Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
3,155.0 |
3,164.0 |
9.0 |
0.3% |
3,107.0 |
High |
3,166.0 |
3,176.0 |
10.0 |
0.3% |
3,178.0 |
Low |
3,139.0 |
3,146.0 |
7.0 |
0.2% |
3,066.0 |
Close |
3,151.0 |
3,150.0 |
-1.0 |
0.0% |
3,151.0 |
Range |
27.0 |
30.0 |
3.0 |
11.1% |
112.0 |
ATR |
40.9 |
40.1 |
-0.8 |
-1.9% |
0.0 |
Volume |
355,935 |
733,673 |
377,738 |
106.1% |
4,058,781 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,247.3 |
3,228.7 |
3,166.5 |
|
R3 |
3,217.3 |
3,198.7 |
3,158.3 |
|
R2 |
3,187.3 |
3,187.3 |
3,155.5 |
|
R1 |
3,168.7 |
3,168.7 |
3,152.8 |
3,163.0 |
PP |
3,157.3 |
3,157.3 |
3,157.3 |
3,154.5 |
S1 |
3,138.7 |
3,138.7 |
3,147.3 |
3,133.0 |
S2 |
3,127.3 |
3,127.3 |
3,144.5 |
|
S3 |
3,097.3 |
3,108.7 |
3,141.8 |
|
S4 |
3,067.3 |
3,078.7 |
3,133.5 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,467.7 |
3,421.3 |
3,212.6 |
|
R3 |
3,355.7 |
3,309.3 |
3,181.8 |
|
R2 |
3,243.7 |
3,243.7 |
3,171.5 |
|
R1 |
3,197.3 |
3,197.3 |
3,161.3 |
3,220.5 |
PP |
3,131.7 |
3,131.7 |
3,131.7 |
3,143.3 |
S1 |
3,085.3 |
3,085.3 |
3,140.7 |
3,108.5 |
S2 |
3,019.7 |
3,019.7 |
3,130.5 |
|
S3 |
2,907.7 |
2,973.3 |
3,120.2 |
|
S4 |
2,795.7 |
2,861.3 |
3,089.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,178.0 |
3,066.0 |
112.0 |
3.6% |
41.0 |
1.3% |
75% |
False |
False |
782,461 |
10 |
3,178.0 |
3,058.0 |
120.0 |
3.8% |
39.5 |
1.3% |
77% |
False |
False |
788,680 |
20 |
3,178.0 |
2,937.0 |
241.0 |
7.7% |
38.2 |
1.2% |
88% |
False |
False |
725,083 |
40 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
36.8 |
1.2% |
90% |
False |
False |
448,336 |
60 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
35.5 |
1.1% |
90% |
False |
False |
299,524 |
80 |
3,178.0 |
2,857.0 |
321.0 |
10.2% |
33.6 |
1.1% |
91% |
False |
False |
224,772 |
100 |
3,178.0 |
2,708.0 |
470.0 |
14.9% |
32.4 |
1.0% |
94% |
False |
False |
179,846 |
120 |
3,178.0 |
2,708.0 |
470.0 |
14.9% |
29.3 |
0.9% |
94% |
False |
False |
149,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,303.5 |
2.618 |
3,254.5 |
1.618 |
3,224.5 |
1.000 |
3,206.0 |
0.618 |
3,194.5 |
HIGH |
3,176.0 |
0.618 |
3,164.5 |
0.500 |
3,161.0 |
0.382 |
3,157.5 |
LOW |
3,146.0 |
0.618 |
3,127.5 |
1.000 |
3,116.0 |
1.618 |
3,097.5 |
2.618 |
3,067.5 |
4.250 |
3,018.5 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
3,161.0 |
3,157.5 |
PP |
3,157.3 |
3,155.0 |
S1 |
3,153.7 |
3,152.5 |
|