Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,259.0 |
5,201.0 |
-58.0 |
-1.1% |
5,259.0 |
High |
5,278.0 |
5,237.0 |
-41.0 |
-0.8% |
5,295.0 |
Low |
5,203.0 |
5,190.0 |
-13.0 |
-0.2% |
5,190.0 |
Close |
5,228.0 |
5,197.0 |
-31.0 |
-0.6% |
5,197.0 |
Range |
75.0 |
47.0 |
-28.0 |
-37.3% |
105.0 |
ATR |
51.7 |
51.4 |
-0.3 |
-0.7% |
0.0 |
Volume |
26,829 |
23,649 |
-3,180 |
-11.9% |
102,992 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,349.0 |
5,320.0 |
5,222.9 |
|
R3 |
5,302.0 |
5,273.0 |
5,209.9 |
|
R2 |
5,255.0 |
5,255.0 |
5,205.6 |
|
R1 |
5,226.0 |
5,226.0 |
5,201.3 |
5,217.0 |
PP |
5,208.0 |
5,208.0 |
5,208.0 |
5,203.5 |
S1 |
5,179.0 |
5,179.0 |
5,192.7 |
5,170.0 |
S2 |
5,161.0 |
5,161.0 |
5,188.4 |
|
S3 |
5,114.0 |
5,132.0 |
5,184.1 |
|
S4 |
5,067.0 |
5,085.0 |
5,171.2 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,542.3 |
5,474.7 |
5,254.8 |
|
R3 |
5,437.3 |
5,369.7 |
5,225.9 |
|
R2 |
5,332.3 |
5,332.3 |
5,216.3 |
|
R1 |
5,264.7 |
5,264.7 |
5,206.6 |
5,246.0 |
PP |
5,227.3 |
5,227.3 |
5,227.3 |
5,218.0 |
S1 |
5,159.7 |
5,159.7 |
5,187.4 |
5,141.0 |
S2 |
5,122.3 |
5,122.3 |
5,177.8 |
|
S3 |
5,017.3 |
5,054.7 |
5,168.1 |
|
S4 |
4,912.3 |
4,949.7 |
5,139.3 |
|
|
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 |
5,190.0 |
105.0 |
2.0% |
53.4 |
1.0% |
7% |
False |
True |
20,598 |
10 |
5,303.0 |
5,168.0 |
135.0 |
2.6% |
48.2 |
0.9% |
21% |
False |
False |
20,451 |
20 |
5,358.0 |
5,168.0 |
190.0 |
3.7% |
43.9 |
0.8% |
15% |
False |
False |
16,960 |
40 |
5,358.0 |
4,993.0 |
365.0 |
7.0% |
44.6 |
0.9% |
56% |
False |
False |
18,031 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
32.6 |
0.6% |
50% |
False |
False |
12,039 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
26.4 |
0.5% |
50% |
False |
False |
9,045 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.8% |
21.8 |
0.4% |
50% |
False |
False |
7,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,436.8 |
2.618 |
5,360.0 |
1.618 |
5,313.0 |
1.000 |
5,284.0 |
0.618 |
5,266.0 |
HIGH |
5,237.0 |
0.618 |
5,219.0 |
0.500 |
5,213.5 |
0.382 |
5,208.0 |
LOW |
5,190.0 |
0.618 |
5,161.0 |
1.000 |
5,143.0 |
1.618 |
5,114.0 |
2.618 |
5,067.0 |
4.250 |
4,990.3 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,213.5 |
5,236.5 |
PP |
5,208.0 |
5,223.3 |
S1 |
5,202.5 |
5,210.2 |
|