Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,241.7 |
1,252.5 |
10.8 |
0.9% |
1,247.7 |
High |
1,254.6 |
1,262.0 |
7.4 |
0.6% |
1,255.3 |
Low |
1,237.3 |
1,235.1 |
-2.2 |
-0.2% |
1,233.5 |
Close |
1,251.9 |
1,241.8 |
-10.1 |
-0.8% |
1,251.9 |
Range |
17.3 |
26.9 |
9.6 |
55.5% |
21.8 |
ATR |
19.0 |
19.6 |
0.6 |
3.0% |
0.0 |
Volume |
112,715 |
174,694 |
61,979 |
55.0% |
584,330 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.0 |
1,311.3 |
1,256.6 |
|
R3 |
1,300.1 |
1,284.4 |
1,249.2 |
|
R2 |
1,273.2 |
1,273.2 |
1,246.7 |
|
R1 |
1,257.5 |
1,257.5 |
1,244.3 |
1,251.9 |
PP |
1,246.3 |
1,246.3 |
1,246.3 |
1,243.5 |
S1 |
1,230.6 |
1,230.6 |
1,239.3 |
1,225.0 |
S2 |
1,219.4 |
1,219.4 |
1,236.9 |
|
S3 |
1,192.5 |
1,203.7 |
1,234.4 |
|
S4 |
1,165.6 |
1,176.8 |
1,227.0 |
|
|
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 |
1,262.0 |
1,233.5 |
28.5 |
2.3% |
15.6 |
1.3% |
29% |
True |
False |
128,475 |
10 |
1,262.0 |
1,217.7 |
44.3 |
3.6% |
15.5 |
1.2% |
54% |
True |
False |
132,931 |
20 |
1,262.0 |
1,181.4 |
80.6 |
6.5% |
18.0 |
1.4% |
75% |
True |
False |
117,103 |
40 |
1,267.5 |
1,181.4 |
86.1 |
6.9% |
21.1 |
1.7% |
70% |
False |
False |
122,424 |
60 |
1,362.3 |
1,181.4 |
180.9 |
14.6% |
20.4 |
1.6% |
33% |
False |
False |
85,719 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.6% |
21.9 |
1.8% |
33% |
False |
False |
65,097 |
100 |
1,433.7 |
1,181.4 |
252.3 |
20.3% |
22.8 |
1.8% |
24% |
False |
False |
52,491 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.3% |
22.9 |
1.8% |
24% |
False |
False |
43,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.3 |
2.618 |
1,332.4 |
1.618 |
1,305.5 |
1.000 |
1,288.9 |
0.618 |
1,278.6 |
HIGH |
1,262.0 |
0.618 |
1,251.7 |
0.500 |
1,248.6 |
0.382 |
1,245.4 |
LOW |
1,235.1 |
0.618 |
1,218.5 |
1.000 |
1,208.2 |
1.618 |
1,191.6 |
2.618 |
1,164.7 |
4.250 |
1,120.8 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,248.6 |
1,248.6 |
PP |
1,246.3 |
1,246.3 |
S1 |
1,244.1 |
1,244.1 |
|