Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,155.0 |
1,161.3 |
6.3 |
0.5% |
1,152.8 |
High |
1,162.2 |
1,162.0 |
-0.2 |
0.0% |
1,162.2 |
Low |
1,150.3 |
1,138.6 |
-11.7 |
-1.0% |
1,142.5 |
Close |
1,161.3 |
1,147.4 |
-13.9 |
-1.2% |
1,161.3 |
Range |
11.9 |
23.4 |
11.5 |
96.6% |
19.7 |
ATR |
12.5 |
13.3 |
0.8 |
6.2% |
0.0 |
Volume |
84,220 |
126,232 |
42,012 |
49.9% |
467,248 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,219.5 |
1,206.8 |
1,160.3 |
|
R3 |
1,196.3 |
1,183.5 |
1,153.8 |
|
R2 |
1,172.8 |
1,172.8 |
1,151.8 |
|
R1 |
1,160.0 |
1,160.0 |
1,149.5 |
1,154.8 |
PP |
1,149.3 |
1,149.3 |
1,149.3 |
1,146.8 |
S1 |
1,136.8 |
1,136.8 |
1,145.3 |
1,131.3 |
S2 |
1,126.0 |
1,126.0 |
1,143.0 |
|
S3 |
1,102.5 |
1,113.3 |
1,141.0 |
|
S4 |
1,079.3 |
1,089.8 |
1,134.5 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,214.5 |
1,207.5 |
1,172.3 |
|
R3 |
1,194.8 |
1,187.8 |
1,166.8 |
|
R2 |
1,175.0 |
1,175.0 |
1,165.0 |
|
R1 |
1,168.3 |
1,168.3 |
1,163.0 |
1,171.5 |
PP |
1,155.3 |
1,155.3 |
1,155.3 |
1,157.0 |
S1 |
1,148.5 |
1,148.5 |
1,159.5 |
1,152.0 |
S2 |
1,135.8 |
1,135.8 |
1,157.8 |
|
S3 |
1,116.0 |
1,128.8 |
1,156.0 |
|
S4 |
1,096.3 |
1,109.0 |
1,150.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,162.2 |
1,138.6 |
23.6 |
2.1% |
14.5 |
1.3% |
37% |
False |
True |
97,527 |
10 |
1,164.2 |
1,138.6 |
25.6 |
2.2% |
12.8 |
1.1% |
34% |
False |
True |
84,878 |
20 |
1,166.4 |
1,092.0 |
74.4 |
6.5% |
14.0 |
1.2% |
74% |
False |
False |
91,099 |
40 |
1,166.4 |
1,092.0 |
74.4 |
6.5% |
11.5 |
1.0% |
74% |
False |
False |
48,876 |
60 |
1,166.4 |
1,079.2 |
87.2 |
7.6% |
8.5 |
0.8% |
78% |
False |
False |
32,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,261.5 |
2.618 |
1,223.3 |
1.618 |
1,199.8 |
1.000 |
1,185.5 |
0.618 |
1,176.5 |
HIGH |
1,162.0 |
0.618 |
1,153.0 |
0.500 |
1,150.3 |
0.382 |
1,147.5 |
LOW |
1,138.5 |
0.618 |
1,124.3 |
1.000 |
1,115.3 |
1.618 |
1,100.8 |
2.618 |
1,077.3 |
4.250 |
1,039.3 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,150.3 |
1,150.5 |
PP |
1,149.3 |
1,149.5 |
S1 |
1,148.3 |
1,148.5 |
|