Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,227.1 |
1,247.7 |
20.6 |
1.7% |
1,237.0 |
High |
1,248.5 |
1,255.3 |
6.8 |
0.5% |
1,248.5 |
Low |
1,226.6 |
1,243.0 |
16.4 |
1.3% |
1,212.6 |
Close |
1,246.9 |
1,251.1 |
4.2 |
0.3% |
1,246.9 |
Range |
21.9 |
12.3 |
-9.6 |
-43.8% |
35.9 |
ATR |
21.7 |
21.0 |
-0.7 |
-3.1% |
0.0 |
Volume |
161,259 |
116,647 |
-44,612 |
-27.7% |
722,478 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.7 |
1,281.2 |
1,257.9 |
|
R3 |
1,274.4 |
1,268.9 |
1,254.5 |
|
R2 |
1,262.1 |
1,262.1 |
1,253.4 |
|
R1 |
1,256.6 |
1,256.6 |
1,252.2 |
1,259.4 |
PP |
1,249.8 |
1,249.8 |
1,249.8 |
1,251.2 |
S1 |
1,244.3 |
1,244.3 |
1,250.0 |
1,247.1 |
S2 |
1,237.5 |
1,237.5 |
1,248.8 |
|
S3 |
1,225.2 |
1,232.0 |
1,247.7 |
|
S4 |
1,212.9 |
1,219.7 |
1,244.3 |
|
|
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 |
1,255.3 |
1,217.7 |
37.6 |
3.0% |
15.3 |
1.2% |
89% |
True |
False |
137,387 |
10 |
1,255.3 |
1,181.4 |
73.9 |
5.9% |
21.3 |
1.7% |
94% |
True |
False |
129,411 |
20 |
1,255.3 |
1,181.4 |
73.9 |
5.9% |
20.7 |
1.7% |
94% |
True |
False |
121,854 |
40 |
1,294.7 |
1,181.4 |
113.3 |
9.1% |
21.4 |
1.7% |
62% |
False |
False |
108,374 |
60 |
1,362.3 |
1,181.4 |
180.9 |
14.5% |
21.1 |
1.7% |
39% |
False |
False |
75,350 |
80 |
1,375.8 |
1,181.4 |
194.4 |
15.5% |
22.4 |
1.8% |
36% |
False |
False |
57,204 |
100 |
1,433.7 |
1,181.4 |
252.3 |
20.2% |
23.2 |
1.9% |
28% |
False |
False |
46,129 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.2% |
23.0 |
1.8% |
28% |
False |
False |
38,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,307.6 |
2.618 |
1,287.5 |
1.618 |
1,275.2 |
1.000 |
1,267.6 |
0.618 |
1,262.9 |
HIGH |
1,255.3 |
0.618 |
1,250.6 |
0.500 |
1,249.2 |
0.382 |
1,247.7 |
LOW |
1,243.0 |
0.618 |
1,235.4 |
1.000 |
1,230.7 |
1.618 |
1,223.1 |
2.618 |
1,210.8 |
4.250 |
1,190.7 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,250.5 |
1,247.1 |
PP |
1,249.8 |
1,243.2 |
S1 |
1,249.2 |
1,239.2 |
|