15,850 |
2,110 |
12.4% |
78 |
0.5% |
56% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,450 |
|
2.618 |
18,006 |
|
1.618 |
17,734 |
|
1.000 |
17,566 |
|
0.618 |
17,462 |
|
HIGH |
17,294 |
|
0.618 |
17,190 |
|
0.500 |
17,158 |
|
0.382 |
17,126 |
|
LOW |
17,022 |
|
0.618 |
16,854 |
|
1.000 |
16,750 |
|
1.618 |
16,582 |
|
2.618 |
16,310 |
|
4.250 |
15,866 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,158 |
17,191 |
| PP |
17,113 |
17,134 |
| S1 |
17,067 |
17,078 |
|