Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
9,443.0 |
9,583.0 |
140.0 |
1.5% |
9,434.0 |
High |
9,580.5 |
9,781.0 |
200.5 |
2.1% |
9,557.5 |
Low |
9,390.5 |
9,573.5 |
183.0 |
1.9% |
9,407.0 |
Close |
9,538.5 |
9,727.5 |
189.0 |
2.0% |
9,476.5 |
Range |
190.0 |
207.5 |
17.5 |
9.2% |
150.5 |
ATR |
112.4 |
121.7 |
9.3 |
8.3% |
0.0 |
Volume |
122,048 |
83,221 |
-38,827 |
-31.8% |
436,940 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,316.5 |
10,229.5 |
9,841.6 |
|
R3 |
10,109.0 |
10,022.0 |
9,784.6 |
|
R2 |
9,901.5 |
9,901.5 |
9,765.5 |
|
R1 |
9,814.5 |
9,814.5 |
9,746.5 |
9,858.0 |
PP |
9,694.0 |
9,694.0 |
9,694.0 |
9,715.8 |
S1 |
9,607.0 |
9,607.0 |
9,708.5 |
9,650.5 |
S2 |
9,486.5 |
9,486.5 |
9,689.5 |
|
S3 |
9,279.0 |
9,399.5 |
9,670.4 |
|
S4 |
9,071.5 |
9,192.0 |
9,613.4 |
|
|
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 |
9,781.0 |
9,390.5 |
390.5 |
4.0% |
145.8 |
1.5% |
86% |
True |
False |
98,503 |
10 |
9,781.0 |
9,380.5 |
400.5 |
4.1% |
129.2 |
1.3% |
87% |
True |
False |
89,919 |
20 |
9,781.0 |
8,998.0 |
783.0 |
8.0% |
110.6 |
1.1% |
93% |
True |
False |
72,750 |
40 |
9,781.0 |
8,998.0 |
783.0 |
8.0% |
97.1 |
1.0% |
93% |
True |
False |
37,322 |
60 |
9,781.0 |
8,786.0 |
995.0 |
10.2% |
89.2 |
0.9% |
95% |
True |
False |
24,930 |
80 |
9,781.0 |
8,505.0 |
1,276.0 |
13.1% |
86.4 |
0.9% |
96% |
True |
False |
18,733 |
100 |
9,781.0 |
8,125.0 |
1,656.0 |
17.0% |
81.9 |
0.8% |
97% |
True |
False |
14,996 |
120 |
9,781.0 |
8,125.0 |
1,656.0 |
17.0% |
78.0 |
0.8% |
97% |
True |
False |
12,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,662.9 |
2.618 |
10,324.2 |
1.618 |
10,116.7 |
1.000 |
9,988.5 |
0.618 |
9,909.2 |
HIGH |
9,781.0 |
0.618 |
9,701.7 |
0.500 |
9,677.3 |
0.382 |
9,652.8 |
LOW |
9,573.5 |
0.618 |
9,445.3 |
1.000 |
9,366.0 |
1.618 |
9,237.8 |
2.618 |
9,030.3 |
4.250 |
8,691.6 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,710.8 |
9,680.3 |
PP |
9,694.0 |
9,633.0 |
S1 |
9,677.3 |
9,585.8 |
|