Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
9,667.5 |
9,344.0 |
-323.5 |
-3.3% |
9,752.5 |
High |
9,675.5 |
9,413.5 |
-262.0 |
-2.7% |
9,802.5 |
Low |
9,346.5 |
9,291.0 |
-55.5 |
-0.6% |
9,346.5 |
Close |
9,388.0 |
9,373.5 |
-14.5 |
-0.2% |
9,388.0 |
Range |
329.0 |
122.5 |
-206.5 |
-62.8% |
456.0 |
ATR |
128.6 |
128.1 |
-0.4 |
-0.3% |
0.0 |
Volume |
160,581 |
132,529 |
-28,052 |
-17.5% |
547,629 |
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,726.8 |
9,672.7 |
9,440.9 |
|
R3 |
9,604.3 |
9,550.2 |
9,407.2 |
|
R2 |
9,481.8 |
9,481.8 |
9,396.0 |
|
R1 |
9,427.7 |
9,427.7 |
9,384.7 |
9,454.8 |
PP |
9,359.3 |
9,359.3 |
9,359.3 |
9,372.9 |
S1 |
9,305.2 |
9,305.2 |
9,362.3 |
9,332.3 |
S2 |
9,236.8 |
9,236.8 |
9,351.0 |
|
S3 |
9,114.3 |
9,182.7 |
9,339.8 |
|
S4 |
8,991.8 |
9,060.2 |
9,306.1 |
|
|
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 |
9,291.0 |
511.5 |
5.5% |
152.0 |
1.6% |
16% |
False |
True |
136,031 |
10 |
9,802.5 |
9,291.0 |
511.5 |
5.5% |
140.2 |
1.5% |
16% |
False |
True |
115,565 |
20 |
9,802.5 |
9,291.0 |
511.5 |
5.5% |
118.7 |
1.3% |
16% |
False |
True |
95,874 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.6% |
107.9 |
1.2% |
47% |
False |
False |
58,205 |
60 |
9,802.5 |
8,969.5 |
833.0 |
8.9% |
97.0 |
1.0% |
48% |
False |
False |
38,846 |
80 |
9,802.5 |
8,505.0 |
1,297.5 |
13.8% |
92.0 |
1.0% |
67% |
False |
False |
29,179 |
100 |
9,802.5 |
8,142.0 |
1,660.5 |
17.7% |
87.0 |
0.9% |
74% |
False |
False |
23,359 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.9% |
81.7 |
0.9% |
74% |
False |
False |
19,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,934.1 |
2.618 |
9,734.2 |
1.618 |
9,611.7 |
1.000 |
9,536.0 |
0.618 |
9,489.2 |
HIGH |
9,413.5 |
0.618 |
9,366.7 |
0.500 |
9,352.3 |
0.382 |
9,337.8 |
LOW |
9,291.0 |
0.618 |
9,215.3 |
1.000 |
9,168.5 |
1.618 |
9,092.8 |
2.618 |
8,970.3 |
4.250 |
8,770.4 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,366.4 |
9,514.3 |
PP |
9,359.3 |
9,467.3 |
S1 |
9,352.3 |
9,420.4 |
|