Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,775 |
15,815 |
40 |
0.3% |
15,860 |
High |
15,935 |
15,920 |
-15 |
-0.1% |
15,980 |
Low |
15,605 |
15,655 |
50 |
0.3% |
15,390 |
Close |
15,850 |
15,910 |
60 |
0.4% |
15,790 |
Range |
330 |
265 |
-65 |
-19.7% |
590 |
ATR |
283 |
281 |
-1 |
-0.4% |
0 |
Volume |
17,970 |
13,926 |
-4,044 |
-22.5% |
68,466 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,623 |
16,532 |
16,056 |
|
R3 |
16,358 |
16,267 |
15,983 |
|
R2 |
16,093 |
16,093 |
15,959 |
|
R1 |
16,002 |
16,002 |
15,934 |
16,048 |
PP |
15,828 |
15,828 |
15,828 |
15,851 |
S1 |
15,737 |
15,737 |
15,886 |
15,783 |
S2 |
15,563 |
15,563 |
15,862 |
|
S3 |
15,298 |
15,472 |
15,837 |
|
S4 |
15,033 |
15,207 |
15,764 |
|
|
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 |
15,605 |
375 |
2.4% |
275 |
1.7% |
81% |
False |
False |
13,214 |
10 |
16,190 |
15,390 |
800 |
5.0% |
290 |
1.8% |
65% |
False |
False |
14,050 |
20 |
16,450 |
15,390 |
1,060 |
6.7% |
270 |
1.7% |
49% |
False |
False |
11,155 |
40 |
16,450 |
15,170 |
1,280 |
8.0% |
278 |
1.7% |
58% |
False |
False |
9,942 |
60 |
16,450 |
14,070 |
2,380 |
15.0% |
233 |
1.5% |
77% |
False |
False |
6,635 |
80 |
16,450 |
13,905 |
2,545 |
16.0% |
200 |
1.3% |
79% |
False |
False |
4,977 |
100 |
16,450 |
13,450 |
3,000 |
18.9% |
165 |
1.0% |
82% |
False |
False |
3,982 |
120 |
16,450 |
13,330 |
3,120 |
19.6% |
138 |
0.9% |
83% |
False |
False |
3,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,046 |
2.618 |
16,614 |
1.618 |
16,349 |
1.000 |
16,185 |
0.618 |
16,084 |
HIGH |
15,920 |
0.618 |
15,819 |
0.500 |
15,788 |
0.382 |
15,756 |
LOW |
15,655 |
0.618 |
15,491 |
1.000 |
15,390 |
1.618 |
15,226 |
2.618 |
14,961 |
4.250 |
14,529 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,869 |
15,863 |
PP |
15,828 |
15,817 |
S1 |
15,788 |
15,770 |
|