Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,910 |
15,425 |
-485 |
-3.0% |
15,775 |
High |
15,995 |
15,520 |
-475 |
-3.0% |
15,995 |
Low |
15,295 |
14,950 |
-345 |
-2.3% |
14,950 |
Close |
15,415 |
14,970 |
-445 |
-2.9% |
14,970 |
Range |
700 |
570 |
-130 |
-18.6% |
1,045 |
ATR |
311 |
330 |
18 |
5.9% |
0 |
Volume |
33,554 |
35,743 |
2,189 |
6.5% |
101,193 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,857 |
16,483 |
15,284 |
|
R3 |
16,287 |
15,913 |
15,127 |
|
R2 |
15,717 |
15,717 |
15,075 |
|
R1 |
15,343 |
15,343 |
15,022 |
15,245 |
PP |
15,147 |
15,147 |
15,147 |
15,098 |
S1 |
14,773 |
14,773 |
14,918 |
14,675 |
S2 |
14,577 |
14,577 |
14,866 |
|
S3 |
14,007 |
14,203 |
14,813 |
|
S4 |
13,437 |
13,633 |
14,657 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,440 |
17,750 |
15,545 |
|
R3 |
17,395 |
16,705 |
15,258 |
|
R2 |
16,350 |
16,350 |
15,162 |
|
R1 |
15,660 |
15,660 |
15,066 |
15,483 |
PP |
15,305 |
15,305 |
15,305 |
15,216 |
S1 |
14,615 |
14,615 |
14,874 |
14,438 |
S2 |
14,260 |
14,260 |
14,779 |
|
S3 |
13,215 |
13,570 |
14,683 |
|
S4 |
12,170 |
12,525 |
14,395 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,995 |
14,950 |
1,045 |
7.0% |
417 |
2.8% |
2% |
False |
True |
22,239 |
10 |
16,030 |
14,950 |
1,080 |
7.2% |
374 |
2.5% |
2% |
False |
True |
18,576 |
20 |
16,450 |
14,950 |
1,500 |
10.0% |
312 |
2.1% |
1% |
False |
True |
13,955 |
40 |
16,450 |
14,950 |
1,500 |
10.0% |
302 |
2.0% |
1% |
False |
True |
11,664 |
60 |
16,450 |
14,070 |
2,380 |
15.9% |
250 |
1.7% |
38% |
False |
False |
7,789 |
80 |
16,450 |
13,905 |
2,545 |
17.0% |
214 |
1.4% |
42% |
False |
False |
5,844 |
100 |
16,450 |
13,905 |
2,545 |
17.0% |
178 |
1.2% |
42% |
False |
False |
4,675 |
120 |
16,450 |
13,330 |
3,120 |
20.8% |
148 |
1.0% |
53% |
False |
False |
3,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,943 |
2.618 |
17,012 |
1.618 |
16,442 |
1.000 |
16,090 |
0.618 |
15,872 |
HIGH |
15,520 |
0.618 |
15,302 |
0.500 |
15,235 |
0.382 |
15,168 |
LOW |
14,950 |
0.618 |
14,598 |
1.000 |
14,380 |
1.618 |
14,028 |
2.618 |
13,458 |
4.250 |
12,528 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,235 |
15,473 |
PP |
15,147 |
15,305 |
S1 |
15,058 |
15,138 |
|