Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
9,771.0 |
9,711.0 |
-60.0 |
-0.6% |
9,496.5 |
High |
9,775.5 |
9,737.5 |
-38.0 |
-0.4% |
9,799.0 |
Low |
9,684.0 |
9,603.0 |
-81.0 |
-0.8% |
9,390.5 |
Close |
9,728.5 |
9,646.5 |
-82.0 |
-0.8% |
9,750.0 |
Range |
91.5 |
134.5 |
43.0 |
47.0% |
408.5 |
ATR |
111.5 |
113.2 |
1.6 |
1.5% |
0.0 |
Volume |
115,784 |
187,822 |
72,038 |
62.2% |
475,498 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,065.8 |
9,990.7 |
9,720.5 |
|
R3 |
9,931.3 |
9,856.2 |
9,683.5 |
|
R2 |
9,796.8 |
9,796.8 |
9,671.2 |
|
R1 |
9,721.7 |
9,721.7 |
9,658.8 |
9,692.0 |
PP |
9,662.3 |
9,662.3 |
9,662.3 |
9,647.5 |
S1 |
9,587.2 |
9,587.2 |
9,634.2 |
9,557.5 |
S2 |
9,527.8 |
9,527.8 |
9,621.8 |
|
S3 |
9,393.3 |
9,452.7 |
9,609.5 |
|
S4 |
9,258.8 |
9,318.2 |
9,572.5 |
|
|
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 |
9,603.0 |
199.5 |
2.1% |
91.8 |
1.0% |
22% |
False |
True |
108,666 |
10 |
9,802.5 |
9,390.5 |
412.0 |
4.3% |
118.8 |
1.2% |
62% |
False |
False |
103,584 |
20 |
9,802.5 |
9,262.0 |
540.5 |
5.6% |
104.8 |
1.1% |
71% |
False |
False |
87,728 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.3% |
100.2 |
1.0% |
81% |
False |
False |
50,884 |
60 |
9,802.5 |
8,952.0 |
850.5 |
8.8% |
91.3 |
0.9% |
82% |
False |
False |
33,965 |
80 |
9,802.5 |
8,505.0 |
1,297.5 |
13.5% |
87.9 |
0.9% |
88% |
False |
False |
25,517 |
100 |
9,802.5 |
8,125.0 |
1,677.5 |
17.4% |
83.1 |
0.9% |
91% |
False |
False |
20,428 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.4% |
79.4 |
0.8% |
91% |
False |
False |
17,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,309.1 |
2.618 |
10,089.6 |
1.618 |
9,955.1 |
1.000 |
9,872.0 |
0.618 |
9,820.6 |
HIGH |
9,737.5 |
0.618 |
9,686.1 |
0.500 |
9,670.3 |
0.382 |
9,654.4 |
LOW |
9,603.0 |
0.618 |
9,519.9 |
1.000 |
9,468.5 |
1.618 |
9,385.4 |
2.618 |
9,250.9 |
4.250 |
9,031.4 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,670.3 |
9,702.8 |
PP |
9,662.3 |
9,684.0 |
S1 |
9,654.4 |
9,665.3 |
|