Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,879.05 |
15,840.84 |
-38.21 |
-0.2% |
16,459.27 |
High |
15,942.77 |
15,945.89 |
3.12 |
0.0% |
16,520.60 |
Low |
15,783.55 |
15,840.84 |
57.29 |
0.4% |
15,879.11 |
Close |
15,837.88 |
15,928.56 |
90.68 |
0.6% |
15,879.11 |
Range |
159.22 |
105.05 |
-54.17 |
-34.0% |
641.49 |
ATR |
148.17 |
145.30 |
-2.87 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,220.25 |
16,179.45 |
15,986.34 |
|
R3 |
16,115.20 |
16,074.40 |
15,957.45 |
|
R2 |
16,010.15 |
16,010.15 |
15,947.82 |
|
R1 |
15,969.35 |
15,969.35 |
15,938.19 |
15,989.75 |
PP |
15,905.10 |
15,905.10 |
15,905.10 |
15,915.30 |
S1 |
15,864.30 |
15,864.30 |
15,918.93 |
15,884.70 |
S2 |
15,800.05 |
15,800.05 |
15,909.30 |
|
S3 |
15,695.00 |
15,759.25 |
15,899.67 |
|
S4 |
15,589.95 |
15,654.20 |
15,870.78 |
|
|
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 |
16,453.49 |
15,783.55 |
669.94 |
4.2% |
188.27 |
1.2% |
22% |
False |
False |
|
10 |
16,520.60 |
15,783.55 |
737.05 |
4.6% |
160.59 |
1.0% |
20% |
False |
False |
|
20 |
16,588.25 |
15,783.55 |
804.70 |
5.1% |
139.35 |
0.9% |
18% |
False |
False |
|
40 |
16,588.25 |
15,703.79 |
884.46 |
5.6% |
130.54 |
0.8% |
25% |
False |
False |
|
60 |
16,588.25 |
15,522.18 |
1,066.07 |
6.7% |
121.55 |
0.8% |
38% |
False |
False |
|
80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.7% |
125.11 |
0.8% |
65% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.7% |
125.22 |
0.8% |
65% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.7% |
125.30 |
0.8% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,392.35 |
2.618 |
16,220.91 |
1.618 |
16,115.86 |
1.000 |
16,050.94 |
0.618 |
16,010.81 |
HIGH |
15,945.89 |
0.618 |
15,905.76 |
0.500 |
15,893.37 |
0.382 |
15,880.97 |
LOW |
15,840.84 |
0.618 |
15,775.92 |
1.000 |
15,735.79 |
1.618 |
15,670.87 |
2.618 |
15,565.82 |
4.250 |
15,394.38 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,916.83 |
15,993.42 |
PP |
15,905.10 |
15,971.80 |
S1 |
15,893.37 |
15,950.18 |
|