Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,270.1 |
1,255.6 |
-14.5 |
-1.1% |
1,252.5 |
High |
1,279.8 |
1,262.3 |
-17.5 |
-1.4% |
1,273.2 |
Low |
1,251.9 |
1,248.2 |
-3.7 |
-0.3% |
1,230.8 |
Close |
1,263.4 |
1,250.8 |
-12.6 |
-1.0% |
1,264.3 |
Range |
27.9 |
14.1 |
-13.8 |
-49.5% |
42.4 |
ATR |
20.3 |
20.0 |
-0.4 |
-1.8% |
0.0 |
Volume |
167,219 |
155,996 |
-11,223 |
-6.7% |
632,555 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.1 |
1,287.5 |
1,258.6 |
|
R3 |
1,282.0 |
1,273.4 |
1,254.7 |
|
R2 |
1,267.9 |
1,267.9 |
1,253.4 |
|
R1 |
1,259.3 |
1,259.3 |
1,252.1 |
1,256.6 |
PP |
1,253.8 |
1,253.8 |
1,253.8 |
1,252.4 |
S1 |
1,245.2 |
1,245.2 |
1,249.5 |
1,242.5 |
S2 |
1,239.7 |
1,239.7 |
1,248.2 |
|
S3 |
1,225.6 |
1,231.1 |
1,246.9 |
|
S4 |
1,211.5 |
1,217.0 |
1,243.0 |
|
|
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% |
20.5 |
1.6% |
41% |
False |
False |
156,215 |
10 |
1,279.8 |
1,230.8 |
49.0 |
3.9% |
18.1 |
1.4% |
41% |
False |
False |
142,345 |
20 |
1,279.8 |
1,181.4 |
98.4 |
7.9% |
19.7 |
1.6% |
71% |
False |
False |
135,878 |
40 |
1,279.8 |
1,181.4 |
98.4 |
7.9% |
21.4 |
1.7% |
71% |
False |
False |
131,248 |
60 |
1,342.5 |
1,181.4 |
161.1 |
12.9% |
20.5 |
1.6% |
43% |
False |
False |
98,057 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.5% |
21.0 |
1.7% |
38% |
False |
False |
74,688 |
100 |
1,397.4 |
1,181.4 |
216.0 |
17.3% |
22.7 |
1.8% |
32% |
False |
False |
60,205 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.2% |
22.7 |
1.8% |
28% |
False |
False |
50,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.2 |
2.618 |
1,299.2 |
1.618 |
1,285.1 |
1.000 |
1,276.4 |
0.618 |
1,271.0 |
HIGH |
1,262.3 |
0.618 |
1,256.9 |
0.500 |
1,255.3 |
0.382 |
1,253.6 |
LOW |
1,248.2 |
0.618 |
1,239.5 |
1.000 |
1,234.1 |
1.618 |
1,225.4 |
2.618 |
1,211.3 |
4.250 |
1,188.3 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,255.3 |
1,264.0 |
PP |
1,253.8 |
1,259.6 |
S1 |
1,252.3 |
1,255.2 |
|