Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,201.0 |
5,112.0 |
-89.0 |
-1.7% |
5,259.0 |
High |
5,237.0 |
5,166.0 |
-71.0 |
-1.4% |
5,295.0 |
Low |
5,190.0 |
5,097.0 |
-93.0 |
-1.8% |
5,190.0 |
Close |
5,197.0 |
5,133.0 |
-64.0 |
-1.2% |
5,197.0 |
Range |
47.0 |
69.0 |
22.0 |
46.8% |
105.0 |
ATR |
51.4 |
54.9 |
3.5 |
6.8% |
0.0 |
Volume |
23,649 |
35,527 |
11,878 |
50.2% |
102,992 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,339.0 |
5,305.0 |
5,171.0 |
|
R3 |
5,270.0 |
5,236.0 |
5,152.0 |
|
R2 |
5,201.0 |
5,201.0 |
5,145.7 |
|
R1 |
5,167.0 |
5,167.0 |
5,139.3 |
5,184.0 |
PP |
5,132.0 |
5,132.0 |
5,132.0 |
5,140.5 |
S1 |
5,098.0 |
5,098.0 |
5,126.7 |
5,115.0 |
S2 |
5,063.0 |
5,063.0 |
5,120.4 |
|
S3 |
4,994.0 |
5,029.0 |
5,114.0 |
|
S4 |
4,925.0 |
4,960.0 |
5,095.1 |
|
|
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 |
5,097.0 |
198.0 |
3.9% |
58.6 |
1.1% |
18% |
False |
True |
23,731 |
10 |
5,295.0 |
5,097.0 |
198.0 |
3.9% |
49.9 |
1.0% |
18% |
False |
True |
22,434 |
20 |
5,358.0 |
5,097.0 |
261.0 |
5.1% |
44.5 |
0.9% |
14% |
False |
True |
18,086 |
40 |
5,358.0 |
4,993.0 |
365.0 |
7.1% |
46.1 |
0.9% |
38% |
False |
False |
18,915 |
60 |
5,394.0 |
4,993.0 |
401.0 |
7.8% |
33.5 |
0.7% |
35% |
False |
False |
12,626 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
27.3 |
0.5% |
34% |
False |
False |
9,489 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
22.5 |
0.4% |
34% |
False |
False |
7,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,459.3 |
2.618 |
5,346.6 |
1.618 |
5,277.6 |
1.000 |
5,235.0 |
0.618 |
5,208.6 |
HIGH |
5,166.0 |
0.618 |
5,139.6 |
0.500 |
5,131.5 |
0.382 |
5,123.4 |
LOW |
5,097.0 |
0.618 |
5,054.4 |
1.000 |
5,028.0 |
1.618 |
4,985.4 |
2.618 |
4,916.4 |
4.250 |
4,803.8 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,132.5 |
5,187.5 |
PP |
5,132.0 |
5,169.3 |
S1 |
5,131.5 |
5,151.2 |
|