Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,244.3 |
1,241.8 |
-2.5 |
-0.2% |
1,237.0 |
High |
1,244.6 |
1,244.9 |
0.3 |
0.0% |
1,248.5 |
Low |
1,233.5 |
1,235.8 |
2.3 |
0.2% |
1,212.6 |
Close |
1,238.3 |
1,240.2 |
1.9 |
0.2% |
1,246.9 |
Range |
11.1 |
9.1 |
-2.0 |
-18.0% |
35.9 |
ATR |
19.9 |
19.1 |
-0.8 |
-3.9% |
0.0 |
Volume |
105,108 |
111,667 |
6,559 |
6.2% |
722,478 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.6 |
1,263.0 |
1,245.2 |
|
R3 |
1,258.5 |
1,253.9 |
1,242.7 |
|
R2 |
1,249.4 |
1,249.4 |
1,241.9 |
|
R1 |
1,244.8 |
1,244.8 |
1,241.0 |
1,242.6 |
PP |
1,240.3 |
1,240.3 |
1,240.3 |
1,239.2 |
S1 |
1,235.7 |
1,235.7 |
1,239.4 |
1,233.5 |
S2 |
1,231.2 |
1,231.2 |
1,238.5 |
|
S3 |
1,222.1 |
1,226.6 |
1,237.7 |
|
S4 |
1,213.0 |
1,217.5 |
1,235.2 |
|
|
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 |
1,226.6 |
28.7 |
2.3% |
13.6 |
1.1% |
47% |
False |
False |
126,574 |
10 |
1,255.3 |
1,212.6 |
42.7 |
3.4% |
16.4 |
1.3% |
65% |
False |
False |
130,907 |
20 |
1,255.3 |
1,181.4 |
73.9 |
6.0% |
19.2 |
1.5% |
80% |
False |
False |
121,089 |
40 |
1,278.7 |
1,181.4 |
97.3 |
7.8% |
21.1 |
1.7% |
60% |
False |
False |
116,358 |
60 |
1,362.3 |
1,181.4 |
180.9 |
14.6% |
20.4 |
1.6% |
33% |
False |
False |
81,101 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.6% |
21.9 |
1.8% |
33% |
False |
False |
61,559 |
100 |
1,433.7 |
1,181.4 |
252.3 |
20.3% |
22.8 |
1.8% |
23% |
False |
False |
49,640 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.3% |
22.7 |
1.8% |
23% |
False |
False |
41,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.6 |
2.618 |
1,268.7 |
1.618 |
1,259.6 |
1.000 |
1,254.0 |
0.618 |
1,250.5 |
HIGH |
1,244.9 |
0.618 |
1,241.4 |
0.500 |
1,240.4 |
0.382 |
1,239.3 |
LOW |
1,235.8 |
0.618 |
1,230.2 |
1.000 |
1,226.7 |
1.618 |
1,221.1 |
2.618 |
1,212.0 |
4.250 |
1,197.1 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,240.4 |
1,244.2 |
PP |
1,240.3 |
1,242.9 |
S1 |
1,240.3 |
1,241.5 |
|