Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,252.7 |
1,244.3 |
-8.4 |
-0.7% |
1,237.0 |
High |
1,254.9 |
1,244.6 |
-10.3 |
-0.8% |
1,248.5 |
Low |
1,241.1 |
1,233.5 |
-7.6 |
-0.6% |
1,212.6 |
Close |
1,245.4 |
1,238.3 |
-7.1 |
-0.6% |
1,246.9 |
Range |
13.8 |
11.1 |
-2.7 |
-19.6% |
35.9 |
ATR |
20.5 |
19.9 |
-0.6 |
-3.0% |
0.0 |
Volume |
138,193 |
105,108 |
-33,085 |
-23.9% |
722,478 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.1 |
1,266.3 |
1,244.4 |
|
R3 |
1,261.0 |
1,255.2 |
1,241.4 |
|
R2 |
1,249.9 |
1,249.9 |
1,240.3 |
|
R1 |
1,244.1 |
1,244.1 |
1,239.3 |
1,241.5 |
PP |
1,238.8 |
1,238.8 |
1,238.8 |
1,237.5 |
S1 |
1,233.0 |
1,233.0 |
1,237.3 |
1,230.4 |
S2 |
1,227.7 |
1,227.7 |
1,236.3 |
|
S3 |
1,216.6 |
1,221.9 |
1,235.2 |
|
S4 |
1,205.5 |
1,210.8 |
1,232.2 |
|
|
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 |
1,223.1 |
32.2 |
2.6% |
13.4 |
1.1% |
47% |
False |
False |
128,897 |
10 |
1,255.3 |
1,202.5 |
52.8 |
4.3% |
18.3 |
1.5% |
68% |
False |
False |
133,433 |
20 |
1,255.3 |
1,181.4 |
73.9 |
6.0% |
19.8 |
1.6% |
77% |
False |
False |
122,252 |
40 |
1,289.6 |
1,181.4 |
108.2 |
8.7% |
21.4 |
1.7% |
53% |
False |
False |
113,810 |
60 |
1,362.3 |
1,181.4 |
180.9 |
14.6% |
20.4 |
1.7% |
31% |
False |
False |
79,289 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.6% |
22.0 |
1.8% |
31% |
False |
False |
60,209 |
100 |
1,433.7 |
1,181.4 |
252.3 |
20.4% |
23.0 |
1.9% |
23% |
False |
False |
48,543 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.4% |
22.9 |
1.8% |
23% |
False |
False |
40,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,291.8 |
2.618 |
1,273.7 |
1.618 |
1,262.6 |
1.000 |
1,255.7 |
0.618 |
1,251.5 |
HIGH |
1,244.6 |
0.618 |
1,240.4 |
0.500 |
1,239.1 |
0.382 |
1,237.7 |
LOW |
1,233.5 |
0.618 |
1,226.6 |
1.000 |
1,222.4 |
1.618 |
1,215.5 |
2.618 |
1,204.4 |
4.250 |
1,186.3 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,239.1 |
1,244.4 |
PP |
1,238.8 |
1,242.4 |
S1 |
1,238.6 |
1,240.3 |
|