Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,241.0 |
5,282.0 |
41.0 |
0.8% |
5,299.0 |
High |
5,295.0 |
5,283.0 |
-12.0 |
-0.2% |
5,303.0 |
Low |
5,234.0 |
5,242.0 |
8.0 |
0.2% |
5,168.0 |
Close |
5,288.0 |
5,280.0 |
-8.0 |
-0.2% |
5,267.0 |
Range |
61.0 |
41.0 |
-20.0 |
-32.8% |
135.0 |
ATR |
50.1 |
49.8 |
-0.3 |
-0.6% |
0.0 |
Volume |
13,855 |
18,799 |
4,944 |
35.7% |
101,522 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,391.3 |
5,376.7 |
5,302.6 |
|
R3 |
5,350.3 |
5,335.7 |
5,291.3 |
|
R2 |
5,309.3 |
5,309.3 |
5,287.5 |
|
R1 |
5,294.7 |
5,294.7 |
5,283.8 |
5,281.5 |
PP |
5,268.3 |
5,268.3 |
5,268.3 |
5,261.8 |
S1 |
5,253.7 |
5,253.7 |
5,276.2 |
5,240.5 |
S2 |
5,227.3 |
5,227.3 |
5,272.5 |
|
S3 |
5,186.3 |
5,212.7 |
5,268.7 |
|
S4 |
5,145.3 |
5,171.7 |
5,257.5 |
|
|
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 |
5,216.0 |
79.0 |
1.5% |
44.2 |
0.8% |
81% |
False |
False |
17,855 |
10 |
5,303.0 |
5,168.0 |
135.0 |
2.6% |
42.5 |
0.8% |
83% |
False |
False |
17,974 |
20 |
5,358.0 |
5,168.0 |
190.0 |
3.6% |
42.3 |
0.8% |
59% |
False |
False |
15,818 |
40 |
5,358.0 |
4,993.0 |
365.0 |
6.9% |
41.6 |
0.8% |
79% |
False |
False |
16,769 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
30.6 |
0.6% |
71% |
False |
False |
11,201 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
25.0 |
0.5% |
71% |
False |
False |
8,414 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
20.5 |
0.4% |
71% |
False |
False |
6,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,457.3 |
2.618 |
5,390.3 |
1.618 |
5,349.3 |
1.000 |
5,324.0 |
0.618 |
5,308.3 |
HIGH |
5,283.0 |
0.618 |
5,267.3 |
0.500 |
5,262.5 |
0.382 |
5,257.7 |
LOW |
5,242.0 |
0.618 |
5,216.7 |
1.000 |
5,201.0 |
1.618 |
5,175.7 |
2.618 |
5,134.7 |
4.250 |
5,067.8 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,274.2 |
5,271.8 |
PP |
5,268.3 |
5,263.7 |
S1 |
5,262.5 |
5,255.5 |
|