Trading Metrics calculated at close of trading on 20-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
20-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,273.0 |
5,259.0 |
-14.0 |
-0.3% |
5,299.0 |
High |
5,274.0 |
5,259.0 |
-15.0 |
-0.3% |
5,303.0 |
Low |
5,243.0 |
5,216.0 |
-27.0 |
-0.5% |
5,168.0 |
Close |
5,267.0 |
5,256.0 |
-11.0 |
-0.2% |
5,267.0 |
Range |
31.0 |
43.0 |
12.0 |
38.7% |
135.0 |
ATR |
49.1 |
49.2 |
0.1 |
0.3% |
0.0 |
Volume |
16,832 |
19,860 |
3,028 |
18.0% |
101,522 |
|
Daily Pivots for day following 20-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,372.7 |
5,357.3 |
5,279.7 |
|
R3 |
5,329.7 |
5,314.3 |
5,267.8 |
|
R2 |
5,286.7 |
5,286.7 |
5,263.9 |
|
R1 |
5,271.3 |
5,271.3 |
5,259.9 |
5,257.5 |
PP |
5,243.7 |
5,243.7 |
5,243.7 |
5,236.8 |
S1 |
5,228.3 |
5,228.3 |
5,252.1 |
5,214.5 |
S2 |
5,200.7 |
5,200.7 |
5,248.1 |
|
S3 |
5,157.7 |
5,185.3 |
5,244.2 |
|
S4 |
5,114.7 |
5,142.3 |
5,232.4 |
|
|
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 |
5,274.0 |
5,168.0 |
106.0 |
2.0% |
41.2 |
0.8% |
83% |
False |
False |
21,137 |
10 |
5,324.0 |
5,168.0 |
156.0 |
3.0% |
41.2 |
0.8% |
56% |
False |
False |
17,815 |
20 |
5,358.0 |
5,095.0 |
263.0 |
5.0% |
45.5 |
0.9% |
61% |
False |
False |
16,858 |
40 |
5,358.0 |
4,993.0 |
365.0 |
6.9% |
39.7 |
0.8% |
72% |
False |
False |
15,960 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
28.9 |
0.5% |
65% |
False |
False |
10,658 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
23.8 |
0.5% |
65% |
False |
False |
8,009 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
19.5 |
0.4% |
65% |
False |
False |
6,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,441.8 |
2.618 |
5,371.6 |
1.618 |
5,328.6 |
1.000 |
5,302.0 |
0.618 |
5,285.6 |
HIGH |
5,259.0 |
0.618 |
5,242.6 |
0.500 |
5,237.5 |
0.382 |
5,232.4 |
LOW |
5,216.0 |
0.618 |
5,189.4 |
1.000 |
5,173.0 |
1.618 |
5,146.4 |
2.618 |
5,103.4 |
4.250 |
5,033.3 |
|
|
Fisher Pivots for day following 20-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,249.8 |
5,252.3 |
PP |
5,243.7 |
5,248.7 |
S1 |
5,237.5 |
5,245.0 |
|