Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,240.5 |
1,235.8 |
-4.7 |
-0.4% |
1,247.7 |
High |
1,243.5 |
1,267.0 |
23.5 |
1.9% |
1,255.3 |
Low |
1,235.5 |
1,230.8 |
-4.7 |
-0.4% |
1,233.5 |
Close |
1,238.6 |
1,262.3 |
23.7 |
1.9% |
1,251.9 |
Range |
8.0 |
36.2 |
28.2 |
352.5% |
21.8 |
ATR |
18.7 |
20.0 |
1.2 |
6.7% |
0.0 |
Volume |
86,791 |
209,347 |
122,556 |
141.2% |
584,330 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.0 |
1,348.3 |
1,282.2 |
|
R3 |
1,325.8 |
1,312.1 |
1,272.3 |
|
R2 |
1,289.6 |
1,289.6 |
1,268.9 |
|
R1 |
1,275.9 |
1,275.9 |
1,265.6 |
1,282.8 |
PP |
1,253.4 |
1,253.4 |
1,253.4 |
1,256.8 |
S1 |
1,239.7 |
1,239.7 |
1,259.0 |
1,246.6 |
S2 |
1,217.2 |
1,217.2 |
1,255.7 |
|
S3 |
1,181.0 |
1,203.5 |
1,252.3 |
|
S4 |
1,144.8 |
1,167.3 |
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 |
1,267.0 |
1,230.8 |
36.2 |
2.9% |
19.5 |
1.5% |
87% |
True |
True |
139,042 |
10 |
1,267.0 |
1,223.1 |
43.9 |
3.5% |
16.4 |
1.3% |
89% |
True |
False |
133,970 |
20 |
1,267.0 |
1,181.4 |
85.6 |
6.8% |
18.5 |
1.5% |
95% |
True |
False |
120,726 |
40 |
1,267.5 |
1,181.4 |
86.1 |
6.8% |
21.6 |
1.7% |
94% |
False |
False |
127,318 |
60 |
1,362.3 |
1,181.4 |
180.9 |
14.3% |
20.5 |
1.6% |
45% |
False |
False |
90,477 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.3% |
21.9 |
1.7% |
45% |
False |
False |
68,722 |
100 |
1,416.7 |
1,181.4 |
235.3 |
18.6% |
23.0 |
1.8% |
34% |
False |
False |
55,412 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.0% |
22.9 |
1.8% |
32% |
False |
False |
46,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,420.9 |
2.618 |
1,361.8 |
1.618 |
1,325.6 |
1.000 |
1,303.2 |
0.618 |
1,289.4 |
HIGH |
1,267.0 |
0.618 |
1,253.2 |
0.500 |
1,248.9 |
0.382 |
1,244.6 |
LOW |
1,230.8 |
0.618 |
1,208.4 |
1.000 |
1,194.6 |
1.618 |
1,172.2 |
2.618 |
1,136.0 |
4.250 |
1,077.0 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,257.8 |
1,257.8 |
PP |
1,253.4 |
1,253.4 |
S1 |
1,248.9 |
1,248.9 |
|