Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
9,344.0 |
9,360.0 |
16.0 |
0.2% |
9,752.5 |
High |
9,413.5 |
9,468.5 |
55.0 |
0.6% |
9,802.5 |
Low |
9,291.0 |
9,355.5 |
64.5 |
0.7% |
9,346.5 |
Close |
9,373.5 |
9,409.5 |
36.0 |
0.4% |
9,388.0 |
Range |
122.5 |
113.0 |
-9.5 |
-7.8% |
456.0 |
ATR |
128.1 |
127.1 |
-1.1 |
-0.8% |
0.0 |
Volume |
132,529 |
199,523 |
66,994 |
50.6% |
547,629 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,750.2 |
9,692.8 |
9,471.7 |
|
R3 |
9,637.2 |
9,579.8 |
9,440.6 |
|
R2 |
9,524.2 |
9,524.2 |
9,430.2 |
|
R1 |
9,466.8 |
9,466.8 |
9,419.9 |
9,495.5 |
PP |
9,411.2 |
9,411.2 |
9,411.2 |
9,425.5 |
S1 |
9,353.8 |
9,353.8 |
9,399.1 |
9,382.5 |
S2 |
9,298.2 |
9,298.2 |
9,388.8 |
|
S3 |
9,185.2 |
9,240.8 |
9,378.4 |
|
S4 |
9,072.2 |
9,127.8 |
9,347.4 |
|
|
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 |
9,775.5 |
9,291.0 |
484.5 |
5.1% |
158.1 |
1.7% |
24% |
False |
False |
159,247 |
10 |
9,802.5 |
9,291.0 |
511.5 |
5.4% |
142.1 |
1.5% |
23% |
False |
False |
124,123 |
20 |
9,802.5 |
9,291.0 |
511.5 |
5.4% |
120.6 |
1.3% |
23% |
False |
False |
103,448 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.5% |
108.6 |
1.2% |
51% |
False |
False |
63,187 |
60 |
9,802.5 |
8,980.0 |
822.5 |
8.7% |
97.7 |
1.0% |
52% |
False |
False |
42,170 |
80 |
9,802.5 |
8,505.0 |
1,297.5 |
13.8% |
92.7 |
1.0% |
70% |
False |
False |
31,668 |
100 |
9,802.5 |
8,142.0 |
1,660.5 |
17.6% |
87.6 |
0.9% |
76% |
False |
False |
25,354 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.8% |
82.5 |
0.9% |
77% |
False |
False |
21,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,948.8 |
2.618 |
9,764.3 |
1.618 |
9,651.3 |
1.000 |
9,581.5 |
0.618 |
9,538.3 |
HIGH |
9,468.5 |
0.618 |
9,425.3 |
0.500 |
9,412.0 |
0.382 |
9,398.7 |
LOW |
9,355.5 |
0.618 |
9,285.7 |
1.000 |
9,242.5 |
1.618 |
9,172.7 |
2.618 |
9,059.7 |
4.250 |
8,875.3 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,412.0 |
9,483.3 |
PP |
9,411.2 |
9,458.7 |
S1 |
9,410.3 |
9,434.1 |
|