Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,282.0 |
5,259.0 |
-23.0 |
-0.4% |
5,299.0 |
High |
5,283.0 |
5,278.0 |
-5.0 |
-0.1% |
5,303.0 |
Low |
5,242.0 |
5,203.0 |
-39.0 |
-0.7% |
5,168.0 |
Close |
5,280.0 |
5,228.0 |
-52.0 |
-1.0% |
5,267.0 |
Range |
41.0 |
75.0 |
34.0 |
82.9% |
135.0 |
ATR |
49.8 |
51.7 |
1.9 |
3.9% |
0.0 |
Volume |
18,799 |
26,829 |
8,030 |
42.7% |
101,522 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,461.3 |
5,419.7 |
5,269.3 |
|
R3 |
5,386.3 |
5,344.7 |
5,248.6 |
|
R2 |
5,311.3 |
5,311.3 |
5,241.8 |
|
R1 |
5,269.7 |
5,269.7 |
5,234.9 |
5,253.0 |
PP |
5,236.3 |
5,236.3 |
5,236.3 |
5,228.0 |
S1 |
5,194.7 |
5,194.7 |
5,221.1 |
5,178.0 |
S2 |
5,161.3 |
5,161.3 |
5,214.3 |
|
S3 |
5,086.3 |
5,119.7 |
5,207.4 |
|
S4 |
5,011.3 |
5,044.7 |
5,186.8 |
|
|
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 |
5,203.0 |
92.0 |
1.8% |
50.2 |
1.0% |
27% |
False |
True |
19,235 |
10 |
5,303.0 |
5,168.0 |
135.0 |
2.6% |
45.7 |
0.9% |
44% |
False |
False |
19,142 |
20 |
5,358.0 |
5,168.0 |
190.0 |
3.6% |
43.7 |
0.8% |
32% |
False |
False |
16,280 |
40 |
5,358.0 |
4,993.0 |
365.0 |
7.0% |
43.5 |
0.8% |
64% |
False |
False |
17,439 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
31.8 |
0.6% |
58% |
False |
False |
11,647 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
25.9 |
0.5% |
58% |
False |
False |
8,749 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
21.3 |
0.4% |
58% |
False |
False |
7,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,596.8 |
2.618 |
5,474.4 |
1.618 |
5,399.4 |
1.000 |
5,353.0 |
0.618 |
5,324.4 |
HIGH |
5,278.0 |
0.618 |
5,249.4 |
0.500 |
5,240.5 |
0.382 |
5,231.7 |
LOW |
5,203.0 |
0.618 |
5,156.7 |
1.000 |
5,128.0 |
1.618 |
5,081.7 |
2.618 |
5,006.7 |
4.250 |
4,884.3 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,240.5 |
5,249.0 |
PP |
5,236.3 |
5,242.0 |
S1 |
5,232.2 |
5,235.0 |
|