Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,259.0 |
5,241.0 |
-18.0 |
-0.3% |
5,299.0 |
High |
5,259.0 |
5,295.0 |
36.0 |
0.7% |
5,303.0 |
Low |
5,216.0 |
5,234.0 |
18.0 |
0.3% |
5,168.0 |
Close |
5,256.0 |
5,288.0 |
32.0 |
0.6% |
5,267.0 |
Range |
43.0 |
61.0 |
18.0 |
41.9% |
135.0 |
ATR |
49.2 |
50.1 |
0.8 |
1.7% |
0.0 |
Volume |
19,860 |
13,855 |
-6,005 |
-30.2% |
101,522 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,455.3 |
5,432.7 |
5,321.6 |
|
R3 |
5,394.3 |
5,371.7 |
5,304.8 |
|
R2 |
5,333.3 |
5,333.3 |
5,299.2 |
|
R1 |
5,310.7 |
5,310.7 |
5,293.6 |
5,322.0 |
PP |
5,272.3 |
5,272.3 |
5,272.3 |
5,278.0 |
S1 |
5,249.7 |
5,249.7 |
5,282.4 |
5,261.0 |
S2 |
5,211.3 |
5,211.3 |
5,276.8 |
|
S3 |
5,150.3 |
5,188.7 |
5,271.2 |
|
S4 |
5,089.3 |
5,127.7 |
5,254.5 |
|
|
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 |
5,295.0 |
5,193.0 |
102.0 |
1.9% |
41.0 |
0.8% |
93% |
True |
False |
17,654 |
10 |
5,324.0 |
5,168.0 |
156.0 |
3.0% |
43.9 |
0.8% |
77% |
False |
False |
17,542 |
20 |
5,358.0 |
5,168.0 |
190.0 |
3.6% |
43.9 |
0.8% |
63% |
False |
False |
16,085 |
40 |
5,358.0 |
4,993.0 |
365.0 |
6.9% |
41.0 |
0.8% |
81% |
False |
False |
16,306 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
29.9 |
0.6% |
72% |
False |
False |
10,888 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
24.5 |
0.5% |
72% |
False |
False |
8,180 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
20.1 |
0.4% |
72% |
False |
False |
6,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,554.3 |
2.618 |
5,454.7 |
1.618 |
5,393.7 |
1.000 |
5,356.0 |
0.618 |
5,332.7 |
HIGH |
5,295.0 |
0.618 |
5,271.7 |
0.500 |
5,264.5 |
0.382 |
5,257.3 |
LOW |
5,234.0 |
0.618 |
5,196.3 |
1.000 |
5,173.0 |
1.618 |
5,135.3 |
2.618 |
5,074.3 |
4.250 |
4,974.8 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,280.2 |
5,277.2 |
PP |
5,272.3 |
5,266.3 |
S1 |
5,264.5 |
5,255.5 |
|