Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,783 |
15,934 |
151 |
1.0% |
16,395 |
High |
15,943 |
15,983 |
40 |
0.3% |
16,489 |
Low |
15,761 |
15,643 |
-118 |
-0.7% |
15,795 |
Close |
15,876 |
15,698 |
-178 |
-1.1% |
15,816 |
Range |
182 |
340 |
158 |
86.8% |
694 |
ATR |
165 |
178 |
12 |
7.5% |
0 |
Volume |
157,572 |
284,151 |
126,579 |
80.3% |
672,878 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,795 |
16,586 |
15,885 |
|
R3 |
16,455 |
16,246 |
15,792 |
|
R2 |
16,115 |
16,115 |
15,760 |
|
R1 |
15,906 |
15,906 |
15,729 |
15,841 |
PP |
15,775 |
15,775 |
15,775 |
15,742 |
S1 |
15,566 |
15,566 |
15,667 |
15,501 |
S2 |
15,435 |
15,435 |
15,636 |
|
S3 |
15,095 |
15,226 |
15,605 |
|
S4 |
14,755 |
14,886 |
15,511 |
|
|
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 |
16,354 |
15,643 |
711 |
4.5% |
270 |
1.7% |
8% |
False |
True |
221,442 |
10 |
16,489 |
15,643 |
846 |
5.4% |
208 |
1.3% |
7% |
False |
True |
169,765 |
20 |
16,540 |
15,643 |
897 |
5.7% |
174 |
1.1% |
6% |
False |
True |
140,981 |
40 |
16,540 |
15,608 |
932 |
5.9% |
153 |
1.0% |
10% |
False |
False |
96,125 |
60 |
16,540 |
15,410 |
1,130 |
7.2% |
138 |
0.9% |
25% |
False |
False |
64,113 |
80 |
16,540 |
14,588 |
1,952 |
12.4% |
130 |
0.8% |
57% |
False |
False |
48,096 |
100 |
16,540 |
14,588 |
1,952 |
12.4% |
111 |
0.7% |
57% |
False |
False |
38,481 |
120 |
16,540 |
14,545 |
1,995 |
12.7% |
97 |
0.6% |
58% |
False |
False |
32,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,428 |
2.618 |
16,873 |
1.618 |
16,533 |
1.000 |
16,323 |
0.618 |
16,193 |
HIGH |
15,983 |
0.618 |
15,853 |
0.500 |
15,813 |
0.382 |
15,773 |
LOW |
15,643 |
0.618 |
15,433 |
1.000 |
15,303 |
1.618 |
15,093 |
2.618 |
14,753 |
4.250 |
14,198 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,813 |
15,813 |
PP |
15,775 |
15,775 |
S1 |
15,736 |
15,736 |
|