Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
6,728.0 |
6,781.0 |
53.0 |
0.8% |
6,688.0 |
High |
6,779.0 |
6,800.0 |
21.0 |
0.3% |
6,718.0 |
Low |
6,723.5 |
6,750.0 |
26.5 |
0.4% |
6,623.5 |
Close |
6,762.5 |
6,762.5 |
0.0 |
0.0% |
6,687.5 |
Range |
55.5 |
50.0 |
-5.5 |
-9.9% |
94.5 |
ATR |
66.6 |
65.4 |
-1.2 |
-1.8% |
0.0 |
Volume |
85,877 |
111,142 |
25,265 |
29.4% |
447,383 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,921.0 |
6,891.5 |
6,790.0 |
|
R3 |
6,871.0 |
6,841.5 |
6,776.0 |
|
R2 |
6,821.0 |
6,821.0 |
6,771.5 |
|
R1 |
6,791.5 |
6,791.5 |
6,767.0 |
6,781.0 |
PP |
6,771.0 |
6,771.0 |
6,771.0 |
6,765.5 |
S1 |
6,741.5 |
6,741.5 |
6,758.0 |
6,731.0 |
S2 |
6,721.0 |
6,721.0 |
6,753.5 |
|
S3 |
6,671.0 |
6,691.5 |
6,749.0 |
|
S4 |
6,621.0 |
6,641.5 |
6,735.0 |
|
|
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 |
6,800.0 |
6,638.0 |
162.0 |
2.4% |
65.5 |
1.0% |
77% |
True |
False |
93,315 |
10 |
6,800.0 |
6,623.5 |
176.5 |
2.6% |
59.5 |
0.9% |
79% |
True |
False |
93,263 |
20 |
6,800.0 |
6,381.0 |
419.0 |
6.2% |
64.0 |
0.9% |
91% |
True |
False |
81,532 |
40 |
6,800.0 |
6,349.0 |
451.0 |
6.7% |
57.5 |
0.9% |
92% |
True |
False |
58,776 |
60 |
6,800.0 |
6,349.0 |
451.0 |
6.7% |
52.5 |
0.8% |
92% |
True |
False |
39,427 |
80 |
6,800.0 |
6,275.0 |
525.0 |
7.8% |
44.5 |
0.7% |
93% |
True |
False |
29,600 |
100 |
6,800.0 |
6,275.0 |
525.0 |
7.8% |
38.0 |
0.6% |
93% |
True |
False |
23,684 |
120 |
6,800.0 |
6,275.0 |
525.0 |
7.8% |
31.5 |
0.5% |
93% |
True |
False |
19,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,012.5 |
2.618 |
6,931.0 |
1.618 |
6,881.0 |
1.000 |
6,850.0 |
0.618 |
6,831.0 |
HIGH |
6,800.0 |
0.618 |
6,781.0 |
0.500 |
6,775.0 |
0.382 |
6,769.0 |
LOW |
6,750.0 |
0.618 |
6,719.0 |
1.000 |
6,700.0 |
1.618 |
6,669.0 |
2.618 |
6,619.0 |
4.250 |
6,537.5 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,775.0 |
6,748.0 |
PP |
6,771.0 |
6,733.5 |
S1 |
6,766.5 |
6,719.0 |
|