Trading Metrics calculated at close of trading on 17-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,235.0 |
5,273.0 |
38.0 |
0.7% |
5,299.0 |
High |
5,273.0 |
5,274.0 |
1.0 |
0.0% |
5,303.0 |
Low |
5,228.0 |
5,243.0 |
15.0 |
0.3% |
5,168.0 |
Close |
5,271.0 |
5,267.0 |
-4.0 |
-0.1% |
5,267.0 |
Range |
45.0 |
31.0 |
-14.0 |
-31.1% |
135.0 |
ATR |
50.5 |
49.1 |
-1.4 |
-2.8% |
0.0 |
Volume |
19,932 |
16,832 |
-3,100 |
-15.6% |
101,522 |
|
Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,354.3 |
5,341.7 |
5,284.1 |
|
R3 |
5,323.3 |
5,310.7 |
5,275.5 |
|
R2 |
5,292.3 |
5,292.3 |
5,272.7 |
|
R1 |
5,279.7 |
5,279.7 |
5,269.8 |
5,270.5 |
PP |
5,261.3 |
5,261.3 |
5,261.3 |
5,256.8 |
S1 |
5,248.7 |
5,248.7 |
5,264.2 |
5,239.5 |
S2 |
5,230.3 |
5,230.3 |
5,261.3 |
|
S3 |
5,199.3 |
5,217.7 |
5,258.5 |
|
S4 |
5,168.3 |
5,186.7 |
5,250.0 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,651.0 |
5,594.0 |
5,341.3 |
|
R3 |
5,516.0 |
5,459.0 |
5,304.1 |
|
R2 |
5,381.0 |
5,381.0 |
5,291.8 |
|
R1 |
5,324.0 |
5,324.0 |
5,279.4 |
5,285.0 |
PP |
5,246.0 |
5,246.0 |
5,246.0 |
5,226.5 |
S1 |
5,189.0 |
5,189.0 |
5,254.6 |
5,150.0 |
S2 |
5,111.0 |
5,111.0 |
5,242.3 |
|
S3 |
4,976.0 |
5,054.0 |
5,229.9 |
|
S4 |
4,841.0 |
4,919.0 |
5,192.8 |
|
|
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% |
43.0 |
0.8% |
73% |
False |
False |
20,304 |
10 |
5,335.0 |
5,168.0 |
167.0 |
3.2% |
42.0 |
0.8% |
59% |
False |
False |
17,499 |
20 |
5,358.0 |
5,055.0 |
303.0 |
5.8% |
45.1 |
0.9% |
70% |
False |
False |
19,514 |
40 |
5,358.0 |
4,993.0 |
365.0 |
6.9% |
39.2 |
0.7% |
75% |
False |
False |
15,466 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
28.2 |
0.5% |
67% |
False |
False |
10,328 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
23.6 |
0.4% |
67% |
False |
False |
7,761 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
19.1 |
0.4% |
67% |
False |
False |
6,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,405.8 |
2.618 |
5,355.2 |
1.618 |
5,324.2 |
1.000 |
5,305.0 |
0.618 |
5,293.2 |
HIGH |
5,274.0 |
0.618 |
5,262.2 |
0.500 |
5,258.5 |
0.382 |
5,254.8 |
LOW |
5,243.0 |
0.618 |
5,223.8 |
1.000 |
5,212.0 |
1.618 |
5,192.8 |
2.618 |
5,161.8 |
4.250 |
5,111.3 |
|
|
Fisher Pivots for day following 17-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,264.2 |
5,255.8 |
PP |
5,261.3 |
5,244.7 |
S1 |
5,258.5 |
5,233.5 |
|