Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,955 |
15,860 |
-95 |
-0.6% |
16,095 |
High |
16,030 |
15,905 |
-125 |
-0.8% |
16,205 |
Low |
15,760 |
15,470 |
-290 |
-1.8% |
15,760 |
Close |
15,885 |
15,535 |
-350 |
-2.2% |
15,885 |
Range |
270 |
435 |
165 |
61.1% |
445 |
ATR |
264 |
276 |
12 |
4.6% |
0 |
Volume |
16,109 |
13,797 |
-2,312 |
-14.4% |
70,305 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,942 |
16,673 |
15,774 |
|
R3 |
16,507 |
16,238 |
15,655 |
|
R2 |
16,072 |
16,072 |
15,615 |
|
R1 |
15,803 |
15,803 |
15,575 |
15,720 |
PP |
15,637 |
15,637 |
15,637 |
15,595 |
S1 |
15,368 |
15,368 |
15,495 |
15,285 |
S2 |
15,202 |
15,202 |
15,455 |
|
S3 |
14,767 |
14,933 |
15,416 |
|
S4 |
14,332 |
14,498 |
15,296 |
|
|
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 |
16,190 |
15,470 |
720 |
4.6% |
270 |
1.7% |
9% |
False |
True |
14,044 |
10 |
16,450 |
15,470 |
980 |
6.3% |
260 |
1.7% |
7% |
False |
True |
10,961 |
20 |
16,450 |
15,245 |
1,205 |
7.8% |
275 |
1.8% |
24% |
False |
False |
10,002 |
40 |
16,450 |
14,810 |
1,640 |
10.6% |
268 |
1.7% |
44% |
False |
False |
7,785 |
60 |
16,450 |
14,070 |
2,380 |
15.3% |
209 |
1.3% |
62% |
False |
False |
5,193 |
80 |
16,450 |
13,905 |
2,545 |
16.4% |
180 |
1.2% |
64% |
False |
False |
3,896 |
100 |
16,450 |
13,330 |
3,120 |
20.1% |
147 |
0.9% |
71% |
False |
False |
3,117 |
120 |
16,450 |
13,330 |
3,120 |
20.1% |
126 |
0.8% |
71% |
False |
False |
2,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,754 |
2.618 |
17,044 |
1.618 |
16,609 |
1.000 |
16,340 |
0.618 |
16,174 |
HIGH |
15,905 |
0.618 |
15,739 |
0.500 |
15,688 |
0.382 |
15,636 |
LOW |
15,470 |
0.618 |
15,201 |
1.000 |
15,035 |
1.618 |
14,766 |
2.618 |
14,331 |
4.250 |
13,621 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,688 |
15,770 |
PP |
15,637 |
15,692 |
S1 |
15,586 |
15,613 |
|