Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,225.0 |
5,210.0 |
-15.0 |
-0.3% |
5,322.0 |
High |
5,230.0 |
5,218.0 |
-12.0 |
-0.2% |
5,335.0 |
Low |
5,168.0 |
5,193.0 |
25.0 |
0.5% |
5,260.0 |
Close |
5,174.0 |
5,205.0 |
31.0 |
0.6% |
5,290.0 |
Range |
62.0 |
25.0 |
-37.0 |
-59.7% |
75.0 |
ATR |
49.5 |
49.2 |
-0.4 |
-0.8% |
0.0 |
Volume |
31,268 |
17,793 |
-13,475 |
-43.1% |
73,476 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,280.3 |
5,267.7 |
5,218.8 |
|
R3 |
5,255.3 |
5,242.7 |
5,211.9 |
|
R2 |
5,230.3 |
5,230.3 |
5,209.6 |
|
R1 |
5,217.7 |
5,217.7 |
5,207.3 |
5,211.5 |
PP |
5,205.3 |
5,205.3 |
5,205.3 |
5,202.3 |
S1 |
5,192.7 |
5,192.7 |
5,202.7 |
5,186.5 |
S2 |
5,180.3 |
5,180.3 |
5,200.4 |
|
S3 |
5,155.3 |
5,167.7 |
5,198.1 |
|
S4 |
5,130.3 |
5,142.7 |
5,191.3 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,520.0 |
5,480.0 |
5,331.3 |
|
R3 |
5,445.0 |
5,405.0 |
5,310.6 |
|
R2 |
5,370.0 |
5,370.0 |
5,303.8 |
|
R1 |
5,330.0 |
5,330.0 |
5,296.9 |
5,312.5 |
PP |
5,295.0 |
5,295.0 |
5,295.0 |
5,286.3 |
S1 |
5,255.0 |
5,255.0 |
5,283.1 |
5,237.5 |
S2 |
5,220.0 |
5,220.0 |
5,276.3 |
|
S3 |
5,145.0 |
5,180.0 |
5,269.4 |
|
S4 |
5,070.0 |
5,105.0 |
5,248.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,303.0 |
5,168.0 |
135.0 |
2.6% |
40.8 |
0.8% |
27% |
False |
False |
18,092 |
10 |
5,358.0 |
5,168.0 |
190.0 |
3.7% |
41.2 |
0.8% |
19% |
False |
False |
16,634 |
20 |
5,358.0 |
5,027.0 |
331.0 |
6.4% |
46.1 |
0.9% |
54% |
False |
False |
27,379 |
40 |
5,383.0 |
4,993.0 |
390.0 |
7.5% |
38.0 |
0.7% |
54% |
False |
False |
14,551 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
26.9 |
0.5% |
52% |
False |
False |
9,718 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
22.7 |
0.4% |
52% |
False |
False |
7,302 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
18.3 |
0.4% |
52% |
False |
False |
5,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,324.3 |
2.618 |
5,283.5 |
1.618 |
5,258.5 |
1.000 |
5,243.0 |
0.618 |
5,233.5 |
HIGH |
5,218.0 |
0.618 |
5,208.5 |
0.500 |
5,205.5 |
0.382 |
5,202.6 |
LOW |
5,193.0 |
0.618 |
5,177.6 |
1.000 |
5,168.0 |
1.618 |
5,152.6 |
2.618 |
5,127.6 |
4.250 |
5,086.8 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,205.5 |
5,235.5 |
PP |
5,205.3 |
5,225.3 |
S1 |
5,205.2 |
5,215.2 |
|