Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
9,583.0 |
9,764.0 |
181.0 |
1.9% |
9,434.0 |
High |
9,781.0 |
9,766.0 |
-15.0 |
-0.2% |
9,557.5 |
Low |
9,573.5 |
9,710.5 |
137.0 |
1.4% |
9,407.0 |
Close |
9,727.5 |
9,725.5 |
-2.0 |
0.0% |
9,476.5 |
Range |
207.5 |
55.5 |
-152.0 |
-73.3% |
150.5 |
ATR |
121.7 |
117.0 |
-4.7 |
-3.9% |
0.0 |
Volume |
83,221 |
108,885 |
25,664 |
30.8% |
436,940 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,900.5 |
9,868.5 |
9,756.0 |
|
R3 |
9,845.0 |
9,813.0 |
9,740.8 |
|
R2 |
9,789.5 |
9,789.5 |
9,735.7 |
|
R1 |
9,757.5 |
9,757.5 |
9,730.6 |
9,745.8 |
PP |
9,734.0 |
9,734.0 |
9,734.0 |
9,728.1 |
S1 |
9,702.0 |
9,702.0 |
9,720.4 |
9,690.3 |
S2 |
9,678.5 |
9,678.5 |
9,715.3 |
|
S3 |
9,623.0 |
9,646.5 |
9,710.2 |
|
S4 |
9,567.5 |
9,591.0 |
9,695.0 |
|
|
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 |
9,781.0 |
9,390.5 |
390.5 |
4.0% |
127.4 |
1.3% |
86% |
False |
False |
101,496 |
10 |
9,781.0 |
9,380.5 |
400.5 |
4.1% |
109.3 |
1.1% |
86% |
False |
False |
93,845 |
20 |
9,781.0 |
8,998.5 |
782.5 |
8.0% |
109.5 |
1.1% |
93% |
False |
False |
77,597 |
40 |
9,781.0 |
8,998.0 |
783.0 |
8.1% |
97.4 |
1.0% |
93% |
False |
False |
40,037 |
60 |
9,781.0 |
8,820.0 |
961.0 |
9.9% |
89.0 |
0.9% |
94% |
False |
False |
26,744 |
80 |
9,781.0 |
8,505.0 |
1,276.0 |
13.1% |
85.8 |
0.9% |
96% |
False |
False |
20,093 |
100 |
9,781.0 |
8,125.0 |
1,656.0 |
17.0% |
82.0 |
0.8% |
97% |
False |
False |
16,084 |
120 |
9,781.0 |
8,125.0 |
1,656.0 |
17.0% |
78.3 |
0.8% |
97% |
False |
False |
13,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,001.9 |
2.618 |
9,911.3 |
1.618 |
9,855.8 |
1.000 |
9,821.5 |
0.618 |
9,800.3 |
HIGH |
9,766.0 |
0.618 |
9,744.8 |
0.500 |
9,738.3 |
0.382 |
9,731.7 |
LOW |
9,710.5 |
0.618 |
9,676.2 |
1.000 |
9,655.0 |
1.618 |
9,620.7 |
2.618 |
9,565.2 |
4.250 |
9,474.6 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,738.3 |
9,678.9 |
PP |
9,734.0 |
9,632.3 |
S1 |
9,729.8 |
9,585.8 |
|