Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,252.5 |
1,240.5 |
-12.0 |
-1.0% |
1,247.7 |
High |
1,262.0 |
1,243.5 |
-18.5 |
-1.5% |
1,255.3 |
Low |
1,235.1 |
1,235.5 |
0.4 |
0.0% |
1,233.5 |
Close |
1,241.8 |
1,238.6 |
-3.2 |
-0.3% |
1,251.9 |
Range |
26.9 |
8.0 |
-18.9 |
-70.3% |
21.8 |
ATR |
19.6 |
18.7 |
-0.8 |
-4.2% |
0.0 |
Volume |
174,694 |
86,791 |
-87,903 |
-50.3% |
584,330 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.2 |
1,258.9 |
1,243.0 |
|
R3 |
1,255.2 |
1,250.9 |
1,240.8 |
|
R2 |
1,247.2 |
1,247.2 |
1,240.1 |
|
R1 |
1,242.9 |
1,242.9 |
1,239.3 |
1,241.1 |
PP |
1,239.2 |
1,239.2 |
1,239.2 |
1,238.3 |
S1 |
1,234.9 |
1,234.9 |
1,237.9 |
1,233.1 |
S2 |
1,231.2 |
1,231.2 |
1,237.1 |
|
S3 |
1,223.2 |
1,226.9 |
1,236.4 |
|
S4 |
1,215.2 |
1,218.9 |
1,234.2 |
|
|
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% |
14.5 |
1.2% |
18% |
False |
False |
118,195 |
10 |
1,262.0 |
1,217.7 |
44.3 |
3.6% |
14.2 |
1.1% |
47% |
False |
False |
128,746 |
20 |
1,262.0 |
1,181.4 |
80.6 |
6.5% |
17.4 |
1.4% |
71% |
False |
False |
114,507 |
40 |
1,267.5 |
1,181.4 |
86.1 |
7.0% |
20.9 |
1.7% |
66% |
False |
False |
123,229 |
60 |
1,362.3 |
1,181.4 |
180.9 |
14.6% |
20.2 |
1.6% |
32% |
False |
False |
87,087 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.6% |
21.7 |
1.8% |
32% |
False |
False |
66,165 |
100 |
1,416.7 |
1,181.4 |
235.3 |
19.0% |
22.7 |
1.8% |
24% |
False |
False |
53,332 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.4% |
22.7 |
1.8% |
23% |
False |
False |
44,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,277.5 |
2.618 |
1,264.4 |
1.618 |
1,256.4 |
1.000 |
1,251.5 |
0.618 |
1,248.4 |
HIGH |
1,243.5 |
0.618 |
1,240.4 |
0.500 |
1,239.5 |
0.382 |
1,238.6 |
LOW |
1,235.5 |
0.618 |
1,230.6 |
1.000 |
1,227.5 |
1.618 |
1,222.6 |
2.618 |
1,214.6 |
4.250 |
1,201.5 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,239.5 |
1,248.6 |
PP |
1,239.2 |
1,245.2 |
S1 |
1,238.9 |
1,241.9 |
|