Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,235.8 |
1,263.7 |
27.9 |
2.3% |
1,252.5 |
High |
1,267.0 |
1,273.2 |
6.2 |
0.5% |
1,273.2 |
Low |
1,230.8 |
1,256.8 |
26.0 |
2.1% |
1,230.8 |
Close |
1,262.3 |
1,264.3 |
2.0 |
0.2% |
1,264.3 |
Range |
36.2 |
16.4 |
-19.8 |
-54.7% |
42.4 |
ATR |
20.0 |
19.7 |
-0.3 |
-1.3% |
0.0 |
Volume |
209,347 |
161,723 |
-47,624 |
-22.7% |
632,555 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.0 |
1,305.5 |
1,273.3 |
|
R3 |
1,297.6 |
1,289.1 |
1,268.8 |
|
R2 |
1,281.2 |
1,281.2 |
1,267.3 |
|
R1 |
1,272.7 |
1,272.7 |
1,265.8 |
1,277.0 |
PP |
1,264.8 |
1,264.8 |
1,264.8 |
1,266.9 |
S1 |
1,256.3 |
1,256.3 |
1,262.8 |
1,260.6 |
S2 |
1,248.4 |
1,248.4 |
1,261.3 |
|
S3 |
1,232.0 |
1,239.9 |
1,259.8 |
|
S4 |
1,215.6 |
1,223.5 |
1,255.3 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.3 |
1,366.2 |
1,287.6 |
|
R3 |
1,340.9 |
1,323.8 |
1,276.0 |
|
R2 |
1,298.5 |
1,298.5 |
1,272.1 |
|
R1 |
1,281.4 |
1,281.4 |
1,268.2 |
1,290.0 |
PP |
1,256.1 |
1,256.1 |
1,256.1 |
1,260.4 |
S1 |
1,239.0 |
1,239.0 |
1,260.4 |
1,247.6 |
S2 |
1,213.7 |
1,213.7 |
1,256.5 |
|
S3 |
1,171.3 |
1,196.6 |
1,252.6 |
|
S4 |
1,128.9 |
1,154.2 |
1,241.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,273.2 |
1,230.8 |
42.4 |
3.4% |
21.0 |
1.7% |
79% |
True |
False |
149,054 |
10 |
1,273.2 |
1,226.6 |
46.6 |
3.7% |
17.3 |
1.4% |
81% |
True |
False |
137,814 |
20 |
1,273.2 |
1,181.4 |
91.8 |
7.3% |
18.9 |
1.5% |
90% |
True |
False |
126,637 |
40 |
1,273.2 |
1,181.4 |
91.8 |
7.3% |
21.4 |
1.7% |
90% |
True |
False |
129,876 |
60 |
1,360.9 |
1,181.4 |
179.5 |
14.2% |
20.5 |
1.6% |
46% |
False |
False |
93,029 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.3% |
21.8 |
1.7% |
46% |
False |
False |
70,713 |
100 |
1,416.7 |
1,181.4 |
235.3 |
18.6% |
23.0 |
1.8% |
35% |
False |
False |
57,007 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.0% |
22.7 |
1.8% |
33% |
False |
False |
47,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.9 |
2.618 |
1,316.1 |
1.618 |
1,299.7 |
1.000 |
1,289.6 |
0.618 |
1,283.3 |
HIGH |
1,273.2 |
0.618 |
1,266.9 |
0.500 |
1,265.0 |
0.382 |
1,263.1 |
LOW |
1,256.8 |
0.618 |
1,246.7 |
1.000 |
1,240.4 |
1.618 |
1,230.3 |
2.618 |
1,213.9 |
4.250 |
1,187.1 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,265.0 |
1,260.2 |
PP |
1,264.8 |
1,256.1 |
S1 |
1,264.5 |
1,252.0 |
|