Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,840.84 |
15,927.08 |
86.24 |
0.5% |
16,459.27 |
High |
15,945.89 |
15,927.08 |
-18.81 |
-0.1% |
16,520.60 |
Low |
15,840.84 |
15,708.98 |
-131.86 |
-0.8% |
15,879.11 |
Close |
15,928.56 |
15,738.79 |
-189.77 |
-1.2% |
15,879.11 |
Range |
105.05 |
218.10 |
113.05 |
107.6% |
641.49 |
ATR |
145.30 |
150.61 |
5.31 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,445.92 |
16,310.45 |
15,858.75 |
|
R3 |
16,227.82 |
16,092.35 |
15,798.77 |
|
R2 |
16,009.72 |
16,009.72 |
15,778.78 |
|
R1 |
15,874.25 |
15,874.25 |
15,758.78 |
15,832.94 |
PP |
15,791.62 |
15,791.62 |
15,791.62 |
15,770.96 |
S1 |
15,656.15 |
15,656.15 |
15,718.80 |
15,614.84 |
S2 |
15,573.52 |
15,573.52 |
15,698.81 |
|
S3 |
15,355.42 |
15,438.05 |
15,678.81 |
|
S4 |
15,137.32 |
15,219.95 |
15,618.84 |
|
|
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 |
16,372.96 |
15,708.98 |
663.98 |
4.2% |
207.79 |
1.3% |
4% |
False |
True |
|
10 |
16,520.60 |
15,708.98 |
811.62 |
5.2% |
171.09 |
1.1% |
4% |
False |
True |
|
20 |
16,588.25 |
15,708.98 |
879.27 |
5.6% |
148.88 |
0.9% |
3% |
False |
True |
|
40 |
16,588.25 |
15,703.79 |
884.46 |
5.6% |
133.48 |
0.8% |
4% |
False |
False |
|
60 |
16,588.25 |
15,522.18 |
1,066.07 |
6.8% |
123.40 |
0.8% |
20% |
False |
False |
|
80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.9% |
125.59 |
0.8% |
55% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.9% |
126.75 |
0.8% |
55% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.9% |
126.33 |
0.8% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,854.01 |
2.618 |
16,498.07 |
1.618 |
16,279.97 |
1.000 |
16,145.18 |
0.618 |
16,061.87 |
HIGH |
15,927.08 |
0.618 |
15,843.77 |
0.500 |
15,818.03 |
0.382 |
15,792.29 |
LOW |
15,708.98 |
0.618 |
15,574.19 |
1.000 |
15,490.88 |
1.618 |
15,356.09 |
2.618 |
15,137.99 |
4.250 |
14,782.06 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,818.03 |
15,827.44 |
PP |
15,791.62 |
15,797.89 |
S1 |
15,765.20 |
15,768.34 |
|