Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,263.7 |
1,270.1 |
6.4 |
0.5% |
1,252.5 |
High |
1,273.2 |
1,279.8 |
6.6 |
0.5% |
1,273.2 |
Low |
1,256.8 |
1,251.9 |
-4.9 |
-0.4% |
1,230.8 |
Close |
1,264.3 |
1,263.4 |
-0.9 |
-0.1% |
1,264.3 |
Range |
16.4 |
27.9 |
11.5 |
70.1% |
42.4 |
ATR |
19.7 |
20.3 |
0.6 |
3.0% |
0.0 |
Volume |
161,723 |
167,219 |
5,496 |
3.4% |
632,555 |
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.7 |
1,334.0 |
1,278.7 |
|
R3 |
1,320.8 |
1,306.1 |
1,271.1 |
|
R2 |
1,292.9 |
1,292.9 |
1,268.5 |
|
R1 |
1,278.2 |
1,278.2 |
1,266.0 |
1,271.6 |
PP |
1,265.0 |
1,265.0 |
1,265.0 |
1,261.8 |
S1 |
1,250.3 |
1,250.3 |
1,260.8 |
1,243.7 |
S2 |
1,237.1 |
1,237.1 |
1,258.3 |
|
S3 |
1,209.2 |
1,222.4 |
1,255.7 |
|
S4 |
1,181.3 |
1,194.5 |
1,248.1 |
|
|
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 |
1,279.8 |
1,230.8 |
49.0 |
3.9% |
23.1 |
1.8% |
67% |
True |
False |
159,954 |
10 |
1,279.8 |
1,230.8 |
49.0 |
3.9% |
17.9 |
1.4% |
67% |
True |
False |
138,410 |
20 |
1,279.8 |
1,181.4 |
98.4 |
7.8% |
19.5 |
1.5% |
83% |
True |
False |
132,266 |
40 |
1,279.8 |
1,181.4 |
98.4 |
7.8% |
21.6 |
1.7% |
83% |
True |
False |
131,218 |
60 |
1,360.3 |
1,181.4 |
178.9 |
14.2% |
20.7 |
1.6% |
46% |
False |
False |
95,577 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.3% |
21.4 |
1.7% |
45% |
False |
False |
72,774 |
100 |
1,414.0 |
1,181.4 |
232.6 |
18.4% |
22.8 |
1.8% |
35% |
False |
False |
58,658 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.0% |
22.8 |
1.8% |
33% |
False |
False |
49,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.4 |
2.618 |
1,352.8 |
1.618 |
1,324.9 |
1.000 |
1,307.7 |
0.618 |
1,297.0 |
HIGH |
1,279.8 |
0.618 |
1,269.1 |
0.500 |
1,265.9 |
0.382 |
1,262.6 |
LOW |
1,251.9 |
0.618 |
1,234.7 |
1.000 |
1,224.0 |
1.618 |
1,206.8 |
2.618 |
1,178.9 |
4.250 |
1,133.3 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,265.9 |
1,260.7 |
PP |
1,265.0 |
1,258.0 |
S1 |
1,264.2 |
1,255.3 |
|