Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,210.0 |
5,235.0 |
25.0 |
0.5% |
5,322.0 |
High |
5,218.0 |
5,273.0 |
55.0 |
1.1% |
5,335.0 |
Low |
5,193.0 |
5,228.0 |
35.0 |
0.7% |
5,260.0 |
Close |
5,205.0 |
5,271.0 |
66.0 |
1.3% |
5,290.0 |
Range |
25.0 |
45.0 |
20.0 |
80.0% |
75.0 |
ATR |
49.2 |
50.5 |
1.3 |
2.7% |
0.0 |
Volume |
17,793 |
19,932 |
2,139 |
12.0% |
73,476 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,392.3 |
5,376.7 |
5,295.8 |
|
R3 |
5,347.3 |
5,331.7 |
5,283.4 |
|
R2 |
5,302.3 |
5,302.3 |
5,279.3 |
|
R1 |
5,286.7 |
5,286.7 |
5,275.1 |
5,294.5 |
PP |
5,257.3 |
5,257.3 |
5,257.3 |
5,261.3 |
S1 |
5,241.7 |
5,241.7 |
5,266.9 |
5,249.5 |
S2 |
5,212.3 |
5,212.3 |
5,262.8 |
|
S3 |
5,167.3 |
5,196.7 |
5,258.6 |
|
S4 |
5,122.3 |
5,151.7 |
5,246.3 |
|
|
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% |
41.2 |
0.8% |
76% |
False |
False |
19,050 |
10 |
5,335.0 |
5,168.0 |
167.0 |
3.2% |
42.1 |
0.8% |
62% |
False |
False |
17,302 |
20 |
5,358.0 |
5,050.0 |
308.0 |
5.8% |
46.4 |
0.9% |
72% |
False |
False |
24,031 |
40 |
5,358.0 |
4,993.0 |
365.0 |
6.9% |
38.4 |
0.7% |
76% |
False |
False |
15,048 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
27.6 |
0.5% |
68% |
False |
False |
10,050 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
23.2 |
0.4% |
68% |
False |
False |
7,551 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
18.8 |
0.4% |
68% |
False |
False |
6,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,464.3 |
2.618 |
5,390.8 |
1.618 |
5,345.8 |
1.000 |
5,318.0 |
0.618 |
5,300.8 |
HIGH |
5,273.0 |
0.618 |
5,255.8 |
0.500 |
5,250.5 |
0.382 |
5,245.2 |
LOW |
5,228.0 |
0.618 |
5,200.2 |
1.000 |
5,183.0 |
1.618 |
5,155.2 |
2.618 |
5,110.2 |
4.250 |
5,036.8 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,264.2 |
5,254.2 |
PP |
5,257.3 |
5,237.3 |
S1 |
5,250.5 |
5,220.5 |
|