Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
16,151 |
15,801 |
-350 |
-2.2% |
16,395 |
High |
16,181 |
15,887 |
-294 |
-1.8% |
16,489 |
Low |
15,795 |
15,722 |
-73 |
-0.5% |
15,795 |
Close |
15,816 |
15,787 |
-29 |
-0.2% |
15,816 |
Range |
386 |
165 |
-221 |
-57.3% |
694 |
ATR |
164 |
164 |
0 |
0.0% |
0 |
Volume |
233,435 |
257,321 |
23,886 |
10.2% |
672,878 |
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,294 |
16,205 |
15,878 |
|
R3 |
16,129 |
16,040 |
15,833 |
|
R2 |
15,964 |
15,964 |
15,817 |
|
R1 |
15,875 |
15,875 |
15,802 |
15,837 |
PP |
15,799 |
15,799 |
15,799 |
15,780 |
S1 |
15,710 |
15,710 |
15,772 |
15,672 |
S2 |
15,634 |
15,634 |
15,757 |
|
S3 |
15,469 |
15,545 |
15,742 |
|
S4 |
15,304 |
15,380 |
15,696 |
|
|
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 |
15,722 |
767 |
4.9% |
234 |
1.5% |
8% |
False |
True |
186,039 |
10 |
16,489 |
15,722 |
767 |
4.9% |
190 |
1.2% |
8% |
False |
True |
153,118 |
20 |
16,540 |
15,722 |
818 |
5.2% |
154 |
1.0% |
8% |
False |
True |
123,545 |
40 |
16,540 |
15,608 |
932 |
5.9% |
143 |
0.9% |
19% |
False |
False |
85,102 |
60 |
16,540 |
15,409 |
1,131 |
7.2% |
133 |
0.8% |
33% |
False |
False |
56,751 |
80 |
16,540 |
14,588 |
1,952 |
12.4% |
124 |
0.8% |
61% |
False |
False |
42,576 |
100 |
16,540 |
14,588 |
1,952 |
12.4% |
106 |
0.7% |
61% |
False |
False |
34,064 |
120 |
16,540 |
14,545 |
1,995 |
12.6% |
93 |
0.6% |
62% |
False |
False |
28,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,588 |
2.618 |
16,319 |
1.618 |
16,154 |
1.000 |
16,052 |
0.618 |
15,989 |
HIGH |
15,887 |
0.618 |
15,824 |
0.500 |
15,805 |
0.382 |
15,785 |
LOW |
15,722 |
0.618 |
15,620 |
1.000 |
15,557 |
1.618 |
15,455 |
2.618 |
15,290 |
4.250 |
15,021 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,805 |
16,038 |
PP |
15,799 |
15,954 |
S1 |
15,793 |
15,871 |
|