Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,860 |
15,545 |
-315 |
-2.0% |
16,095 |
High |
15,905 |
15,775 |
-130 |
-0.8% |
16,205 |
Low |
15,470 |
15,390 |
-80 |
-0.5% |
15,760 |
Close |
15,535 |
15,730 |
195 |
1.3% |
15,885 |
Range |
435 |
385 |
-50 |
-11.5% |
445 |
ATR |
276 |
284 |
8 |
2.8% |
0 |
Volume |
13,797 |
20,491 |
6,694 |
48.5% |
70,305 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,787 |
16,643 |
15,942 |
|
R3 |
16,402 |
16,258 |
15,836 |
|
R2 |
16,017 |
16,017 |
15,801 |
|
R1 |
15,873 |
15,873 |
15,765 |
15,945 |
PP |
15,632 |
15,632 |
15,632 |
15,668 |
S1 |
15,488 |
15,488 |
15,695 |
15,560 |
S2 |
15,247 |
15,247 |
15,660 |
|
S3 |
14,862 |
15,103 |
15,624 |
|
S4 |
14,477 |
14,718 |
15,518 |
|
|
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 |
15,390 |
800 |
5.1% |
305 |
1.9% |
43% |
False |
True |
14,885 |
10 |
16,450 |
15,390 |
1,060 |
6.7% |
284 |
1.8% |
32% |
False |
True |
12,184 |
20 |
16,450 |
15,245 |
1,205 |
7.7% |
279 |
1.8% |
40% |
False |
False |
10,454 |
40 |
16,450 |
15,145 |
1,305 |
8.3% |
269 |
1.7% |
45% |
False |
False |
8,297 |
60 |
16,450 |
14,070 |
2,380 |
15.1% |
216 |
1.4% |
70% |
False |
False |
5,534 |
80 |
16,450 |
13,905 |
2,545 |
16.2% |
185 |
1.2% |
72% |
False |
False |
4,152 |
100 |
16,450 |
13,330 |
3,120 |
19.8% |
151 |
1.0% |
77% |
False |
False |
3,322 |
120 |
16,450 |
13,330 |
3,120 |
19.8% |
129 |
0.8% |
77% |
False |
False |
2,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,411 |
2.618 |
16,783 |
1.618 |
16,398 |
1.000 |
16,160 |
0.618 |
16,013 |
HIGH |
15,775 |
0.618 |
15,628 |
0.500 |
15,583 |
0.382 |
15,537 |
LOW |
15,390 |
0.618 |
15,152 |
1.000 |
15,005 |
1.618 |
14,767 |
2.618 |
14,382 |
4.250 |
13,754 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,681 |
15,723 |
PP |
15,632 |
15,717 |
S1 |
15,583 |
15,710 |
|