Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
9,739.0 |
9,752.5 |
13.5 |
0.1% |
9,496.5 |
High |
9,799.0 |
9,802.5 |
3.5 |
0.0% |
9,799.0 |
Low |
9,704.0 |
9,720.0 |
16.0 |
0.2% |
9,390.5 |
Close |
9,750.0 |
9,735.5 |
-14.5 |
-0.1% |
9,750.0 |
Range |
95.0 |
82.5 |
-12.5 |
-13.2% |
408.5 |
ATR |
115.4 |
113.1 |
-2.4 |
-2.0% |
0.0 |
Volume |
47,401 |
83,442 |
36,041 |
76.0% |
475,498 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,000.2 |
9,950.3 |
9,780.9 |
|
R3 |
9,917.7 |
9,867.8 |
9,758.2 |
|
R2 |
9,835.2 |
9,835.2 |
9,750.6 |
|
R1 |
9,785.3 |
9,785.3 |
9,743.1 |
9,769.0 |
PP |
9,752.7 |
9,752.7 |
9,752.7 |
9,744.5 |
S1 |
9,702.8 |
9,702.8 |
9,727.9 |
9,686.5 |
S2 |
9,670.2 |
9,670.2 |
9,720.4 |
|
S3 |
9,587.7 |
9,620.3 |
9,712.8 |
|
S4 |
9,505.2 |
9,537.8 |
9,690.1 |
|
|
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 |
9,802.5 |
9,390.5 |
412.0 |
4.2% |
126.1 |
1.3% |
84% |
True |
False |
88,999 |
10 |
9,802.5 |
9,390.5 |
412.0 |
4.2% |
111.8 |
1.1% |
84% |
True |
False |
91,811 |
20 |
9,802.5 |
9,097.5 |
705.0 |
7.2% |
105.4 |
1.1% |
90% |
True |
False |
78,105 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.3% |
97.8 |
1.0% |
92% |
True |
False |
43,300 |
60 |
9,802.5 |
8,869.0 |
933.5 |
9.6% |
90.3 |
0.9% |
93% |
True |
False |
28,922 |
80 |
9,802.5 |
8,505.0 |
1,297.5 |
13.3% |
86.3 |
0.9% |
95% |
True |
False |
21,725 |
100 |
9,802.5 |
8,125.0 |
1,677.5 |
17.2% |
82.7 |
0.8% |
96% |
True |
False |
17,393 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.2% |
78.4 |
0.8% |
96% |
True |
False |
14,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,153.1 |
2.618 |
10,018.5 |
1.618 |
9,936.0 |
1.000 |
9,885.0 |
0.618 |
9,853.5 |
HIGH |
9,802.5 |
0.618 |
9,771.0 |
0.500 |
9,761.3 |
0.382 |
9,751.5 |
LOW |
9,720.0 |
0.618 |
9,669.0 |
1.000 |
9,637.5 |
1.618 |
9,586.5 |
2.618 |
9,504.0 |
4.250 |
9,369.4 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,761.3 |
9,753.3 |
PP |
9,752.7 |
9,747.3 |
S1 |
9,744.1 |
9,741.4 |
|