Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,690 |
15,775 |
85 |
0.5% |
15,860 |
High |
15,875 |
15,935 |
60 |
0.4% |
15,980 |
Low |
15,655 |
15,605 |
-50 |
-0.3% |
15,390 |
Close |
15,790 |
15,850 |
60 |
0.4% |
15,790 |
Range |
220 |
330 |
110 |
50.0% |
590 |
ATR |
279 |
283 |
4 |
1.3% |
0 |
Volume |
10,002 |
17,970 |
7,968 |
79.7% |
68,466 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,787 |
16,648 |
16,032 |
|
R3 |
16,457 |
16,318 |
15,941 |
|
R2 |
16,127 |
16,127 |
15,911 |
|
R1 |
15,988 |
15,988 |
15,880 |
16,058 |
PP |
15,797 |
15,797 |
15,797 |
15,831 |
S1 |
15,658 |
15,658 |
15,820 |
15,728 |
S2 |
15,467 |
15,467 |
15,790 |
|
S3 |
15,137 |
15,328 |
15,759 |
|
S4 |
14,807 |
14,998 |
15,669 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,490 |
17,230 |
16,115 |
|
R3 |
16,900 |
16,640 |
15,952 |
|
R2 |
16,310 |
16,310 |
15,898 |
|
R1 |
16,050 |
16,050 |
15,844 |
15,885 |
PP |
15,720 |
15,720 |
15,720 |
15,638 |
S1 |
15,460 |
15,460 |
15,736 |
15,295 |
S2 |
15,130 |
15,130 |
15,682 |
|
S3 |
14,540 |
14,870 |
15,628 |
|
S4 |
13,950 |
14,280 |
15,466 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,980 |
15,390 |
590 |
3.7% |
299 |
1.9% |
78% |
False |
False |
14,527 |
10 |
16,190 |
15,390 |
800 |
5.0% |
285 |
1.8% |
58% |
False |
False |
14,286 |
20 |
16,450 |
15,390 |
1,060 |
6.7% |
270 |
1.7% |
43% |
False |
False |
10,861 |
40 |
16,450 |
15,170 |
1,280 |
8.1% |
278 |
1.8% |
53% |
False |
False |
9,595 |
60 |
16,450 |
14,070 |
2,380 |
15.0% |
230 |
1.5% |
75% |
False |
False |
6,403 |
80 |
16,450 |
13,905 |
2,545 |
16.1% |
197 |
1.2% |
76% |
False |
False |
4,803 |
100 |
16,450 |
13,450 |
3,000 |
18.9% |
162 |
1.0% |
80% |
False |
False |
3,843 |
120 |
16,450 |
13,330 |
3,120 |
19.7% |
135 |
0.9% |
81% |
False |
False |
3,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,338 |
2.618 |
16,799 |
1.618 |
16,469 |
1.000 |
16,265 |
0.618 |
16,139 |
HIGH |
15,935 |
0.618 |
15,809 |
0.500 |
15,770 |
0.382 |
15,731 |
LOW |
15,605 |
0.618 |
15,401 |
1.000 |
15,275 |
1.618 |
15,071 |
2.618 |
14,741 |
4.250 |
14,203 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,823 |
15,831 |
PP |
15,797 |
15,812 |
S1 |
15,770 |
15,793 |
|