Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
9,322.0 |
9,380.0 |
58.0 |
0.6% |
9,344.0 |
High |
9,436.0 |
9,385.0 |
-51.0 |
-0.5% |
9,540.5 |
Low |
9,275.0 |
9,167.0 |
-108.0 |
-1.2% |
9,167.0 |
Close |
9,359.5 |
9,323.5 |
-36.0 |
-0.4% |
9,323.5 |
Range |
161.0 |
218.0 |
57.0 |
35.4% |
373.5 |
ATR |
141.9 |
147.3 |
5.4 |
3.8% |
0.0 |
Volume |
152,795 |
152,299 |
-496 |
-0.3% |
746,508 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,945.8 |
9,852.7 |
9,443.4 |
|
R3 |
9,727.8 |
9,634.7 |
9,383.5 |
|
R2 |
9,509.8 |
9,509.8 |
9,363.5 |
|
R1 |
9,416.7 |
9,416.7 |
9,343.5 |
9,354.3 |
PP |
9,291.8 |
9,291.8 |
9,291.8 |
9,260.6 |
S1 |
9,198.7 |
9,198.7 |
9,303.5 |
9,136.3 |
S2 |
9,073.8 |
9,073.8 |
9,283.5 |
|
S3 |
8,855.8 |
8,980.7 |
9,263.6 |
|
S4 |
8,637.8 |
8,762.7 |
9,203.6 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,464.2 |
10,267.3 |
9,528.9 |
|
R3 |
10,090.7 |
9,893.8 |
9,426.2 |
|
R2 |
9,717.2 |
9,717.2 |
9,392.0 |
|
R1 |
9,520.3 |
9,520.3 |
9,357.7 |
9,432.0 |
PP |
9,343.7 |
9,343.7 |
9,343.7 |
9,299.5 |
S1 |
9,146.8 |
9,146.8 |
9,289.3 |
9,058.5 |
S2 |
8,970.2 |
8,970.2 |
9,255.0 |
|
S3 |
8,596.7 |
8,773.3 |
9,220.8 |
|
S4 |
8,223.2 |
8,399.8 |
9,118.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,540.5 |
9,167.0 |
373.5 |
4.0% |
185.7 |
2.0% |
42% |
False |
True |
149,301 |
10 |
9,802.5 |
9,167.0 |
635.5 |
6.8% |
166.1 |
1.8% |
25% |
False |
True |
134,153 |
20 |
9,802.5 |
9,167.0 |
635.5 |
6.8% |
137.7 |
1.5% |
25% |
False |
True |
113,999 |
40 |
9,802.5 |
8,998.0 |
804.5 |
8.6% |
122.7 |
1.3% |
40% |
False |
False |
73,536 |
60 |
9,802.5 |
8,984.0 |
818.5 |
8.8% |
105.5 |
1.1% |
41% |
False |
False |
49,071 |
80 |
9,802.5 |
8,505.0 |
1,297.5 |
13.9% |
98.3 |
1.1% |
63% |
False |
False |
36,844 |
100 |
9,802.5 |
8,227.0 |
1,575.5 |
16.9% |
92.5 |
1.0% |
70% |
False |
False |
29,498 |
120 |
9,802.5 |
8,125.0 |
1,677.5 |
18.0% |
86.3 |
0.9% |
71% |
False |
False |
24,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,311.5 |
2.618 |
9,955.7 |
1.618 |
9,737.7 |
1.000 |
9,603.0 |
0.618 |
9,519.7 |
HIGH |
9,385.0 |
0.618 |
9,301.7 |
0.500 |
9,276.0 |
0.382 |
9,250.3 |
LOW |
9,167.0 |
0.618 |
9,032.3 |
1.000 |
8,949.0 |
1.618 |
8,814.3 |
2.618 |
8,596.3 |
4.250 |
8,240.5 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,307.7 |
9,353.8 |
PP |
9,291.8 |
9,343.7 |
S1 |
9,276.0 |
9,333.6 |
|