Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
16,203.29 |
15,879.05 |
-324.24 |
-2.0% |
16,459.27 |
High |
16,203.29 |
15,942.77 |
-260.52 |
-1.6% |
16,520.60 |
Low |
15,879.11 |
15,783.55 |
-95.56 |
-0.6% |
15,879.11 |
Close |
15,879.11 |
15,837.88 |
-41.23 |
-0.3% |
15,879.11 |
Range |
324.18 |
159.22 |
-164.96 |
-50.9% |
641.49 |
ATR |
147.32 |
148.17 |
0.85 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,332.39 |
16,244.36 |
15,925.45 |
|
R3 |
16,173.17 |
16,085.14 |
15,881.67 |
|
R2 |
16,013.95 |
16,013.95 |
15,867.07 |
|
R1 |
15,925.92 |
15,925.92 |
15,852.48 |
15,890.33 |
PP |
15,854.73 |
15,854.73 |
15,854.73 |
15,836.94 |
S1 |
15,766.70 |
15,766.70 |
15,823.28 |
15,731.11 |
S2 |
15,695.51 |
15,695.51 |
15,808.69 |
|
S3 |
15,536.29 |
15,607.48 |
15,794.09 |
|
S4 |
15,377.07 |
15,448.26 |
15,750.31 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,017.41 |
17,589.75 |
16,231.93 |
|
R3 |
17,375.92 |
16,948.26 |
16,055.52 |
|
R2 |
16,734.43 |
16,734.43 |
15,996.72 |
|
R1 |
16,306.77 |
16,306.77 |
15,937.91 |
16,199.86 |
PP |
16,092.94 |
16,092.94 |
16,092.94 |
16,039.48 |
S1 |
15,665.28 |
15,665.28 |
15,820.31 |
15,558.37 |
S2 |
15,451.45 |
15,451.45 |
15,761.50 |
|
S3 |
14,809.96 |
15,023.79 |
15,702.70 |
|
S4 |
14,168.47 |
14,382.30 |
15,526.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,520.60 |
15,783.55 |
737.05 |
4.7% |
208.13 |
1.3% |
7% |
False |
True |
|
10 |
16,520.60 |
15,783.55 |
737.05 |
4.7% |
171.34 |
1.1% |
7% |
False |
True |
|
20 |
16,588.25 |
15,783.55 |
804.70 |
5.1% |
137.49 |
0.9% |
7% |
False |
True |
|
40 |
16,588.25 |
15,703.79 |
884.46 |
5.6% |
129.18 |
0.8% |
15% |
False |
False |
|
60 |
16,588.25 |
15,522.18 |
1,066.07 |
6.7% |
122.24 |
0.8% |
30% |
False |
False |
|
80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.8% |
125.52 |
0.8% |
60% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.8% |
125.74 |
0.8% |
60% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.8% |
125.55 |
0.8% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,619.46 |
2.618 |
16,359.61 |
1.618 |
16,200.39 |
1.000 |
16,101.99 |
0.618 |
16,041.17 |
HIGH |
15,942.77 |
0.618 |
15,881.95 |
0.500 |
15,863.16 |
0.382 |
15,844.37 |
LOW |
15,783.55 |
0.618 |
15,685.15 |
1.000 |
15,624.33 |
1.618 |
15,525.93 |
2.618 |
15,366.71 |
4.250 |
15,106.87 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,863.16 |
16,078.26 |
PP |
15,854.73 |
15,998.13 |
S1 |
15,846.31 |
15,918.01 |
|