Trading Metrics calculated at close of trading on 20-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
20-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
6,777.5 |
6,766.0 |
-11.5 |
-0.2% |
6,700.0 |
High |
6,791.5 |
6,789.0 |
-2.5 |
0.0% |
6,800.0 |
Low |
6,750.0 |
6,758.5 |
8.5 |
0.1% |
6,638.0 |
Close |
6,775.5 |
6,782.0 |
6.5 |
0.1% |
6,775.5 |
Range |
41.5 |
30.5 |
-11.0 |
-26.5% |
162.0 |
ATR |
63.7 |
61.4 |
-2.4 |
-3.7% |
0.0 |
Volume |
38,479 |
81,004 |
42,525 |
110.5% |
431,812 |
|
Daily Pivots for day following 20-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,868.0 |
6,855.5 |
6,799.0 |
|
R3 |
6,837.5 |
6,825.0 |
6,790.5 |
|
R2 |
6,807.0 |
6,807.0 |
6,787.5 |
|
R1 |
6,794.5 |
6,794.5 |
6,785.0 |
6,801.0 |
PP |
6,776.5 |
6,776.5 |
6,776.5 |
6,779.5 |
S1 |
6,764.0 |
6,764.0 |
6,779.0 |
6,770.0 |
S2 |
6,746.0 |
6,746.0 |
6,776.5 |
|
S3 |
6,715.5 |
6,733.5 |
6,773.5 |
|
S4 |
6,685.0 |
6,703.0 |
6,765.0 |
|
|
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% |
54.5 |
0.8% |
89% |
False |
False |
84,341 |
10 |
6,800.0 |
6,623.5 |
176.5 |
2.6% |
57.5 |
0.8% |
90% |
False |
False |
88,241 |
20 |
6,800.0 |
6,487.5 |
312.5 |
4.6% |
58.5 |
0.9% |
94% |
False |
False |
75,436 |
40 |
6,800.0 |
6,349.0 |
451.0 |
6.6% |
58.0 |
0.9% |
96% |
False |
False |
61,757 |
60 |
6,800.0 |
6,349.0 |
451.0 |
6.6% |
52.5 |
0.8% |
96% |
False |
False |
41,408 |
80 |
6,800.0 |
6,275.0 |
525.0 |
7.7% |
45.0 |
0.7% |
97% |
False |
False |
31,093 |
100 |
6,800.0 |
6,275.0 |
525.0 |
7.7% |
38.0 |
0.6% |
97% |
False |
False |
24,879 |
120 |
6,800.0 |
6,275.0 |
525.0 |
7.7% |
32.0 |
0.5% |
97% |
False |
False |
20,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,918.5 |
2.618 |
6,869.0 |
1.618 |
6,838.5 |
1.000 |
6,819.5 |
0.618 |
6,808.0 |
HIGH |
6,789.0 |
0.618 |
6,777.5 |
0.500 |
6,774.0 |
0.382 |
6,770.0 |
LOW |
6,758.5 |
0.618 |
6,739.5 |
1.000 |
6,728.0 |
1.618 |
6,709.0 |
2.618 |
6,678.5 |
4.250 |
6,629.0 |
|
|
Fisher Pivots for day following 20-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,779.0 |
6,779.5 |
PP |
6,776.5 |
6,777.5 |
S1 |
6,774.0 |
6,775.0 |
|