Trading Metrics calculated at close of trading on 17-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,241.8 |
1,241.7 |
-0.1 |
0.0% |
1,247.7 |
High |
1,244.9 |
1,254.6 |
9.7 |
0.8% |
1,255.3 |
Low |
1,235.8 |
1,237.3 |
1.5 |
0.1% |
1,233.5 |
Close |
1,240.2 |
1,251.9 |
11.7 |
0.9% |
1,251.9 |
Range |
9.1 |
17.3 |
8.2 |
90.1% |
21.8 |
ATR |
19.1 |
19.0 |
-0.1 |
-0.7% |
0.0 |
Volume |
111,667 |
112,715 |
1,048 |
0.9% |
584,330 |
|
Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.8 |
1,293.2 |
1,261.4 |
|
R3 |
1,282.5 |
1,275.9 |
1,256.7 |
|
R2 |
1,265.2 |
1,265.2 |
1,255.1 |
|
R1 |
1,258.6 |
1,258.6 |
1,253.5 |
1,261.9 |
PP |
1,247.9 |
1,247.9 |
1,247.9 |
1,249.6 |
S1 |
1,241.3 |
1,241.3 |
1,250.3 |
1,244.6 |
S2 |
1,230.6 |
1,230.6 |
1,248.7 |
|
S3 |
1,213.3 |
1,224.0 |
1,247.1 |
|
S4 |
1,196.0 |
1,206.7 |
1,242.4 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.3 |
1,303.9 |
1,263.9 |
|
R3 |
1,290.5 |
1,282.1 |
1,257.9 |
|
R2 |
1,268.7 |
1,268.7 |
1,255.9 |
|
R1 |
1,260.3 |
1,260.3 |
1,253.9 |
1,264.5 |
PP |
1,246.9 |
1,246.9 |
1,246.9 |
1,249.0 |
S1 |
1,238.5 |
1,238.5 |
1,249.9 |
1,242.7 |
S2 |
1,225.1 |
1,225.1 |
1,247.9 |
|
S3 |
1,203.3 |
1,216.7 |
1,245.9 |
|
S4 |
1,181.5 |
1,194.9 |
1,239.9 |
|
|
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 |
1,233.5 |
21.8 |
1.7% |
12.7 |
1.0% |
84% |
False |
False |
116,866 |
10 |
1,255.3 |
1,212.6 |
42.7 |
3.4% |
16.3 |
1.3% |
92% |
False |
False |
130,680 |
20 |
1,255.3 |
1,181.4 |
73.9 |
5.9% |
18.6 |
1.5% |
95% |
False |
False |
118,693 |
40 |
1,276.4 |
1,181.4 |
95.0 |
7.6% |
21.3 |
1.7% |
74% |
False |
False |
118,771 |
60 |
1,362.3 |
1,181.4 |
180.9 |
14.5% |
20.2 |
1.6% |
39% |
False |
False |
82,836 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.5% |
21.8 |
1.7% |
39% |
False |
False |
62,947 |
100 |
1,433.7 |
1,181.4 |
252.3 |
20.2% |
22.8 |
1.8% |
28% |
False |
False |
50,752 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.2% |
22.8 |
1.8% |
28% |
False |
False |
42,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.1 |
2.618 |
1,299.9 |
1.618 |
1,282.6 |
1.000 |
1,271.9 |
0.618 |
1,265.3 |
HIGH |
1,254.6 |
0.618 |
1,248.0 |
0.500 |
1,246.0 |
0.382 |
1,243.9 |
LOW |
1,237.3 |
0.618 |
1,226.6 |
1.000 |
1,220.0 |
1.618 |
1,209.3 |
2.618 |
1,192.0 |
4.250 |
1,163.8 |
|
|
Fisher Pivots for day following 17-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,249.9 |
1,249.3 |
PP |
1,247.9 |
1,246.7 |
S1 |
1,246.0 |
1,244.1 |
|