Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
9,498.0 |
9,322.0 |
-176.0 |
-1.9% |
9,752.5 |
High |
9,540.5 |
9,436.0 |
-104.5 |
-1.1% |
9,802.5 |
Low |
9,226.5 |
9,275.0 |
48.5 |
0.5% |
9,346.5 |
Close |
9,349.0 |
9,359.5 |
10.5 |
0.1% |
9,388.0 |
Range |
314.0 |
161.0 |
-153.0 |
-48.7% |
456.0 |
ATR |
140.4 |
141.9 |
1.5 |
1.0% |
0.0 |
Volume |
109,362 |
152,795 |
43,433 |
39.7% |
547,629 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,839.8 |
9,760.7 |
9,448.1 |
|
R3 |
9,678.8 |
9,599.7 |
9,403.8 |
|
R2 |
9,517.8 |
9,517.8 |
9,389.0 |
|
R1 |
9,438.7 |
9,438.7 |
9,374.3 |
9,478.3 |
PP |
9,356.8 |
9,356.8 |
9,356.8 |
9,376.6 |
S1 |
9,277.7 |
9,277.7 |
9,344.7 |
9,317.3 |
S2 |
9,195.8 |
9,195.8 |
9,330.0 |
|
S3 |
9,034.8 |
9,116.7 |
9,315.2 |
|
S4 |
8,873.8 |
8,955.7 |
9,271.0 |
|
|
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 |
9,675.5 |
9,226.5 |
449.0 |
4.8% |
207.9 |
2.2% |
30% |
False |
False |
150,958 |
10 |
9,802.5 |
9,226.5 |
576.0 |
6.2% |
149.9 |
1.6% |
23% |
False |
False |
129,812 |
20 |
9,802.5 |
9,226.5 |
576.0 |
6.2% |
139.5 |
1.5% |
23% |
False |
False |
109,866 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.6% |
118.4 |
1.3% |
45% |
False |
False |
69,734 |
60 |
9,802.5 |
8,984.0 |
818.5 |
8.7% |
103.0 |
1.1% |
46% |
False |
False |
46,535 |
80 |
9,802.5 |
8,505.0 |
1,297.5 |
13.9% |
96.5 |
1.0% |
66% |
False |
False |
34,942 |
100 |
9,802.5 |
8,195.5 |
1,607.0 |
17.2% |
90.9 |
1.0% |
72% |
False |
False |
27,975 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
17.9% |
85.1 |
0.9% |
74% |
False |
False |
23,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,120.3 |
2.618 |
9,857.5 |
1.618 |
9,696.5 |
1.000 |
9,597.0 |
0.618 |
9,535.5 |
HIGH |
9,436.0 |
0.618 |
9,374.5 |
0.500 |
9,355.5 |
0.382 |
9,336.5 |
LOW |
9,275.0 |
0.618 |
9,175.5 |
1.000 |
9,114.0 |
1.618 |
9,014.5 |
2.618 |
8,853.5 |
4.250 |
8,590.8 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,358.2 |
9,383.5 |
PP |
9,356.8 |
9,375.5 |
S1 |
9,355.5 |
9,367.5 |
|