Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
6,556.5 |
6,474.5 |
-82.0 |
-1.3% |
6,766.0 |
High |
6,592.5 |
6,515.0 |
-77.5 |
-1.2% |
6,815.5 |
Low |
6,427.5 |
6,452.5 |
25.0 |
0.4% |
6,561.5 |
Close |
6,489.0 |
6,487.0 |
-2.0 |
0.0% |
6,605.5 |
Range |
165.0 |
62.5 |
-102.5 |
-62.1% |
254.0 |
ATR |
81.3 |
80.0 |
-1.3 |
-1.7% |
0.0 |
Volume |
114,042 |
145,983 |
31,941 |
28.0% |
572,966 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,672.5 |
6,642.0 |
6,521.5 |
|
R3 |
6,610.0 |
6,579.5 |
6,504.0 |
|
R2 |
6,547.5 |
6,547.5 |
6,498.5 |
|
R1 |
6,517.0 |
6,517.0 |
6,492.5 |
6,532.0 |
PP |
6,485.0 |
6,485.0 |
6,485.0 |
6,492.5 |
S1 |
6,454.5 |
6,454.5 |
6,481.5 |
6,470.0 |
S2 |
6,422.5 |
6,422.5 |
6,475.5 |
|
S3 |
6,360.0 |
6,392.0 |
6,470.0 |
|
S4 |
6,297.5 |
6,329.5 |
6,452.5 |
|
|
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 |
6,746.5 |
6,427.5 |
319.0 |
4.9% |
119.5 |
1.8% |
19% |
False |
False |
141,703 |
10 |
6,815.5 |
6,427.5 |
388.0 |
6.0% |
85.0 |
1.3% |
15% |
False |
False |
115,854 |
20 |
6,815.5 |
6,427.5 |
388.0 |
6.0% |
72.5 |
1.1% |
15% |
False |
False |
104,559 |
40 |
6,815.5 |
6,349.0 |
466.5 |
7.2% |
69.5 |
1.1% |
30% |
False |
False |
86,641 |
60 |
6,815.5 |
6,349.0 |
466.5 |
7.2% |
61.5 |
1.0% |
30% |
False |
False |
58,700 |
80 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
53.5 |
0.8% |
39% |
False |
False |
44,059 |
100 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
45.0 |
0.7% |
39% |
False |
False |
35,269 |
120 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
38.5 |
0.6% |
39% |
False |
False |
29,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,780.5 |
2.618 |
6,678.5 |
1.618 |
6,616.0 |
1.000 |
6,577.5 |
0.618 |
6,553.5 |
HIGH |
6,515.0 |
0.618 |
6,491.0 |
0.500 |
6,484.0 |
0.382 |
6,476.5 |
LOW |
6,452.5 |
0.618 |
6,414.0 |
1.000 |
6,390.0 |
1.618 |
6,351.5 |
2.618 |
6,289.0 |
4.250 |
6,187.0 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,486.0 |
6,510.0 |
PP |
6,485.0 |
6,502.5 |
S1 |
6,484.0 |
6,494.5 |
|