Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,255.6 |
1,255.9 |
0.3 |
0.0% |
1,252.5 |
High |
1,262.3 |
1,270.6 |
8.3 |
0.7% |
1,273.2 |
Low |
1,248.2 |
1,248.5 |
0.3 |
0.0% |
1,230.8 |
Close |
1,250.8 |
1,262.2 |
11.4 |
0.9% |
1,264.3 |
Range |
14.1 |
22.1 |
8.0 |
56.7% |
42.4 |
ATR |
20.0 |
20.1 |
0.2 |
0.8% |
0.0 |
Volume |
155,996 |
137,028 |
-18,968 |
-12.2% |
632,555 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.7 |
1,316.6 |
1,274.4 |
|
R3 |
1,304.6 |
1,294.5 |
1,268.3 |
|
R2 |
1,282.5 |
1,282.5 |
1,266.3 |
|
R1 |
1,272.4 |
1,272.4 |
1,264.2 |
1,277.5 |
PP |
1,260.4 |
1,260.4 |
1,260.4 |
1,263.0 |
S1 |
1,250.3 |
1,250.3 |
1,260.2 |
1,255.4 |
S2 |
1,238.3 |
1,238.3 |
1,258.1 |
|
S3 |
1,216.2 |
1,228.2 |
1,256.1 |
|
S4 |
1,194.1 |
1,206.1 |
1,250.0 |
|
|
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% |
23.3 |
1.8% |
64% |
False |
False |
166,262 |
10 |
1,279.8 |
1,230.8 |
49.0 |
3.9% |
18.9 |
1.5% |
64% |
False |
False |
142,228 |
20 |
1,279.8 |
1,181.4 |
98.4 |
7.8% |
19.7 |
1.6% |
82% |
False |
False |
138,732 |
40 |
1,279.8 |
1,181.4 |
98.4 |
7.8% |
21.5 |
1.7% |
82% |
False |
False |
131,846 |
60 |
1,327.4 |
1,181.4 |
146.0 |
11.6% |
20.5 |
1.6% |
55% |
False |
False |
100,267 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.3% |
21.1 |
1.7% |
45% |
False |
False |
76,380 |
100 |
1,393.4 |
1,181.4 |
212.0 |
16.8% |
22.6 |
1.8% |
38% |
False |
False |
61,545 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.0% |
22.8 |
1.8% |
32% |
False |
False |
51,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.5 |
2.618 |
1,328.5 |
1.618 |
1,306.4 |
1.000 |
1,292.7 |
0.618 |
1,284.3 |
HIGH |
1,270.6 |
0.618 |
1,262.2 |
0.500 |
1,259.6 |
0.382 |
1,256.9 |
LOW |
1,248.5 |
0.618 |
1,234.8 |
1.000 |
1,226.4 |
1.618 |
1,212.7 |
2.618 |
1,190.6 |
4.250 |
1,154.6 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,261.3 |
1,264.0 |
PP |
1,260.4 |
1,263.4 |
S1 |
1,259.6 |
1,262.8 |
|