Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,267.0 |
1,243.6 |
-23.4 |
-1.8% |
1,270.1 |
High |
1,267.7 |
1,254.5 |
-13.2 |
-1.0% |
1,279.8 |
Low |
1,237.5 |
1,238.4 |
0.9 |
0.1% |
1,237.5 |
Close |
1,242.2 |
1,240.1 |
-2.1 |
-0.2% |
1,240.1 |
Range |
30.2 |
16.1 |
-14.1 |
-46.7% |
42.3 |
ATR |
20.8 |
20.5 |
-0.3 |
-1.6% |
0.0 |
Volume |
45,276 |
5,820 |
-39,456 |
-87.1% |
511,339 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,292.6 |
1,282.5 |
1,249.0 |
|
R3 |
1,276.5 |
1,266.4 |
1,244.5 |
|
R2 |
1,260.4 |
1,260.4 |
1,243.1 |
|
R1 |
1,250.3 |
1,250.3 |
1,241.6 |
1,247.3 |
PP |
1,244.3 |
1,244.3 |
1,244.3 |
1,242.9 |
S1 |
1,234.2 |
1,234.2 |
1,238.6 |
1,231.2 |
S2 |
1,228.2 |
1,228.2 |
1,237.1 |
|
S3 |
1,212.1 |
1,218.1 |
1,235.7 |
|
S4 |
1,196.0 |
1,202.0 |
1,231.2 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.4 |
1,352.0 |
1,263.4 |
|
R3 |
1,337.1 |
1,309.7 |
1,251.7 |
|
R2 |
1,294.8 |
1,294.8 |
1,247.9 |
|
R1 |
1,267.4 |
1,267.4 |
1,244.0 |
1,260.0 |
PP |
1,252.5 |
1,252.5 |
1,252.5 |
1,248.7 |
S1 |
1,225.1 |
1,225.1 |
1,236.2 |
1,217.7 |
S2 |
1,210.2 |
1,210.2 |
1,232.3 |
|
S3 |
1,167.9 |
1,182.8 |
1,228.5 |
|
S4 |
1,125.6 |
1,140.5 |
1,216.8 |
|
|
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 |
1,237.5 |
42.3 |
3.4% |
22.1 |
1.8% |
6% |
False |
False |
102,267 |
10 |
1,279.8 |
1,230.8 |
49.0 |
4.0% |
21.5 |
1.7% |
19% |
False |
False |
125,660 |
20 |
1,279.8 |
1,212.6 |
67.2 |
5.4% |
19.0 |
1.5% |
41% |
False |
False |
128,284 |
40 |
1,279.8 |
1,181.4 |
98.4 |
7.9% |
21.5 |
1.7% |
60% |
False |
False |
126,511 |
60 |
1,326.8 |
1,181.4 |
145.4 |
11.7% |
20.7 |
1.7% |
40% |
False |
False |
100,928 |
80 |
1,362.3 |
1,181.4 |
180.9 |
14.6% |
21.2 |
1.7% |
32% |
False |
False |
76,985 |
100 |
1,384.1 |
1,181.4 |
202.7 |
16.3% |
22.7 |
1.8% |
29% |
False |
False |
62,029 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.3% |
22.8 |
1.8% |
23% |
False |
False |
51,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.9 |
2.618 |
1,296.6 |
1.618 |
1,280.5 |
1.000 |
1,270.6 |
0.618 |
1,264.4 |
HIGH |
1,254.5 |
0.618 |
1,248.3 |
0.500 |
1,246.5 |
0.382 |
1,244.6 |
LOW |
1,238.4 |
0.618 |
1,228.5 |
1.000 |
1,222.3 |
1.618 |
1,212.4 |
2.618 |
1,196.3 |
4.250 |
1,170.0 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,246.5 |
1,254.1 |
PP |
1,244.3 |
1,249.4 |
S1 |
1,242.2 |
1,244.8 |
|