Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
9,711.0 |
9,667.5 |
-43.5 |
-0.4% |
9,752.5 |
High |
9,737.5 |
9,675.5 |
-62.0 |
-0.6% |
9,802.5 |
Low |
9,603.0 |
9,346.5 |
-256.5 |
-2.7% |
9,346.5 |
Close |
9,646.5 |
9,388.0 |
-258.5 |
-2.7% |
9,388.0 |
Range |
134.5 |
329.0 |
194.5 |
144.6% |
456.0 |
ATR |
113.2 |
128.6 |
15.4 |
13.6% |
0.0 |
Volume |
187,822 |
160,581 |
-27,241 |
-14.5% |
547,629 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,457.0 |
10,251.5 |
9,569.0 |
|
R3 |
10,128.0 |
9,922.5 |
9,478.5 |
|
R2 |
9,799.0 |
9,799.0 |
9,448.3 |
|
R1 |
9,593.5 |
9,593.5 |
9,418.2 |
9,531.8 |
PP |
9,470.0 |
9,470.0 |
9,470.0 |
9,439.1 |
S1 |
9,264.5 |
9,264.5 |
9,357.8 |
9,202.8 |
S2 |
9,141.0 |
9,141.0 |
9,327.7 |
|
S3 |
8,812.0 |
8,935.5 |
9,297.5 |
|
S4 |
8,483.0 |
8,606.5 |
9,207.1 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,880.3 |
10,590.2 |
9,638.8 |
|
R3 |
10,424.3 |
10,134.2 |
9,513.4 |
|
R2 |
9,968.3 |
9,968.3 |
9,471.6 |
|
R1 |
9,678.2 |
9,678.2 |
9,429.8 |
9,595.3 |
PP |
9,512.3 |
9,512.3 |
9,512.3 |
9,470.9 |
S1 |
9,222.2 |
9,222.2 |
9,346.2 |
9,139.3 |
S2 |
9,056.3 |
9,056.3 |
9,304.4 |
|
S3 |
8,600.3 |
8,766.2 |
9,262.6 |
|
S4 |
8,144.3 |
8,310.2 |
9,137.2 |
|
|
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 |
9,346.5 |
456.0 |
4.9% |
146.5 |
1.6% |
9% |
False |
True |
119,006 |
10 |
9,802.5 |
9,346.5 |
456.0 |
4.9% |
137.0 |
1.5% |
9% |
False |
True |
110,251 |
20 |
9,802.5 |
9,346.5 |
456.0 |
4.9% |
115.8 |
1.2% |
9% |
False |
True |
91,434 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.6% |
106.1 |
1.1% |
48% |
False |
False |
54,895 |
60 |
9,802.5 |
8,952.0 |
850.5 |
9.1% |
96.0 |
1.0% |
51% |
False |
False |
36,640 |
80 |
9,802.5 |
8,505.0 |
1,297.5 |
13.8% |
91.3 |
1.0% |
68% |
False |
False |
27,523 |
100 |
9,802.5 |
8,125.0 |
1,677.5 |
17.9% |
86.1 |
0.9% |
75% |
False |
False |
22,034 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.9% |
81.0 |
0.9% |
75% |
False |
False |
18,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,073.8 |
2.618 |
10,536.8 |
1.618 |
10,207.8 |
1.000 |
10,004.5 |
0.618 |
9,878.8 |
HIGH |
9,675.5 |
0.618 |
9,549.8 |
0.500 |
9,511.0 |
0.382 |
9,472.2 |
LOW |
9,346.5 |
0.618 |
9,143.2 |
1.000 |
9,017.5 |
1.618 |
8,814.2 |
2.618 |
8,485.2 |
4.250 |
7,948.3 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,511.0 |
9,561.0 |
PP |
9,470.0 |
9,503.3 |
S1 |
9,429.0 |
9,445.7 |
|