Trading Metrics calculated at close of trading on 17-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
6,781.0 |
6,777.5 |
-3.5 |
-0.1% |
6,700.0 |
High |
6,800.0 |
6,791.5 |
-8.5 |
-0.1% |
6,800.0 |
Low |
6,750.0 |
6,750.0 |
0.0 |
0.0% |
6,638.0 |
Close |
6,762.5 |
6,775.5 |
13.0 |
0.2% |
6,775.5 |
Range |
50.0 |
41.5 |
-8.5 |
-17.0% |
162.0 |
ATR |
65.4 |
63.7 |
-1.7 |
-2.6% |
0.0 |
Volume |
111,142 |
38,479 |
-72,663 |
-65.4% |
431,812 |
|
Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,897.0 |
6,877.5 |
6,798.5 |
|
R3 |
6,855.5 |
6,836.0 |
6,787.0 |
|
R2 |
6,814.0 |
6,814.0 |
6,783.0 |
|
R1 |
6,794.5 |
6,794.5 |
6,779.5 |
6,783.5 |
PP |
6,772.5 |
6,772.5 |
6,772.5 |
6,767.0 |
S1 |
6,753.0 |
6,753.0 |
6,771.5 |
6,742.0 |
S2 |
6,731.0 |
6,731.0 |
6,768.0 |
|
S3 |
6,689.5 |
6,711.5 |
6,764.0 |
|
S4 |
6,648.0 |
6,670.0 |
6,752.5 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,224.0 |
7,161.5 |
6,864.5 |
|
R3 |
7,062.0 |
6,999.5 |
6,820.0 |
|
R2 |
6,900.0 |
6,900.0 |
6,805.0 |
|
R1 |
6,837.5 |
6,837.5 |
6,790.5 |
6,869.0 |
PP |
6,738.0 |
6,738.0 |
6,738.0 |
6,753.5 |
S1 |
6,675.5 |
6,675.5 |
6,760.5 |
6,707.0 |
S2 |
6,576.0 |
6,576.0 |
6,746.0 |
|
S3 |
6,414.0 |
6,513.5 |
6,731.0 |
|
S4 |
6,252.0 |
6,351.5 |
6,686.5 |
|
|
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% |
61.0 |
0.9% |
85% |
False |
False |
86,362 |
10 |
6,800.0 |
6,623.5 |
176.5 |
2.6% |
58.5 |
0.9% |
86% |
False |
False |
87,919 |
20 |
6,800.0 |
6,381.0 |
419.0 |
6.2% |
64.0 |
0.9% |
94% |
False |
False |
75,959 |
40 |
6,800.0 |
6,349.0 |
451.0 |
6.7% |
58.5 |
0.9% |
95% |
False |
False |
59,738 |
60 |
6,800.0 |
6,349.0 |
451.0 |
6.7% |
52.0 |
0.8% |
95% |
False |
False |
40,068 |
80 |
6,800.0 |
6,275.0 |
525.0 |
7.7% |
45.0 |
0.7% |
95% |
False |
False |
30,081 |
100 |
6,800.0 |
6,275.0 |
525.0 |
7.7% |
38.0 |
0.6% |
95% |
False |
False |
24,069 |
120 |
6,800.0 |
6,275.0 |
525.0 |
7.7% |
32.0 |
0.5% |
95% |
False |
False |
20,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,968.0 |
2.618 |
6,900.0 |
1.618 |
6,858.5 |
1.000 |
6,833.0 |
0.618 |
6,817.0 |
HIGH |
6,791.5 |
0.618 |
6,775.5 |
0.500 |
6,771.0 |
0.382 |
6,766.0 |
LOW |
6,750.0 |
0.618 |
6,724.5 |
1.000 |
6,708.5 |
1.618 |
6,683.0 |
2.618 |
6,641.5 |
4.250 |
6,573.5 |
|
|
Fisher Pivots for day following 17-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,774.0 |
6,771.0 |
PP |
6,772.5 |
6,766.5 |
S1 |
6,771.0 |
6,762.0 |
|