Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
9,752.5 |
9,771.0 |
18.5 |
0.2% |
9,496.5 |
High |
9,802.5 |
9,775.5 |
-27.0 |
-0.3% |
9,799.0 |
Low |
9,720.0 |
9,684.0 |
-36.0 |
-0.4% |
9,390.5 |
Close |
9,735.5 |
9,728.5 |
-7.0 |
-0.1% |
9,750.0 |
Range |
82.5 |
91.5 |
9.0 |
10.9% |
408.5 |
ATR |
113.1 |
111.5 |
-1.5 |
-1.4% |
0.0 |
Volume |
83,442 |
115,784 |
32,342 |
38.8% |
475,498 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,003.8 |
9,957.7 |
9,778.8 |
|
R3 |
9,912.3 |
9,866.2 |
9,753.7 |
|
R2 |
9,820.8 |
9,820.8 |
9,745.3 |
|
R1 |
9,774.7 |
9,774.7 |
9,736.9 |
9,752.0 |
PP |
9,729.3 |
9,729.3 |
9,729.3 |
9,718.0 |
S1 |
9,683.2 |
9,683.2 |
9,720.1 |
9,660.5 |
S2 |
9,637.8 |
9,637.8 |
9,711.7 |
|
S3 |
9,546.3 |
9,591.7 |
9,703.3 |
|
S4 |
9,454.8 |
9,500.2 |
9,678.2 |
|
|
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 |
9,573.5 |
229.0 |
2.4% |
106.4 |
1.1% |
68% |
False |
False |
87,746 |
10 |
9,802.5 |
9,390.5 |
412.0 |
4.2% |
110.9 |
1.1% |
82% |
False |
False |
95,451 |
20 |
9,802.5 |
9,139.0 |
663.5 |
6.8% |
106.0 |
1.1% |
89% |
False |
False |
81,158 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.3% |
98.8 |
1.0% |
91% |
False |
False |
46,192 |
60 |
9,802.5 |
8,910.5 |
892.0 |
9.2% |
89.7 |
0.9% |
92% |
False |
False |
30,850 |
80 |
9,802.5 |
8,505.0 |
1,297.5 |
13.3% |
86.9 |
0.9% |
94% |
False |
False |
23,171 |
100 |
9,802.5 |
8,125.0 |
1,677.5 |
17.2% |
82.8 |
0.9% |
96% |
False |
False |
18,550 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.2% |
78.7 |
0.8% |
96% |
False |
False |
15,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,164.4 |
2.618 |
10,015.0 |
1.618 |
9,923.5 |
1.000 |
9,867.0 |
0.618 |
9,832.0 |
HIGH |
9,775.5 |
0.618 |
9,740.5 |
0.500 |
9,729.8 |
0.382 |
9,719.0 |
LOW |
9,684.0 |
0.618 |
9,627.5 |
1.000 |
9,592.5 |
1.618 |
9,536.0 |
2.618 |
9,444.5 |
4.250 |
9,295.1 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,729.8 |
9,743.3 |
PP |
9,729.3 |
9,738.3 |
S1 |
9,728.9 |
9,733.4 |
|