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 |
16,316 |
16,151 |
-165 |
-1.0% |
16,395 |
High |
16,354 |
16,181 |
-173 |
-1.1% |
16,489 |
Low |
16,078 |
15,795 |
-283 |
-1.8% |
15,795 |
Close |
16,151 |
15,816 |
-335 |
-2.1% |
15,816 |
Range |
276 |
386 |
110 |
39.9% |
694 |
ATR |
147 |
164 |
17 |
11.6% |
0 |
Volume |
174,732 |
233,435 |
58,703 |
33.6% |
672,878 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,089 |
16,838 |
16,028 |
|
R3 |
16,703 |
16,452 |
15,922 |
|
R2 |
16,317 |
16,317 |
15,887 |
|
R1 |
16,066 |
16,066 |
15,852 |
15,999 |
PP |
15,931 |
15,931 |
15,931 |
15,897 |
S1 |
15,680 |
15,680 |
15,781 |
15,613 |
S2 |
15,545 |
15,545 |
15,745 |
|
S3 |
15,159 |
15,294 |
15,710 |
|
S4 |
14,773 |
14,908 |
15,604 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,115 |
17,660 |
16,198 |
|
R3 |
17,421 |
16,966 |
16,007 |
|
R2 |
16,727 |
16,727 |
15,943 |
|
R1 |
16,272 |
16,272 |
15,880 |
16,153 |
PP |
16,033 |
16,033 |
16,033 |
15,974 |
S1 |
15,578 |
15,578 |
15,753 |
15,459 |
S2 |
15,339 |
15,339 |
15,689 |
|
S3 |
14,645 |
14,884 |
15,625 |
|
S4 |
13,951 |
14,190 |
15,434 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,489 |
15,795 |
694 |
4.4% |
224 |
1.4% |
3% |
False |
True |
157,430 |
10 |
16,489 |
15,795 |
694 |
4.4% |
188 |
1.2% |
3% |
False |
True |
141,217 |
20 |
16,540 |
15,795 |
745 |
4.7% |
152 |
1.0% |
3% |
False |
True |
112,569 |
40 |
16,540 |
15,608 |
932 |
5.9% |
141 |
0.9% |
22% |
False |
False |
78,673 |
60 |
16,540 |
15,409 |
1,131 |
7.2% |
132 |
0.8% |
36% |
False |
False |
52,463 |
80 |
16,540 |
14,588 |
1,952 |
12.3% |
123 |
0.8% |
63% |
False |
False |
39,359 |
100 |
16,540 |
14,588 |
1,952 |
12.3% |
105 |
0.7% |
63% |
False |
False |
31,491 |
120 |
16,540 |
14,545 |
1,995 |
12.6% |
92 |
0.6% |
64% |
False |
False |
26,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,822 |
2.618 |
17,192 |
1.618 |
16,806 |
1.000 |
16,567 |
0.618 |
16,420 |
HIGH |
16,181 |
0.618 |
16,034 |
0.500 |
15,988 |
0.382 |
15,943 |
LOW |
15,795 |
0.618 |
15,557 |
1.000 |
15,409 |
1.618 |
15,171 |
2.618 |
14,785 |
4.250 |
14,155 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,988 |
16,089 |
PP |
15,931 |
15,998 |
S1 |
15,873 |
15,907 |
|