Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,112.0 |
5,152.0 |
40.0 |
0.8% |
5,259.0 |
High |
5,166.0 |
5,185.0 |
19.0 |
0.4% |
5,295.0 |
Low |
5,097.0 |
5,140.0 |
43.0 |
0.8% |
5,190.0 |
Close |
5,133.0 |
5,174.0 |
41.0 |
0.8% |
5,197.0 |
Range |
69.0 |
45.0 |
-24.0 |
-34.8% |
105.0 |
ATR |
54.9 |
54.7 |
-0.2 |
-0.4% |
0.0 |
Volume |
35,527 |
21,867 |
-13,660 |
-38.4% |
102,992 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,301.3 |
5,282.7 |
5,198.8 |
|
R3 |
5,256.3 |
5,237.7 |
5,186.4 |
|
R2 |
5,211.3 |
5,211.3 |
5,182.3 |
|
R1 |
5,192.7 |
5,192.7 |
5,178.1 |
5,202.0 |
PP |
5,166.3 |
5,166.3 |
5,166.3 |
5,171.0 |
S1 |
5,147.7 |
5,147.7 |
5,169.9 |
5,157.0 |
S2 |
5,121.3 |
5,121.3 |
5,165.8 |
|
S3 |
5,076.3 |
5,102.7 |
5,161.6 |
|
S4 |
5,031.3 |
5,057.7 |
5,149.3 |
|
|
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 |
5,283.0 |
5,097.0 |
186.0 |
3.6% |
55.4 |
1.1% |
41% |
False |
False |
25,334 |
10 |
5,295.0 |
5,097.0 |
198.0 |
3.8% |
48.2 |
0.9% |
39% |
False |
False |
21,494 |
20 |
5,358.0 |
5,097.0 |
261.0 |
5.0% |
45.2 |
0.9% |
30% |
False |
False |
18,661 |
40 |
5,358.0 |
4,993.0 |
365.0 |
7.1% |
47.2 |
0.9% |
50% |
False |
False |
19,456 |
60 |
5,394.0 |
4,993.0 |
401.0 |
7.8% |
33.8 |
0.7% |
45% |
False |
False |
12,990 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
27.6 |
0.5% |
44% |
False |
False |
9,761 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
22.9 |
0.4% |
44% |
False |
False |
7,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,376.3 |
2.618 |
5,302.8 |
1.618 |
5,257.8 |
1.000 |
5,230.0 |
0.618 |
5,212.8 |
HIGH |
5,185.0 |
0.618 |
5,167.8 |
0.500 |
5,162.5 |
0.382 |
5,157.2 |
LOW |
5,140.0 |
0.618 |
5,112.2 |
1.000 |
5,095.0 |
1.618 |
5,067.2 |
2.618 |
5,022.2 |
4.250 |
4,948.8 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,170.2 |
5,171.7 |
PP |
5,166.3 |
5,169.3 |
S1 |
5,162.5 |
5,167.0 |
|