Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
6,799.0 |
6,734.5 |
-64.5 |
-0.9% |
6,766.0 |
High |
6,800.5 |
6,746.5 |
-54.0 |
-0.8% |
6,815.5 |
Low |
6,709.5 |
6,561.5 |
-148.0 |
-2.2% |
6,561.5 |
Close |
6,725.0 |
6,605.5 |
-119.5 |
-1.8% |
6,605.5 |
Range |
91.0 |
185.0 |
94.0 |
103.3% |
254.0 |
ATR |
61.5 |
70.4 |
8.8 |
14.3% |
0.0 |
Volume |
155,966 |
161,417 |
5,451 |
3.5% |
572,966 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,193.0 |
7,084.0 |
6,707.0 |
|
R3 |
7,008.0 |
6,899.0 |
6,656.5 |
|
R2 |
6,823.0 |
6,823.0 |
6,639.5 |
|
R1 |
6,714.0 |
6,714.0 |
6,622.5 |
6,676.0 |
PP |
6,638.0 |
6,638.0 |
6,638.0 |
6,619.0 |
S1 |
6,529.0 |
6,529.0 |
6,588.5 |
6,491.0 |
S2 |
6,453.0 |
6,453.0 |
6,571.5 |
|
S3 |
6,268.0 |
6,344.0 |
6,554.5 |
|
S4 |
6,083.0 |
6,159.0 |
6,504.0 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,423.0 |
7,268.0 |
6,745.0 |
|
R3 |
7,169.0 |
7,014.0 |
6,675.5 |
|
R2 |
6,915.0 |
6,915.0 |
6,652.0 |
|
R1 |
6,760.0 |
6,760.0 |
6,629.0 |
6,710.5 |
PP |
6,661.0 |
6,661.0 |
6,661.0 |
6,636.0 |
S1 |
6,506.0 |
6,506.0 |
6,582.0 |
6,456.5 |
S2 |
6,407.0 |
6,407.0 |
6,559.0 |
|
S3 |
6,153.0 |
6,252.0 |
6,535.5 |
|
S4 |
5,899.0 |
5,998.0 |
6,466.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,815.5 |
6,561.5 |
254.0 |
3.8% |
80.0 |
1.2% |
17% |
False |
True |
114,593 |
10 |
6,815.5 |
6,561.5 |
254.0 |
3.8% |
70.5 |
1.1% |
17% |
False |
True |
100,477 |
20 |
6,815.5 |
6,561.5 |
254.0 |
3.8% |
62.5 |
0.9% |
17% |
False |
True |
88,500 |
40 |
6,815.5 |
6,349.0 |
466.5 |
7.1% |
63.5 |
1.0% |
55% |
False |
False |
74,053 |
60 |
6,815.5 |
6,349.0 |
466.5 |
7.1% |
57.0 |
0.9% |
55% |
False |
False |
49,606 |
80 |
6,815.5 |
6,275.0 |
540.5 |
8.2% |
49.0 |
0.7% |
61% |
False |
False |
37,221 |
100 |
6,815.5 |
6,275.0 |
540.5 |
8.2% |
41.0 |
0.6% |
61% |
False |
False |
29,798 |
120 |
6,815.5 |
6,275.0 |
540.5 |
8.2% |
35.5 |
0.5% |
61% |
False |
False |
24,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,533.0 |
2.618 |
7,231.0 |
1.618 |
7,046.0 |
1.000 |
6,931.5 |
0.618 |
6,861.0 |
HIGH |
6,746.5 |
0.618 |
6,676.0 |
0.500 |
6,654.0 |
0.382 |
6,632.0 |
LOW |
6,561.5 |
0.618 |
6,447.0 |
1.000 |
6,376.5 |
1.618 |
6,262.0 |
2.618 |
6,077.0 |
4.250 |
5,775.0 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,654.0 |
6,688.0 |
PP |
6,638.0 |
6,660.5 |
S1 |
6,621.5 |
6,633.0 |
|