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 |
1,180.6 |
1,171.6 |
-9.0 |
-0.8% |
1,168.5 |
High |
1,181.3 |
1,174.3 |
-7.0 |
-0.6% |
1,181.3 |
Low |
1,162.5 |
1,137.5 |
-25.0 |
-2.2% |
1,137.5 |
Close |
1,171.3 |
1,139.2 |
-32.1 |
-2.7% |
1,139.2 |
Range |
18.8 |
36.8 |
18.0 |
95.7% |
43.8 |
ATR |
12.8 |
14.5 |
1.7 |
13.4% |
0.0 |
Volume |
110,138 |
170,914 |
60,776 |
55.2% |
426,741 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.8 |
1,236.8 |
1,159.5 |
|
R3 |
1,224.0 |
1,200.0 |
1,149.3 |
|
R2 |
1,187.3 |
1,187.3 |
1,146.0 |
|
R1 |
1,163.3 |
1,163.3 |
1,142.5 |
1,156.8 |
PP |
1,150.3 |
1,150.3 |
1,150.3 |
1,147.0 |
S1 |
1,126.3 |
1,126.3 |
1,135.8 |
1,120.0 |
S2 |
1,113.5 |
1,113.5 |
1,132.5 |
|
S3 |
1,076.8 |
1,089.5 |
1,129.0 |
|
S4 |
1,040.0 |
1,052.8 |
1,119.0 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.0 |
1,255.5 |
1,163.3 |
|
R3 |
1,240.3 |
1,211.8 |
1,151.3 |
|
R2 |
1,196.5 |
1,196.5 |
1,147.3 |
|
R1 |
1,167.8 |
1,167.8 |
1,143.3 |
1,160.3 |
PP |
1,152.8 |
1,152.8 |
1,152.8 |
1,149.0 |
S1 |
1,124.0 |
1,124.0 |
1,135.3 |
1,116.5 |
S2 |
1,108.8 |
1,108.8 |
1,131.3 |
|
S3 |
1,065.0 |
1,080.3 |
1,127.3 |
|
S4 |
1,021.3 |
1,036.5 |
1,115.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,181.3 |
1,137.5 |
43.8 |
3.8% |
17.5 |
1.5% |
4% |
False |
True |
98,716 |
10 |
1,181.3 |
1,137.5 |
43.8 |
3.8% |
15.5 |
1.4% |
4% |
False |
True |
97,412 |
20 |
1,181.3 |
1,137.5 |
43.8 |
3.8% |
13.3 |
1.2% |
4% |
False |
True |
84,561 |
40 |
1,181.3 |
1,092.0 |
89.3 |
7.8% |
13.3 |
1.2% |
53% |
False |
False |
67,967 |
60 |
1,181.3 |
1,079.2 |
102.1 |
9.0% |
10.5 |
0.9% |
59% |
False |
False |
45,313 |
80 |
1,181.3 |
1,037.5 |
143.8 |
12.6% |
8.0 |
0.7% |
71% |
False |
False |
33,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,330.8 |
2.618 |
1,270.8 |
1.618 |
1,233.8 |
1.000 |
1,211.0 |
0.618 |
1,197.0 |
HIGH |
1,174.3 |
0.618 |
1,160.3 |
0.500 |
1,156.0 |
0.382 |
1,151.5 |
LOW |
1,137.5 |
0.618 |
1,114.8 |
1.000 |
1,100.8 |
1.618 |
1,078.0 |
2.618 |
1,041.3 |
4.250 |
981.0 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,156.0 |
1,159.5 |
PP |
1,150.3 |
1,152.8 |
S1 |
1,144.8 |
1,146.0 |
|