Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,152.0 |
5,122.0 |
-30.0 |
-0.6% |
5,259.0 |
High |
5,185.0 |
5,142.0 |
-43.0 |
-0.8% |
5,295.0 |
Low |
5,140.0 |
5,102.0 |
-38.0 |
-0.7% |
5,190.0 |
Close |
5,174.0 |
5,138.0 |
-36.0 |
-0.7% |
5,197.0 |
Range |
45.0 |
40.0 |
-5.0 |
-11.1% |
105.0 |
ATR |
54.7 |
55.9 |
1.2 |
2.3% |
0.0 |
Volume |
21,867 |
25,153 |
3,286 |
15.0% |
102,992 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,247.3 |
5,232.7 |
5,160.0 |
|
R3 |
5,207.3 |
5,192.7 |
5,149.0 |
|
R2 |
5,167.3 |
5,167.3 |
5,145.3 |
|
R1 |
5,152.7 |
5,152.7 |
5,141.7 |
5,160.0 |
PP |
5,127.3 |
5,127.3 |
5,127.3 |
5,131.0 |
S1 |
5,112.7 |
5,112.7 |
5,134.3 |
5,120.0 |
S2 |
5,087.3 |
5,087.3 |
5,130.7 |
|
S3 |
5,047.3 |
5,072.7 |
5,127.0 |
|
S4 |
5,007.3 |
5,032.7 |
5,116.0 |
|
|
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 |
5,278.0 |
5,097.0 |
181.0 |
3.5% |
55.2 |
1.1% |
23% |
False |
False |
26,605 |
10 |
5,295.0 |
5,097.0 |
198.0 |
3.9% |
49.7 |
1.0% |
21% |
False |
False |
22,230 |
20 |
5,358.0 |
5,097.0 |
261.0 |
5.1% |
45.5 |
0.9% |
16% |
False |
False |
19,432 |
40 |
5,358.0 |
4,993.0 |
365.0 |
7.1% |
48.0 |
0.9% |
40% |
False |
False |
20,078 |
60 |
5,394.0 |
4,993.0 |
401.0 |
7.8% |
34.5 |
0.7% |
36% |
False |
False |
13,409 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
28.1 |
0.5% |
36% |
False |
False |
10,075 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
23.3 |
0.5% |
36% |
False |
False |
8,071 |
120 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
19.4 |
0.4% |
36% |
False |
False |
6,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,312.0 |
2.618 |
5,246.7 |
1.618 |
5,206.7 |
1.000 |
5,182.0 |
0.618 |
5,166.7 |
HIGH |
5,142.0 |
0.618 |
5,126.7 |
0.500 |
5,122.0 |
0.382 |
5,117.3 |
LOW |
5,102.0 |
0.618 |
5,077.3 |
1.000 |
5,062.0 |
1.618 |
5,037.3 |
2.618 |
4,997.3 |
4.250 |
4,932.0 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,132.7 |
5,141.0 |
PP |
5,127.3 |
5,140.0 |
S1 |
5,122.0 |
5,139.0 |
|