Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,927.08 |
15,743.03 |
-184.05 |
-1.2% |
16,459.27 |
High |
15,927.08 |
15,907.53 |
-19.55 |
-0.1% |
16,520.60 |
Low |
15,708.98 |
15,733.27 |
24.29 |
0.2% |
15,879.11 |
Close |
15,738.79 |
15,848.61 |
109.82 |
0.7% |
15,879.11 |
Range |
218.10 |
174.26 |
-43.84 |
-20.1% |
641.49 |
ATR |
150.61 |
152.30 |
1.69 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,352.58 |
16,274.86 |
15,944.45 |
|
R3 |
16,178.32 |
16,100.60 |
15,896.53 |
|
R2 |
16,004.06 |
16,004.06 |
15,880.56 |
|
R1 |
15,926.34 |
15,926.34 |
15,864.58 |
15,965.20 |
PP |
15,829.80 |
15,829.80 |
15,829.80 |
15,849.24 |
S1 |
15,752.08 |
15,752.08 |
15,832.64 |
15,790.94 |
S2 |
15,655.54 |
15,655.54 |
15,816.66 |
|
S3 |
15,481.28 |
15,577.82 |
15,800.69 |
|
S4 |
15,307.02 |
15,403.56 |
15,752.77 |
|
|
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 |
16,203.29 |
15,708.98 |
494.31 |
3.1% |
196.16 |
1.2% |
28% |
False |
False |
|
10 |
16,520.60 |
15,708.98 |
811.62 |
5.1% |
175.67 |
1.1% |
17% |
False |
False |
|
20 |
16,573.07 |
15,708.98 |
864.09 |
5.5% |
153.76 |
1.0% |
16% |
False |
False |
|
40 |
16,588.25 |
15,703.79 |
884.46 |
5.6% |
135.05 |
0.9% |
16% |
False |
False |
|
60 |
16,588.25 |
15,522.18 |
1,066.07 |
6.7% |
124.53 |
0.8% |
31% |
False |
False |
|
80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.8% |
126.37 |
0.8% |
60% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.8% |
126.29 |
0.8% |
60% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.8% |
126.63 |
0.8% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,648.14 |
2.618 |
16,363.74 |
1.618 |
16,189.48 |
1.000 |
16,081.79 |
0.618 |
16,015.22 |
HIGH |
15,907.53 |
0.618 |
15,840.96 |
0.500 |
15,820.40 |
0.382 |
15,799.84 |
LOW |
15,733.27 |
0.618 |
15,625.58 |
1.000 |
15,559.01 |
1.618 |
15,451.32 |
2.618 |
15,277.06 |
4.250 |
14,992.67 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,839.21 |
15,841.55 |
PP |
15,829.80 |
15,834.49 |
S1 |
15,820.40 |
15,827.44 |
|