Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,275 |
14,975 |
-300 |
-2.0% |
15,775 |
High |
15,400 |
15,245 |
-155 |
-1.0% |
15,995 |
Low |
14,880 |
14,870 |
-10 |
-0.1% |
14,950 |
Close |
14,990 |
15,130 |
140 |
0.9% |
14,970 |
Range |
520 |
375 |
-145 |
-27.9% |
1,045 |
ATR |
343 |
345 |
2 |
0.7% |
0 |
Volume |
26,087 |
21,270 |
-4,817 |
-18.5% |
101,193 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,207 |
16,043 |
15,336 |
|
R3 |
15,832 |
15,668 |
15,233 |
|
R2 |
15,457 |
15,457 |
15,199 |
|
R1 |
15,293 |
15,293 |
15,165 |
15,375 |
PP |
15,082 |
15,082 |
15,082 |
15,123 |
S1 |
14,918 |
14,918 |
15,096 |
15,000 |
S2 |
14,707 |
14,707 |
15,061 |
|
S3 |
14,332 |
14,543 |
15,027 |
|
S4 |
13,957 |
14,168 |
14,924 |
|
|
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 |
15,520 |
14,810 |
710 |
4.7% |
423 |
2.8% |
45% |
False |
False |
25,023 |
10 |
15,995 |
14,810 |
1,185 |
7.8% |
398 |
2.6% |
27% |
False |
False |
21,279 |
20 |
16,325 |
14,810 |
1,515 |
10.0% |
344 |
2.3% |
21% |
False |
False |
17,148 |
40 |
16,450 |
14,810 |
1,640 |
10.8% |
317 |
2.1% |
20% |
False |
False |
13,863 |
60 |
16,450 |
14,070 |
2,380 |
15.7% |
271 |
1.8% |
45% |
False |
False |
9,279 |
80 |
16,450 |
13,905 |
2,545 |
16.8% |
227 |
1.5% |
48% |
False |
False |
6,961 |
100 |
16,450 |
13,905 |
2,545 |
16.8% |
192 |
1.3% |
48% |
False |
False |
5,569 |
120 |
16,450 |
13,330 |
3,120 |
20.6% |
161 |
1.1% |
58% |
False |
False |
4,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,839 |
2.618 |
16,227 |
1.618 |
15,852 |
1.000 |
15,620 |
0.618 |
15,477 |
HIGH |
15,245 |
0.618 |
15,102 |
0.500 |
15,058 |
0.382 |
15,013 |
LOW |
14,870 |
0.618 |
14,638 |
1.000 |
14,495 |
1.618 |
14,263 |
2.618 |
13,888 |
4.250 |
13,276 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,106 |
15,135 |
PP |
15,082 |
15,133 |
S1 |
15,058 |
15,132 |
|