Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,122.0 |
5,152.0 |
30.0 |
0.6% |
5,112.0 |
High |
5,142.0 |
5,158.0 |
16.0 |
0.3% |
5,185.0 |
Low |
5,102.0 |
5,117.0 |
15.0 |
0.3% |
5,097.0 |
Close |
5,138.0 |
5,143.0 |
5.0 |
0.1% |
5,143.0 |
Range |
40.0 |
41.0 |
1.0 |
2.5% |
88.0 |
ATR |
55.9 |
54.8 |
-1.1 |
-1.9% |
0.0 |
Volume |
25,153 |
20,792 |
-4,361 |
-17.3% |
103,339 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,262.3 |
5,243.7 |
5,165.6 |
|
R3 |
5,221.3 |
5,202.7 |
5,154.3 |
|
R2 |
5,180.3 |
5,180.3 |
5,150.5 |
|
R1 |
5,161.7 |
5,161.7 |
5,146.8 |
5,150.5 |
PP |
5,139.3 |
5,139.3 |
5,139.3 |
5,133.8 |
S1 |
5,120.7 |
5,120.7 |
5,139.2 |
5,109.5 |
S2 |
5,098.3 |
5,098.3 |
5,135.5 |
|
S3 |
5,057.3 |
5,079.7 |
5,131.7 |
|
S4 |
5,016.3 |
5,038.7 |
5,120.5 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,405.7 |
5,362.3 |
5,191.4 |
|
R3 |
5,317.7 |
5,274.3 |
5,167.2 |
|
R2 |
5,229.7 |
5,229.7 |
5,159.1 |
|
R1 |
5,186.3 |
5,186.3 |
5,151.1 |
5,208.0 |
PP |
5,141.7 |
5,141.7 |
5,141.7 |
5,152.5 |
S1 |
5,098.3 |
5,098.3 |
5,134.9 |
5,120.0 |
S2 |
5,053.7 |
5,053.7 |
5,126.9 |
|
S3 |
4,965.7 |
5,010.3 |
5,118.8 |
|
S4 |
4,877.7 |
4,922.3 |
5,094.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,237.0 |
5,097.0 |
140.0 |
2.7% |
48.4 |
0.9% |
33% |
False |
False |
25,397 |
10 |
5,295.0 |
5,097.0 |
198.0 |
3.8% |
49.3 |
1.0% |
23% |
False |
False |
22,316 |
20 |
5,335.0 |
5,097.0 |
238.0 |
4.6% |
45.7 |
0.9% |
19% |
False |
False |
19,809 |
40 |
5,358.0 |
4,993.0 |
365.0 |
7.1% |
47.7 |
0.9% |
41% |
False |
False |
20,591 |
60 |
5,394.0 |
4,993.0 |
401.0 |
7.8% |
35.2 |
0.7% |
37% |
False |
False |
13,756 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
28.4 |
0.6% |
37% |
False |
False |
10,335 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
23.7 |
0.5% |
37% |
False |
False |
8,279 |
120 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
19.8 |
0.4% |
37% |
False |
False |
6,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,332.3 |
2.618 |
5,265.3 |
1.618 |
5,224.3 |
1.000 |
5,199.0 |
0.618 |
5,183.3 |
HIGH |
5,158.0 |
0.618 |
5,142.3 |
0.500 |
5,137.5 |
0.382 |
5,132.7 |
LOW |
5,117.0 |
0.618 |
5,091.7 |
1.000 |
5,076.0 |
1.618 |
5,050.7 |
2.618 |
5,009.7 |
4.250 |
4,942.8 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,141.2 |
5,143.5 |
PP |
5,139.3 |
5,143.3 |
S1 |
5,137.5 |
5,143.2 |
|