Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
6,489.0 |
6,556.5 |
67.5 |
1.0% |
6,766.0 |
High |
6,540.0 |
6,592.5 |
52.5 |
0.8% |
6,815.5 |
Low |
6,478.5 |
6,427.5 |
-51.0 |
-0.8% |
6,561.5 |
Close |
6,522.0 |
6,489.0 |
-33.0 |
-0.5% |
6,605.5 |
Range |
61.5 |
165.0 |
103.5 |
168.3% |
254.0 |
ATR |
74.9 |
81.3 |
6.4 |
8.6% |
0.0 |
Volume |
172,512 |
114,042 |
-58,470 |
-33.9% |
572,966 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,998.0 |
6,908.5 |
6,580.0 |
|
R3 |
6,833.0 |
6,743.5 |
6,534.5 |
|
R2 |
6,668.0 |
6,668.0 |
6,519.0 |
|
R1 |
6,578.5 |
6,578.5 |
6,504.0 |
6,541.0 |
PP |
6,503.0 |
6,503.0 |
6,503.0 |
6,484.0 |
S1 |
6,413.5 |
6,413.5 |
6,474.0 |
6,376.0 |
S2 |
6,338.0 |
6,338.0 |
6,459.0 |
|
S3 |
6,173.0 |
6,248.5 |
6,443.5 |
|
S4 |
6,008.0 |
6,083.5 |
6,398.0 |
|
|
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 |
6,800.5 |
6,427.5 |
373.0 |
5.7% |
125.0 |
1.9% |
16% |
False |
True |
143,700 |
10 |
6,815.5 |
6,427.5 |
388.0 |
6.0% |
84.0 |
1.3% |
16% |
False |
True |
112,370 |
20 |
6,815.5 |
6,427.5 |
388.0 |
6.0% |
73.0 |
1.1% |
16% |
False |
True |
100,849 |
40 |
6,815.5 |
6,349.0 |
466.5 |
7.2% |
70.0 |
1.1% |
30% |
False |
False |
83,018 |
60 |
6,815.5 |
6,349.0 |
466.5 |
7.2% |
61.0 |
0.9% |
30% |
False |
False |
56,267 |
80 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
53.0 |
0.8% |
40% |
False |
False |
42,234 |
100 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
44.5 |
0.7% |
40% |
False |
False |
33,809 |
120 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
38.0 |
0.6% |
40% |
False |
False |
28,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,294.0 |
2.618 |
7,024.5 |
1.618 |
6,859.5 |
1.000 |
6,757.5 |
0.618 |
6,694.5 |
HIGH |
6,592.5 |
0.618 |
6,529.5 |
0.500 |
6,510.0 |
0.382 |
6,490.5 |
LOW |
6,427.5 |
0.618 |
6,325.5 |
1.000 |
6,262.5 |
1.618 |
6,160.5 |
2.618 |
5,995.5 |
4.250 |
5,726.0 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,510.0 |
6,510.0 |
PP |
6,503.0 |
6,503.0 |
S1 |
6,496.0 |
6,496.0 |
|