Trading Metrics calculated at close of trading on 17-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
9,764.0 |
9,739.0 |
-25.0 |
-0.3% |
9,496.5 |
High |
9,766.0 |
9,799.0 |
33.0 |
0.3% |
9,799.0 |
Low |
9,710.5 |
9,704.0 |
-6.5 |
-0.1% |
9,390.5 |
Close |
9,725.5 |
9,750.0 |
24.5 |
0.3% |
9,750.0 |
Range |
55.5 |
95.0 |
39.5 |
71.2% |
408.5 |
ATR |
117.0 |
115.4 |
-1.6 |
-1.3% |
0.0 |
Volume |
108,885 |
47,401 |
-61,484 |
-56.5% |
475,498 |
|
Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,036.0 |
9,988.0 |
9,802.3 |
|
R3 |
9,941.0 |
9,893.0 |
9,776.1 |
|
R2 |
9,846.0 |
9,846.0 |
9,767.4 |
|
R1 |
9,798.0 |
9,798.0 |
9,758.7 |
9,822.0 |
PP |
9,751.0 |
9,751.0 |
9,751.0 |
9,763.0 |
S1 |
9,703.0 |
9,703.0 |
9,741.3 |
9,727.0 |
S2 |
9,656.0 |
9,656.0 |
9,732.6 |
|
S3 |
9,561.0 |
9,608.0 |
9,723.9 |
|
S4 |
9,466.0 |
9,513.0 |
9,697.8 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,872.0 |
10,719.5 |
9,974.7 |
|
R3 |
10,463.5 |
10,311.0 |
9,862.3 |
|
R2 |
10,055.0 |
10,055.0 |
9,824.9 |
|
R1 |
9,902.5 |
9,902.5 |
9,787.4 |
9,978.8 |
PP |
9,646.5 |
9,646.5 |
9,646.5 |
9,684.6 |
S1 |
9,494.0 |
9,494.0 |
9,712.6 |
9,570.3 |
S2 |
9,238.0 |
9,238.0 |
9,675.1 |
|
S3 |
8,829.5 |
9,085.5 |
9,637.7 |
|
S4 |
8,421.0 |
8,677.0 |
9,525.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,799.0 |
9,390.5 |
408.5 |
4.2% |
128.3 |
1.3% |
88% |
True |
False |
95,099 |
10 |
9,799.0 |
9,390.5 |
408.5 |
4.2% |
110.7 |
1.1% |
88% |
True |
False |
91,243 |
20 |
9,799.0 |
8,998.5 |
800.5 |
8.2% |
111.4 |
1.1% |
94% |
True |
False |
77,549 |
40 |
9,799.0 |
8,998.0 |
801.0 |
8.2% |
98.6 |
1.0% |
94% |
True |
False |
41,220 |
60 |
9,799.0 |
8,851.0 |
948.0 |
9.7% |
89.7 |
0.9% |
95% |
True |
False |
27,532 |
80 |
9,799.0 |
8,505.0 |
1,294.0 |
13.3% |
86.4 |
0.9% |
96% |
True |
False |
20,685 |
100 |
9,799.0 |
8,125.0 |
1,674.0 |
17.2% |
82.4 |
0.8% |
97% |
True |
False |
16,558 |
120 |
9,799.0 |
8,125.0 |
1,674.0 |
17.2% |
78.2 |
0.8% |
97% |
True |
False |
13,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,202.8 |
2.618 |
10,047.7 |
1.618 |
9,952.7 |
1.000 |
9,894.0 |
0.618 |
9,857.7 |
HIGH |
9,799.0 |
0.618 |
9,762.7 |
0.500 |
9,751.5 |
0.382 |
9,740.3 |
LOW |
9,704.0 |
0.618 |
9,645.3 |
1.000 |
9,609.0 |
1.618 |
9,550.3 |
2.618 |
9,455.3 |
4.250 |
9,300.3 |
|
|
Fisher Pivots for day following 17-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,751.5 |
9,728.8 |
PP |
9,751.0 |
9,707.5 |
S1 |
9,750.5 |
9,686.3 |
|