Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
6,700.0 |
6,662.0 |
-38.0 |
-0.6% |
6,688.0 |
High |
6,712.0 |
6,733.5 |
21.5 |
0.3% |
6,718.0 |
Low |
6,649.0 |
6,638.0 |
-11.0 |
-0.2% |
6,623.5 |
Close |
6,699.5 |
6,712.5 |
13.0 |
0.2% |
6,687.5 |
Range |
63.0 |
95.5 |
32.5 |
51.6% |
94.5 |
ATR |
64.4 |
66.6 |
2.2 |
3.4% |
0.0 |
Volume |
91,109 |
105,205 |
14,096 |
15.5% |
447,383 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,981.0 |
6,942.5 |
6,765.0 |
|
R3 |
6,885.5 |
6,847.0 |
6,739.0 |
|
R2 |
6,790.0 |
6,790.0 |
6,730.0 |
|
R1 |
6,751.5 |
6,751.5 |
6,721.5 |
6,771.0 |
PP |
6,694.5 |
6,694.5 |
6,694.5 |
6,704.5 |
S1 |
6,656.0 |
6,656.0 |
6,703.5 |
6,675.0 |
S2 |
6,599.0 |
6,599.0 |
6,695.0 |
|
S3 |
6,503.5 |
6,560.5 |
6,686.0 |
|
S4 |
6,408.0 |
6,465.0 |
6,660.0 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,960.0 |
6,918.0 |
6,739.5 |
|
R3 |
6,865.5 |
6,823.5 |
6,713.5 |
|
R2 |
6,771.0 |
6,771.0 |
6,705.0 |
|
R1 |
6,729.0 |
6,729.0 |
6,696.0 |
6,703.0 |
PP |
6,676.5 |
6,676.5 |
6,676.5 |
6,663.0 |
S1 |
6,634.5 |
6,634.5 |
6,679.0 |
6,608.0 |
S2 |
6,582.0 |
6,582.0 |
6,670.0 |
|
S3 |
6,487.5 |
6,540.0 |
6,661.5 |
|
S4 |
6,393.0 |
6,445.5 |
6,635.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,733.5 |
6,623.5 |
110.0 |
1.6% |
69.0 |
1.0% |
81% |
True |
False |
97,555 |
10 |
6,733.5 |
6,623.5 |
110.0 |
1.6% |
58.5 |
0.9% |
81% |
True |
False |
88,095 |
20 |
6,733.5 |
6,349.0 |
384.5 |
5.7% |
67.0 |
1.0% |
95% |
True |
False |
93,334 |
40 |
6,733.5 |
6,349.0 |
384.5 |
5.7% |
57.0 |
0.9% |
95% |
True |
False |
53,851 |
60 |
6,740.0 |
6,349.0 |
391.0 |
5.8% |
51.5 |
0.8% |
93% |
False |
False |
36,144 |
80 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
43.5 |
0.6% |
94% |
False |
False |
27,141 |
100 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
36.5 |
0.5% |
94% |
False |
False |
21,715 |
120 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
30.5 |
0.5% |
94% |
False |
False |
18,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,139.5 |
2.618 |
6,983.5 |
1.618 |
6,888.0 |
1.000 |
6,829.0 |
0.618 |
6,792.5 |
HIGH |
6,733.5 |
0.618 |
6,697.0 |
0.500 |
6,686.0 |
0.382 |
6,674.5 |
LOW |
6,638.0 |
0.618 |
6,579.0 |
1.000 |
6,542.5 |
1.618 |
6,483.5 |
2.618 |
6,388.0 |
4.250 |
6,232.0 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,703.5 |
6,703.5 |
PP |
6,694.5 |
6,694.5 |
S1 |
6,686.0 |
6,686.0 |
|