Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,224.9 |
1,227.1 |
2.2 |
0.2% |
1,237.0 |
High |
1,230.9 |
1,248.5 |
17.6 |
1.4% |
1,248.5 |
Low |
1,223.1 |
1,226.6 |
3.5 |
0.3% |
1,212.6 |
Close |
1,229.4 |
1,246.9 |
17.5 |
1.4% |
1,246.9 |
Range |
7.8 |
21.9 |
14.1 |
180.8% |
35.9 |
ATR |
21.7 |
21.7 |
0.0 |
0.1% |
0.0 |
Volume |
123,280 |
161,259 |
37,979 |
30.8% |
722,478 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.4 |
1,298.5 |
1,258.9 |
|
R3 |
1,284.5 |
1,276.6 |
1,252.9 |
|
R2 |
1,262.6 |
1,262.6 |
1,250.9 |
|
R1 |
1,254.7 |
1,254.7 |
1,248.9 |
1,258.7 |
PP |
1,240.7 |
1,240.7 |
1,240.7 |
1,242.6 |
S1 |
1,232.8 |
1,232.8 |
1,244.9 |
1,236.8 |
S2 |
1,218.8 |
1,218.8 |
1,242.9 |
|
S3 |
1,196.9 |
1,210.9 |
1,240.9 |
|
S4 |
1,175.0 |
1,189.0 |
1,234.9 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.7 |
1,331.2 |
1,266.6 |
|
R3 |
1,307.8 |
1,295.3 |
1,256.8 |
|
R2 |
1,271.9 |
1,271.9 |
1,253.5 |
|
R1 |
1,259.4 |
1,259.4 |
1,250.2 |
1,265.7 |
PP |
1,236.0 |
1,236.0 |
1,236.0 |
1,239.1 |
S1 |
1,223.5 |
1,223.5 |
1,243.6 |
1,229.8 |
S2 |
1,200.1 |
1,200.1 |
1,240.3 |
|
S3 |
1,164.2 |
1,187.6 |
1,237.0 |
|
S4 |
1,128.3 |
1,151.7 |
1,227.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,248.5 |
1,212.6 |
35.9 |
2.9% |
19.9 |
1.6% |
96% |
True |
False |
144,495 |
10 |
1,248.5 |
1,181.4 |
67.1 |
5.4% |
21.2 |
1.7% |
98% |
True |
False |
126,122 |
20 |
1,256.5 |
1,181.4 |
75.1 |
6.0% |
21.8 |
1.7% |
87% |
False |
False |
123,702 |
40 |
1,294.7 |
1,181.4 |
113.3 |
9.1% |
21.5 |
1.7% |
58% |
False |
False |
105,892 |
60 |
1,362.3 |
1,181.4 |
180.9 |
14.5% |
21.2 |
1.7% |
36% |
False |
False |
73,500 |
80 |
1,375.8 |
1,181.4 |
194.4 |
15.6% |
23.3 |
1.9% |
34% |
False |
False |
55,767 |
100 |
1,433.7 |
1,181.4 |
252.3 |
20.2% |
23.3 |
1.9% |
26% |
False |
False |
44,985 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.2% |
23.1 |
1.9% |
26% |
False |
False |
37,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.6 |
2.618 |
1,305.8 |
1.618 |
1,283.9 |
1.000 |
1,270.4 |
0.618 |
1,262.0 |
HIGH |
1,248.5 |
0.618 |
1,240.1 |
0.500 |
1,237.6 |
0.382 |
1,235.0 |
LOW |
1,226.6 |
0.618 |
1,213.1 |
1.000 |
1,204.7 |
1.618 |
1,191.2 |
2.618 |
1,169.3 |
4.250 |
1,133.5 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,243.8 |
1,242.3 |
PP |
1,240.7 |
1,237.7 |
S1 |
1,237.6 |
1,233.1 |
|