Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,743.03 |
15,847.19 |
104.16 |
0.7% |
15,879.05 |
High |
15,907.53 |
15,847.19 |
-60.34 |
-0.4% |
15,945.89 |
Low |
15,733.27 |
15,617.55 |
-115.72 |
-0.7% |
15,617.55 |
Close |
15,848.61 |
15,698.85 |
-149.76 |
-0.9% |
15,698.85 |
Range |
174.26 |
229.64 |
55.38 |
31.8% |
328.34 |
ATR |
152.30 |
157.92 |
5.63 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,410.12 |
16,284.12 |
15,825.15 |
|
R3 |
16,180.48 |
16,054.48 |
15,762.00 |
|
R2 |
15,950.84 |
15,950.84 |
15,740.95 |
|
R1 |
15,824.84 |
15,824.84 |
15,719.90 |
15,773.02 |
PP |
15,721.20 |
15,721.20 |
15,721.20 |
15,695.29 |
S1 |
15,595.20 |
15,595.20 |
15,677.80 |
15,543.38 |
S2 |
15,491.56 |
15,491.56 |
15,656.75 |
|
S3 |
15,261.92 |
15,365.56 |
15,635.70 |
|
S4 |
15,032.28 |
15,135.92 |
15,572.55 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,739.12 |
16,547.32 |
15,879.44 |
|
R3 |
16,410.78 |
16,218.98 |
15,789.14 |
|
R2 |
16,082.44 |
16,082.44 |
15,759.05 |
|
R1 |
15,890.64 |
15,890.64 |
15,728.95 |
15,822.37 |
PP |
15,754.10 |
15,754.10 |
15,754.10 |
15,719.96 |
S1 |
15,562.30 |
15,562.30 |
15,668.75 |
15,494.03 |
S2 |
15,425.76 |
15,425.76 |
15,638.65 |
|
S3 |
15,097.42 |
15,233.96 |
15,608.56 |
|
S4 |
14,769.08 |
14,905.62 |
15,518.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,945.89 |
15,617.55 |
328.34 |
2.1% |
177.25 |
1.1% |
25% |
False |
True |
|
10 |
16,520.60 |
15,617.55 |
903.05 |
5.8% |
188.42 |
1.2% |
9% |
False |
True |
|
20 |
16,562.32 |
15,617.55 |
944.77 |
6.0% |
157.41 |
1.0% |
9% |
False |
True |
|
40 |
16,588.25 |
15,617.55 |
970.70 |
6.2% |
137.16 |
0.9% |
8% |
False |
True |
|
60 |
16,588.25 |
15,522.18 |
1,066.07 |
6.8% |
127.18 |
0.8% |
17% |
False |
False |
|
80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.9% |
127.38 |
0.8% |
52% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.9% |
126.98 |
0.8% |
52% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.9% |
127.20 |
0.8% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,823.16 |
2.618 |
16,448.39 |
1.618 |
16,218.75 |
1.000 |
16,076.83 |
0.618 |
15,989.11 |
HIGH |
15,847.19 |
0.618 |
15,759.47 |
0.500 |
15,732.37 |
0.382 |
15,705.27 |
LOW |
15,617.55 |
0.618 |
15,475.63 |
1.000 |
15,387.91 |
1.618 |
15,245.99 |
2.618 |
15,016.35 |
4.250 |
14,641.58 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,732.37 |
15,772.32 |
PP |
15,721.20 |
15,747.83 |
S1 |
15,710.02 |
15,723.34 |
|