Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
9,360.0 |
9,498.0 |
138.0 |
1.5% |
9,752.5 |
High |
9,468.5 |
9,540.5 |
72.0 |
0.8% |
9,802.5 |
Low |
9,355.5 |
9,226.5 |
-129.0 |
-1.4% |
9,346.5 |
Close |
9,409.5 |
9,349.0 |
-60.5 |
-0.6% |
9,388.0 |
Range |
113.0 |
314.0 |
201.0 |
177.9% |
456.0 |
ATR |
127.1 |
140.4 |
13.4 |
10.5% |
0.0 |
Volume |
199,523 |
109,362 |
-90,161 |
-45.2% |
547,629 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,314.0 |
10,145.5 |
9,521.7 |
|
R3 |
10,000.0 |
9,831.5 |
9,435.4 |
|
R2 |
9,686.0 |
9,686.0 |
9,406.6 |
|
R1 |
9,517.5 |
9,517.5 |
9,377.8 |
9,444.8 |
PP |
9,372.0 |
9,372.0 |
9,372.0 |
9,335.6 |
S1 |
9,203.5 |
9,203.5 |
9,320.2 |
9,130.8 |
S2 |
9,058.0 |
9,058.0 |
9,291.4 |
|
S3 |
8,744.0 |
8,889.5 |
9,262.7 |
|
S4 |
8,430.0 |
8,575.5 |
9,176.3 |
|
|
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 |
9,737.5 |
9,226.5 |
511.0 |
5.5% |
202.6 |
2.2% |
24% |
False |
True |
157,963 |
10 |
9,802.5 |
9,226.5 |
576.0 |
6.2% |
154.5 |
1.7% |
21% |
False |
True |
122,855 |
20 |
9,802.5 |
9,226.5 |
576.0 |
6.2% |
133.9 |
1.4% |
21% |
False |
True |
107,115 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.6% |
115.9 |
1.2% |
44% |
False |
False |
65,919 |
60 |
9,802.5 |
8,984.0 |
818.5 |
8.8% |
101.7 |
1.1% |
45% |
False |
False |
43,991 |
80 |
9,802.5 |
8,505.0 |
1,297.5 |
13.9% |
95.6 |
1.0% |
65% |
False |
False |
33,033 |
100 |
9,802.5 |
8,142.0 |
1,660.5 |
17.8% |
90.0 |
1.0% |
73% |
False |
False |
26,447 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.9% |
83.9 |
0.9% |
73% |
False |
False |
22,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,875.0 |
2.618 |
10,362.6 |
1.618 |
10,048.6 |
1.000 |
9,854.5 |
0.618 |
9,734.6 |
HIGH |
9,540.5 |
0.618 |
9,420.6 |
0.500 |
9,383.5 |
0.382 |
9,346.4 |
LOW |
9,226.5 |
0.618 |
9,032.4 |
1.000 |
8,912.5 |
1.618 |
8,718.4 |
2.618 |
8,404.4 |
4.250 |
7,892.0 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,383.5 |
9,383.5 |
PP |
9,372.0 |
9,372.0 |
S1 |
9,360.5 |
9,360.5 |
|