Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,801 |
15,783 |
-18 |
-0.1% |
16,395 |
High |
15,887 |
15,943 |
56 |
0.4% |
16,489 |
Low |
15,722 |
15,761 |
39 |
0.2% |
15,795 |
Close |
15,787 |
15,876 |
89 |
0.6% |
15,816 |
Range |
165 |
182 |
17 |
10.3% |
694 |
ATR |
164 |
165 |
1 |
0.8% |
0 |
Volume |
257,321 |
157,572 |
-99,749 |
-38.8% |
672,878 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,406 |
16,323 |
15,976 |
|
R3 |
16,224 |
16,141 |
15,926 |
|
R2 |
16,042 |
16,042 |
15,909 |
|
R1 |
15,959 |
15,959 |
15,893 |
16,001 |
PP |
15,860 |
15,860 |
15,860 |
15,881 |
S1 |
15,777 |
15,777 |
15,859 |
15,819 |
S2 |
15,678 |
15,678 |
15,843 |
|
S3 |
15,496 |
15,595 |
15,826 |
|
S4 |
15,314 |
15,413 |
15,776 |
|
|
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 |
16,382 |
15,722 |
660 |
4.2% |
224 |
1.4% |
23% |
False |
False |
185,921 |
10 |
16,489 |
15,722 |
767 |
4.8% |
187 |
1.2% |
20% |
False |
False |
154,927 |
20 |
16,540 |
15,722 |
818 |
5.2% |
160 |
1.0% |
19% |
False |
False |
128,738 |
40 |
16,540 |
15,608 |
932 |
5.9% |
147 |
0.9% |
29% |
False |
False |
89,028 |
60 |
16,540 |
15,409 |
1,131 |
7.1% |
134 |
0.8% |
41% |
False |
False |
59,377 |
80 |
16,540 |
14,588 |
1,952 |
12.3% |
127 |
0.8% |
66% |
False |
False |
44,544 |
100 |
16,540 |
14,588 |
1,952 |
12.3% |
108 |
0.7% |
66% |
False |
False |
35,640 |
120 |
16,540 |
14,545 |
1,995 |
12.6% |
95 |
0.6% |
67% |
False |
False |
29,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,717 |
2.618 |
16,420 |
1.618 |
16,238 |
1.000 |
16,125 |
0.618 |
16,056 |
HIGH |
15,943 |
0.618 |
15,874 |
0.500 |
15,852 |
0.382 |
15,831 |
LOW |
15,761 |
0.618 |
15,649 |
1.000 |
15,579 |
1.618 |
15,467 |
2.618 |
15,285 |
4.250 |
14,988 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,868 |
15,952 |
PP |
15,860 |
15,926 |
S1 |
15,852 |
15,901 |
|