Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,247.7 |
1,252.7 |
5.0 |
0.4% |
1,237.0 |
High |
1,255.3 |
1,254.9 |
-0.4 |
0.0% |
1,248.5 |
Low |
1,243.0 |
1,241.1 |
-1.9 |
-0.2% |
1,212.6 |
Close |
1,251.1 |
1,245.4 |
-5.7 |
-0.5% |
1,246.9 |
Range |
12.3 |
13.8 |
1.5 |
12.2% |
35.9 |
ATR |
21.0 |
20.5 |
-0.5 |
-2.5% |
0.0 |
Volume |
116,647 |
138,193 |
21,546 |
18.5% |
722,478 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.5 |
1,280.8 |
1,253.0 |
|
R3 |
1,274.7 |
1,267.0 |
1,249.2 |
|
R2 |
1,260.9 |
1,260.9 |
1,247.9 |
|
R1 |
1,253.2 |
1,253.2 |
1,246.7 |
1,250.2 |
PP |
1,247.1 |
1,247.1 |
1,247.1 |
1,245.6 |
S1 |
1,239.4 |
1,239.4 |
1,244.1 |
1,236.4 |
S2 |
1,233.3 |
1,233.3 |
1,242.9 |
|
S3 |
1,219.5 |
1,225.6 |
1,241.6 |
|
S4 |
1,205.7 |
1,211.8 |
1,237.8 |
|
|
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% |
14.0 |
1.1% |
74% |
False |
False |
139,298 |
10 |
1,255.3 |
1,181.4 |
73.9 |
5.9% |
20.5 |
1.6% |
87% |
False |
False |
135,236 |
20 |
1,255.3 |
1,181.4 |
73.9 |
5.9% |
20.5 |
1.6% |
87% |
False |
False |
123,087 |
40 |
1,291.5 |
1,181.4 |
110.1 |
8.8% |
21.3 |
1.7% |
58% |
False |
False |
111,469 |
60 |
1,362.3 |
1,181.4 |
180.9 |
14.5% |
20.5 |
1.6% |
35% |
False |
False |
77,622 |
80 |
1,369.0 |
1,181.4 |
187.6 |
15.1% |
22.4 |
1.8% |
34% |
False |
False |
58,915 |
100 |
1,433.7 |
1,181.4 |
252.3 |
20.3% |
23.1 |
1.9% |
25% |
False |
False |
47,503 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.3% |
22.9 |
1.8% |
25% |
False |
False |
39,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,313.6 |
2.618 |
1,291.0 |
1.618 |
1,277.2 |
1.000 |
1,268.7 |
0.618 |
1,263.4 |
HIGH |
1,254.9 |
0.618 |
1,249.6 |
0.500 |
1,248.0 |
0.382 |
1,246.4 |
LOW |
1,241.1 |
0.618 |
1,232.6 |
1.000 |
1,227.3 |
1.618 |
1,218.8 |
2.618 |
1,205.0 |
4.250 |
1,182.5 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,248.0 |
1,243.9 |
PP |
1,247.1 |
1,242.4 |
S1 |
1,246.3 |
1,241.0 |
|