Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
3,107.0 |
3,083.0 |
-24.0 |
-0.8% |
3,065.0 |
High |
3,114.0 |
3,125.0 |
11.0 |
0.4% |
3,127.0 |
Low |
3,078.0 |
3,066.0 |
-12.0 |
-0.4% |
3,058.0 |
Close |
3,105.0 |
3,112.0 |
7.0 |
0.2% |
3,098.0 |
Range |
36.0 |
59.0 |
23.0 |
63.9% |
69.0 |
ATR |
39.6 |
41.0 |
1.4 |
3.5% |
0.0 |
Volume |
880,149 |
997,437 |
117,288 |
13.3% |
3,894,748 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,278.0 |
3,254.0 |
3,144.5 |
|
R3 |
3,219.0 |
3,195.0 |
3,128.2 |
|
R2 |
3,160.0 |
3,160.0 |
3,122.8 |
|
R1 |
3,136.0 |
3,136.0 |
3,117.4 |
3,148.0 |
PP |
3,101.0 |
3,101.0 |
3,101.0 |
3,107.0 |
S1 |
3,077.0 |
3,077.0 |
3,106.6 |
3,089.0 |
S2 |
3,042.0 |
3,042.0 |
3,101.2 |
|
S3 |
2,983.0 |
3,018.0 |
3,095.8 |
|
S4 |
2,924.0 |
2,959.0 |
3,079.6 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,301.3 |
3,268.7 |
3,136.0 |
|
R3 |
3,232.3 |
3,199.7 |
3,117.0 |
|
R2 |
3,163.3 |
3,163.3 |
3,110.7 |
|
R1 |
3,130.7 |
3,130.7 |
3,104.3 |
3,147.0 |
PP |
3,094.3 |
3,094.3 |
3,094.3 |
3,102.5 |
S1 |
3,061.7 |
3,061.7 |
3,091.7 |
3,078.0 |
S2 |
3,025.3 |
3,025.3 |
3,085.4 |
|
S3 |
2,956.3 |
2,992.7 |
3,079.0 |
|
S4 |
2,887.3 |
2,923.7 |
3,060.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,127.0 |
3,066.0 |
61.0 |
2.0% |
39.6 |
1.3% |
75% |
False |
True |
852,116 |
10 |
3,127.0 |
3,046.0 |
81.0 |
2.6% |
40.2 |
1.3% |
81% |
False |
False |
763,131 |
20 |
3,127.0 |
2,910.0 |
217.0 |
7.0% |
39.5 |
1.3% |
93% |
False |
False |
705,246 |
40 |
3,127.0 |
2,910.0 |
217.0 |
7.0% |
36.3 |
1.2% |
93% |
False |
False |
375,791 |
60 |
3,127.0 |
2,910.0 |
217.0 |
7.0% |
34.7 |
1.1% |
93% |
False |
False |
250,996 |
80 |
3,127.0 |
2,857.0 |
270.0 |
8.7% |
33.6 |
1.1% |
94% |
False |
False |
188,355 |
100 |
3,127.0 |
2,708.0 |
419.0 |
13.5% |
31.6 |
1.0% |
96% |
False |
False |
150,698 |
120 |
3,127.0 |
2,708.0 |
419.0 |
13.5% |
28.3 |
0.9% |
96% |
False |
False |
125,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,375.8 |
2.618 |
3,279.5 |
1.618 |
3,220.5 |
1.000 |
3,184.0 |
0.618 |
3,161.5 |
HIGH |
3,125.0 |
0.618 |
3,102.5 |
0.500 |
3,095.5 |
0.382 |
3,088.5 |
LOW |
3,066.0 |
0.618 |
3,029.5 |
1.000 |
3,007.0 |
1.618 |
2,970.5 |
2.618 |
2,911.5 |
4.250 |
2,815.3 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
3,106.5 |
3,106.5 |
PP |
3,101.0 |
3,101.0 |
S1 |
3,095.5 |
3,095.5 |
|