Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
9,496.5 |
9,443.0 |
-53.5 |
-0.6% |
9,434.0 |
High |
9,526.0 |
9,580.5 |
54.5 |
0.6% |
9,557.5 |
Low |
9,432.5 |
9,390.5 |
-42.0 |
-0.4% |
9,407.0 |
Close |
9,509.0 |
9,538.5 |
29.5 |
0.3% |
9,476.5 |
Range |
93.5 |
190.0 |
96.5 |
103.2% |
150.5 |
ATR |
106.4 |
112.4 |
6.0 |
5.6% |
0.0 |
Volume |
113,943 |
122,048 |
8,105 |
7.1% |
436,940 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,073.2 |
9,995.8 |
9,643.0 |
|
R3 |
9,883.2 |
9,805.8 |
9,590.8 |
|
R2 |
9,693.2 |
9,693.2 |
9,573.3 |
|
R1 |
9,615.8 |
9,615.8 |
9,555.9 |
9,654.5 |
PP |
9,503.2 |
9,503.2 |
9,503.2 |
9,522.5 |
S1 |
9,425.8 |
9,425.8 |
9,521.1 |
9,464.5 |
S2 |
9,313.2 |
9,313.2 |
9,503.7 |
|
S3 |
9,123.2 |
9,235.8 |
9,486.3 |
|
S4 |
8,933.2 |
9,045.8 |
9,434.0 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,931.8 |
9,854.7 |
9,559.3 |
|
R3 |
9,781.3 |
9,704.2 |
9,517.9 |
|
R2 |
9,630.8 |
9,630.8 |
9,504.1 |
|
R1 |
9,553.7 |
9,553.7 |
9,490.3 |
9,592.3 |
PP |
9,480.3 |
9,480.3 |
9,480.3 |
9,499.6 |
S1 |
9,403.2 |
9,403.2 |
9,462.7 |
9,441.8 |
S2 |
9,329.8 |
9,329.8 |
9,448.9 |
|
S3 |
9,179.3 |
9,252.7 |
9,435.1 |
|
S4 |
9,028.8 |
9,102.2 |
9,393.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,580.5 |
9,390.5 |
190.0 |
2.0% |
115.3 |
1.2% |
78% |
True |
True |
103,156 |
10 |
9,637.0 |
9,380.5 |
256.5 |
2.7% |
113.2 |
1.2% |
62% |
False |
False |
91,375 |
20 |
9,637.0 |
8,998.0 |
639.0 |
6.7% |
106.2 |
1.1% |
85% |
False |
False |
69,167 |
40 |
9,637.0 |
8,998.0 |
639.0 |
6.7% |
95.0 |
1.0% |
85% |
False |
False |
35,245 |
60 |
9,637.0 |
8,786.0 |
851.0 |
8.9% |
87.0 |
0.9% |
88% |
False |
False |
23,545 |
80 |
9,637.0 |
8,505.0 |
1,132.0 |
11.9% |
85.7 |
0.9% |
91% |
False |
False |
17,694 |
100 |
9,637.0 |
8,125.0 |
1,512.0 |
15.9% |
80.3 |
0.8% |
93% |
False |
False |
14,164 |
120 |
9,637.0 |
8,125.0 |
1,512.0 |
15.9% |
76.7 |
0.8% |
93% |
False |
False |
11,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,388.0 |
2.618 |
10,077.9 |
1.618 |
9,887.9 |
1.000 |
9,770.5 |
0.618 |
9,697.9 |
HIGH |
9,580.5 |
0.618 |
9,507.9 |
0.500 |
9,485.5 |
0.382 |
9,463.1 |
LOW |
9,390.5 |
0.618 |
9,273.1 |
1.000 |
9,200.5 |
1.618 |
9,083.1 |
2.618 |
8,893.1 |
4.250 |
8,583.0 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,520.8 |
9,520.8 |
PP |
9,503.2 |
9,503.2 |
S1 |
9,485.5 |
9,485.5 |
|