Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,545 |
15,730 |
185 |
1.2% |
16,095 |
High |
15,775 |
15,895 |
120 |
0.8% |
16,205 |
Low |
15,390 |
15,680 |
290 |
1.9% |
15,760 |
Close |
15,730 |
15,880 |
150 |
1.0% |
15,885 |
Range |
385 |
215 |
-170 |
-44.2% |
445 |
ATR |
284 |
279 |
-5 |
-1.7% |
0 |
Volume |
20,491 |
11,949 |
-8,542 |
-41.7% |
70,305 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,463 |
16,387 |
15,998 |
|
R3 |
16,248 |
16,172 |
15,939 |
|
R2 |
16,033 |
16,033 |
15,920 |
|
R1 |
15,957 |
15,957 |
15,900 |
15,995 |
PP |
15,818 |
15,818 |
15,818 |
15,838 |
S1 |
15,742 |
15,742 |
15,860 |
15,780 |
S2 |
15,603 |
15,603 |
15,841 |
|
S3 |
15,388 |
15,527 |
15,821 |
|
S4 |
15,173 |
15,312 |
15,762 |
|
|
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 |
16,070 |
15,390 |
680 |
4.3% |
303 |
1.9% |
72% |
False |
False |
14,685 |
10 |
16,325 |
15,390 |
935 |
5.9% |
290 |
1.8% |
52% |
False |
False |
13,018 |
20 |
16,450 |
15,300 |
1,150 |
7.2% |
275 |
1.7% |
50% |
False |
False |
10,469 |
40 |
16,450 |
15,165 |
1,285 |
8.1% |
266 |
1.7% |
56% |
False |
False |
8,594 |
60 |
16,450 |
14,070 |
2,380 |
15.0% |
219 |
1.4% |
76% |
False |
False |
5,733 |
80 |
16,450 |
13,905 |
2,545 |
16.0% |
187 |
1.2% |
78% |
False |
False |
4,301 |
100 |
16,450 |
13,330 |
3,120 |
19.6% |
153 |
1.0% |
82% |
False |
False |
3,441 |
120 |
16,450 |
13,330 |
3,120 |
19.6% |
131 |
0.8% |
82% |
False |
False |
2,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,809 |
2.618 |
16,458 |
1.618 |
16,243 |
1.000 |
16,110 |
0.618 |
16,028 |
HIGH |
15,895 |
0.618 |
15,813 |
0.500 |
15,788 |
0.382 |
15,762 |
LOW |
15,680 |
0.618 |
15,547 |
1.000 |
15,465 |
1.618 |
15,332 |
2.618 |
15,117 |
4.250 |
14,766 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,849 |
15,803 |
PP |
15,818 |
15,725 |
S1 |
15,788 |
15,648 |
|