Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
14,975 |
15,160 |
185 |
1.2% |
14,945 |
High |
15,245 |
15,185 |
-60 |
-0.4% |
15,400 |
Low |
14,870 |
14,610 |
-260 |
-1.7% |
14,610 |
Close |
15,130 |
14,635 |
-495 |
-3.3% |
14,635 |
Range |
375 |
575 |
200 |
53.3% |
790 |
ATR |
345 |
361 |
16 |
4.8% |
0 |
Volume |
21,270 |
27,871 |
6,601 |
31.0% |
117,244 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,535 |
16,160 |
14,951 |
|
R3 |
15,960 |
15,585 |
14,793 |
|
R2 |
15,385 |
15,385 |
14,741 |
|
R1 |
15,010 |
15,010 |
14,688 |
14,910 |
PP |
14,810 |
14,810 |
14,810 |
14,760 |
S1 |
14,435 |
14,435 |
14,582 |
14,335 |
S2 |
14,235 |
14,235 |
14,530 |
|
S3 |
13,660 |
13,860 |
14,477 |
|
S4 |
13,085 |
13,285 |
14,319 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,252 |
16,733 |
15,070 |
|
R3 |
16,462 |
15,943 |
14,852 |
|
R2 |
15,672 |
15,672 |
14,780 |
|
R1 |
15,153 |
15,153 |
14,708 |
15,018 |
PP |
14,882 |
14,882 |
14,882 |
14,814 |
S1 |
14,363 |
14,363 |
14,563 |
14,228 |
S2 |
14,092 |
14,092 |
14,490 |
|
S3 |
13,302 |
13,573 |
14,418 |
|
S4 |
12,512 |
12,783 |
14,201 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,400 |
14,610 |
790 |
5.4% |
424 |
2.9% |
3% |
False |
True |
23,448 |
10 |
15,995 |
14,610 |
1,385 |
9.5% |
421 |
2.9% |
2% |
False |
True |
22,843 |
20 |
16,205 |
14,610 |
1,595 |
10.9% |
358 |
2.4% |
2% |
False |
True |
18,245 |
40 |
16,450 |
14,610 |
1,840 |
12.6% |
322 |
2.2% |
1% |
False |
True |
14,527 |
60 |
16,450 |
14,070 |
2,380 |
16.3% |
279 |
1.9% |
24% |
False |
False |
9,743 |
80 |
16,450 |
13,905 |
2,545 |
17.4% |
233 |
1.6% |
29% |
False |
False |
7,309 |
100 |
16,450 |
13,905 |
2,545 |
17.4% |
198 |
1.4% |
29% |
False |
False |
5,848 |
120 |
16,450 |
13,330 |
3,120 |
21.3% |
166 |
1.1% |
42% |
False |
False |
4,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,629 |
2.618 |
16,690 |
1.618 |
16,115 |
1.000 |
15,760 |
0.618 |
15,540 |
HIGH |
15,185 |
0.618 |
14,965 |
0.500 |
14,898 |
0.382 |
14,830 |
LOW |
14,610 |
0.618 |
14,255 |
1.000 |
14,035 |
1.618 |
13,680 |
2.618 |
13,105 |
4.250 |
12,166 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
14,898 |
15,005 |
PP |
14,810 |
14,882 |
S1 |
14,723 |
14,758 |
|