Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
16,065 |
15,955 |
-110 |
-0.7% |
16,095 |
High |
16,070 |
16,030 |
-40 |
-0.2% |
16,205 |
Low |
15,860 |
15,760 |
-100 |
-0.6% |
15,760 |
Close |
15,970 |
15,885 |
-85 |
-0.5% |
15,885 |
Range |
210 |
270 |
60 |
28.6% |
445 |
ATR |
263 |
264 |
0 |
0.2% |
0 |
Volume |
11,080 |
16,109 |
5,029 |
45.4% |
70,305 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,702 |
16,563 |
16,034 |
|
R3 |
16,432 |
16,293 |
15,959 |
|
R2 |
16,162 |
16,162 |
15,935 |
|
R1 |
16,023 |
16,023 |
15,910 |
15,958 |
PP |
15,892 |
15,892 |
15,892 |
15,859 |
S1 |
15,753 |
15,753 |
15,860 |
15,688 |
S2 |
15,622 |
15,622 |
15,836 |
|
S3 |
15,352 |
15,483 |
15,811 |
|
S4 |
15,082 |
15,213 |
15,737 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,285 |
17,030 |
16,130 |
|
R3 |
16,840 |
16,585 |
16,008 |
|
R2 |
16,395 |
16,395 |
15,967 |
|
R1 |
16,140 |
16,140 |
15,926 |
16,045 |
PP |
15,950 |
15,950 |
15,950 |
15,903 |
S1 |
15,695 |
15,695 |
15,844 |
15,600 |
S2 |
15,505 |
15,505 |
15,804 |
|
S3 |
15,060 |
15,250 |
15,763 |
|
S4 |
14,615 |
14,805 |
15,640 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,205 |
15,760 |
445 |
2.8% |
269 |
1.7% |
28% |
False |
True |
14,061 |
10 |
16,450 |
15,760 |
690 |
4.3% |
242 |
1.5% |
18% |
False |
True |
10,385 |
20 |
16,450 |
15,245 |
1,205 |
7.6% |
268 |
1.7% |
53% |
False |
False |
10,152 |
40 |
16,450 |
14,660 |
1,790 |
11.3% |
261 |
1.6% |
68% |
False |
False |
7,441 |
60 |
16,450 |
14,070 |
2,380 |
15.0% |
202 |
1.3% |
76% |
False |
False |
4,963 |
80 |
16,450 |
13,905 |
2,545 |
16.0% |
176 |
1.1% |
78% |
False |
False |
3,723 |
100 |
16,450 |
13,330 |
3,120 |
19.6% |
143 |
0.9% |
82% |
False |
False |
2,979 |
120 |
16,450 |
13,330 |
3,120 |
19.6% |
122 |
0.8% |
82% |
False |
False |
2,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,178 |
2.618 |
16,737 |
1.618 |
16,467 |
1.000 |
16,300 |
0.618 |
16,197 |
HIGH |
16,030 |
0.618 |
15,927 |
0.500 |
15,895 |
0.382 |
15,863 |
LOW |
15,760 |
0.618 |
15,593 |
1.000 |
15,490 |
1.618 |
15,323 |
2.618 |
15,053 |
4.250 |
14,613 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,895 |
15,975 |
PP |
15,892 |
15,945 |
S1 |
15,888 |
15,915 |
|