Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
6,662.0 |
6,728.0 |
66.0 |
1.0% |
6,688.0 |
High |
6,733.5 |
6,779.0 |
45.5 |
0.7% |
6,718.0 |
Low |
6,638.0 |
6,723.5 |
85.5 |
1.3% |
6,623.5 |
Close |
6,712.5 |
6,762.5 |
50.0 |
0.7% |
6,687.5 |
Range |
95.5 |
55.5 |
-40.0 |
-41.9% |
94.5 |
ATR |
66.6 |
66.6 |
0.0 |
0.0% |
0.0 |
Volume |
105,205 |
85,877 |
-19,328 |
-18.4% |
447,383 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,921.5 |
6,897.5 |
6,793.0 |
|
R3 |
6,866.0 |
6,842.0 |
6,778.0 |
|
R2 |
6,810.5 |
6,810.5 |
6,772.5 |
|
R1 |
6,786.5 |
6,786.5 |
6,767.5 |
6,798.5 |
PP |
6,755.0 |
6,755.0 |
6,755.0 |
6,761.0 |
S1 |
6,731.0 |
6,731.0 |
6,757.5 |
6,743.0 |
S2 |
6,699.5 |
6,699.5 |
6,752.5 |
|
S3 |
6,644.0 |
6,675.5 |
6,747.0 |
|
S4 |
6,588.5 |
6,620.0 |
6,732.0 |
|
|
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 |
6,779.0 |
6,623.5 |
155.5 |
2.3% |
69.5 |
1.0% |
89% |
True |
False |
94,134 |
10 |
6,779.0 |
6,623.5 |
155.5 |
2.3% |
61.5 |
0.9% |
89% |
True |
False |
89,327 |
20 |
6,779.0 |
6,349.0 |
430.0 |
6.4% |
68.0 |
1.0% |
96% |
True |
False |
88,679 |
40 |
6,779.0 |
6,349.0 |
430.0 |
6.4% |
58.0 |
0.9% |
96% |
True |
False |
55,998 |
60 |
6,779.0 |
6,349.0 |
430.0 |
6.4% |
52.0 |
0.8% |
96% |
True |
False |
37,575 |
80 |
6,779.0 |
6,275.0 |
504.0 |
7.5% |
44.0 |
0.7% |
97% |
True |
False |
28,213 |
100 |
6,779.0 |
6,275.0 |
504.0 |
7.5% |
37.5 |
0.6% |
97% |
True |
False |
22,573 |
120 |
6,779.0 |
6,275.0 |
504.0 |
7.5% |
31.0 |
0.5% |
97% |
True |
False |
18,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,015.0 |
2.618 |
6,924.5 |
1.618 |
6,869.0 |
1.000 |
6,834.5 |
0.618 |
6,813.5 |
HIGH |
6,779.0 |
0.618 |
6,758.0 |
0.500 |
6,751.0 |
0.382 |
6,744.5 |
LOW |
6,723.5 |
0.618 |
6,689.0 |
1.000 |
6,668.0 |
1.618 |
6,633.5 |
2.618 |
6,578.0 |
4.250 |
6,487.5 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,759.0 |
6,744.5 |
PP |
6,755.0 |
6,726.5 |
S1 |
6,751.0 |
6,708.5 |
|