Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,730 |
15,890 |
160 |
1.0% |
16,095 |
High |
15,895 |
15,980 |
85 |
0.5% |
16,205 |
Low |
15,680 |
15,635 |
-45 |
-0.3% |
15,760 |
Close |
15,880 |
15,685 |
-195 |
-1.2% |
15,885 |
Range |
215 |
345 |
130 |
60.5% |
445 |
ATR |
279 |
284 |
5 |
1.7% |
0 |
Volume |
11,949 |
12,227 |
278 |
2.3% |
70,305 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,802 |
16,588 |
15,875 |
|
R3 |
16,457 |
16,243 |
15,780 |
|
R2 |
16,112 |
16,112 |
15,748 |
|
R1 |
15,898 |
15,898 |
15,717 |
15,833 |
PP |
15,767 |
15,767 |
15,767 |
15,734 |
S1 |
15,553 |
15,553 |
15,654 |
15,488 |
S2 |
15,422 |
15,422 |
15,622 |
|
S3 |
15,077 |
15,208 |
15,590 |
|
S4 |
14,732 |
14,863 |
15,495 |
|
|
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 |
16,030 |
15,390 |
640 |
4.1% |
330 |
2.1% |
46% |
False |
False |
14,914 |
10 |
16,205 |
15,390 |
815 |
5.2% |
296 |
1.9% |
36% |
False |
False |
13,647 |
20 |
16,450 |
15,325 |
1,125 |
7.2% |
284 |
1.8% |
32% |
False |
False |
10,694 |
40 |
16,450 |
15,165 |
1,285 |
8.2% |
272 |
1.7% |
40% |
False |
False |
8,898 |
60 |
16,450 |
14,070 |
2,380 |
15.2% |
224 |
1.4% |
68% |
False |
False |
5,937 |
80 |
16,450 |
13,905 |
2,545 |
16.2% |
192 |
1.2% |
70% |
False |
False |
4,454 |
100 |
16,450 |
13,330 |
3,120 |
19.9% |
157 |
1.0% |
75% |
False |
False |
3,563 |
120 |
16,450 |
13,330 |
3,120 |
19.9% |
134 |
0.9% |
75% |
False |
False |
2,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,446 |
2.618 |
16,883 |
1.618 |
16,538 |
1.000 |
16,325 |
0.618 |
16,193 |
HIGH |
15,980 |
0.618 |
15,848 |
0.500 |
15,808 |
0.382 |
15,767 |
LOW |
15,635 |
0.618 |
15,422 |
1.000 |
15,290 |
1.618 |
15,077 |
2.618 |
14,732 |
4.250 |
14,169 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,808 |
15,685 |
PP |
15,767 |
15,685 |
S1 |
15,726 |
15,685 |
|