Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
3,164.0 |
3,147.0 |
-17.0 |
-0.5% |
3,107.0 |
High |
3,170.0 |
3,159.0 |
-11.0 |
-0.3% |
3,178.0 |
Low |
3,136.0 |
3,105.0 |
-31.0 |
-1.0% |
3,066.0 |
Close |
3,149.0 |
3,117.0 |
-32.0 |
-1.0% |
3,151.0 |
Range |
34.0 |
54.0 |
20.0 |
58.8% |
112.0 |
ATR |
39.6 |
40.7 |
1.0 |
2.6% |
0.0 |
Volume |
1,000,063 |
1,683,687 |
683,624 |
68.4% |
4,058,781 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,289.0 |
3,257.0 |
3,146.7 |
|
R3 |
3,235.0 |
3,203.0 |
3,131.9 |
|
R2 |
3,181.0 |
3,181.0 |
3,126.9 |
|
R1 |
3,149.0 |
3,149.0 |
3,122.0 |
3,138.0 |
PP |
3,127.0 |
3,127.0 |
3,127.0 |
3,121.5 |
S1 |
3,095.0 |
3,095.0 |
3,112.1 |
3,084.0 |
S2 |
3,073.0 |
3,073.0 |
3,107.1 |
|
S3 |
3,019.0 |
3,041.0 |
3,102.2 |
|
S4 |
2,965.0 |
2,987.0 |
3,087.3 |
|
|
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 |
3,176.0 |
3,105.0 |
71.0 |
2.3% |
35.2 |
1.1% |
17% |
False |
True |
938,791 |
10 |
3,178.0 |
3,066.0 |
112.0 |
3.6% |
41.1 |
1.3% |
46% |
False |
False |
892,083 |
20 |
3,178.0 |
2,994.0 |
184.0 |
5.9% |
37.8 |
1.2% |
67% |
False |
False |
769,930 |
40 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
37.2 |
1.2% |
77% |
False |
False |
514,993 |
60 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
36.1 |
1.2% |
77% |
False |
False |
344,248 |
80 |
3,178.0 |
2,857.0 |
321.0 |
10.3% |
34.2 |
1.1% |
81% |
False |
False |
258,318 |
100 |
3,178.0 |
2,708.0 |
470.0 |
15.1% |
32.6 |
1.0% |
87% |
False |
False |
206,683 |
120 |
3,178.0 |
2,708.0 |
470.0 |
15.1% |
29.9 |
1.0% |
87% |
False |
False |
172,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,388.5 |
2.618 |
3,300.4 |
1.618 |
3,246.4 |
1.000 |
3,213.0 |
0.618 |
3,192.4 |
HIGH |
3,159.0 |
0.618 |
3,138.4 |
0.500 |
3,132.0 |
0.382 |
3,125.6 |
LOW |
3,105.0 |
0.618 |
3,071.6 |
1.000 |
3,051.0 |
1.618 |
3,017.6 |
2.618 |
2,963.6 |
4.250 |
2,875.5 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
3,132.0 |
3,140.5 |
PP |
3,127.0 |
3,132.7 |
S1 |
3,122.0 |
3,124.8 |
|