Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,425 |
14,945 |
-480 |
-3.1% |
15,775 |
High |
15,520 |
15,130 |
-390 |
-2.5% |
15,995 |
Low |
14,950 |
14,810 |
-140 |
-0.9% |
14,950 |
Close |
14,970 |
15,005 |
35 |
0.2% |
14,970 |
Range |
570 |
320 |
-250 |
-43.9% |
1,045 |
ATR |
330 |
329 |
-1 |
-0.2% |
0 |
Volume |
35,743 |
29,115 |
-6,628 |
-18.5% |
101,193 |
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,942 |
15,793 |
15,181 |
|
R3 |
15,622 |
15,473 |
15,093 |
|
R2 |
15,302 |
15,302 |
15,064 |
|
R1 |
15,153 |
15,153 |
15,034 |
15,228 |
PP |
14,982 |
14,982 |
14,982 |
15,019 |
S1 |
14,833 |
14,833 |
14,976 |
14,908 |
S2 |
14,662 |
14,662 |
14,946 |
|
S3 |
14,342 |
14,513 |
14,917 |
|
S4 |
14,022 |
14,193 |
14,829 |
|
|
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 |
14,810 |
1,185 |
7.9% |
437 |
2.9% |
16% |
False |
True |
26,061 |
10 |
15,995 |
14,810 |
1,185 |
7.9% |
379 |
2.5% |
16% |
False |
True |
19,877 |
20 |
16,450 |
14,810 |
1,640 |
10.9% |
310 |
2.1% |
12% |
False |
True |
15,131 |
40 |
16,450 |
14,810 |
1,640 |
10.9% |
305 |
2.0% |
12% |
False |
True |
12,384 |
60 |
16,450 |
14,070 |
2,380 |
15.9% |
254 |
1.7% |
39% |
False |
False |
8,275 |
80 |
16,450 |
13,905 |
2,545 |
17.0% |
218 |
1.5% |
43% |
False |
False |
6,208 |
100 |
16,450 |
13,905 |
2,545 |
17.0% |
180 |
1.2% |
43% |
False |
False |
4,966 |
120 |
16,450 |
13,330 |
3,120 |
20.8% |
151 |
1.0% |
54% |
False |
False |
4,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,490 |
2.618 |
15,968 |
1.618 |
15,648 |
1.000 |
15,450 |
0.618 |
15,328 |
HIGH |
15,130 |
0.618 |
15,008 |
0.500 |
14,970 |
0.382 |
14,932 |
LOW |
14,810 |
0.618 |
14,612 |
1.000 |
14,490 |
1.618 |
14,292 |
2.618 |
13,972 |
4.250 |
13,450 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
14,993 |
15,403 |
PP |
14,982 |
15,270 |
S1 |
14,970 |
15,138 |
|