Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,934 |
15,689 |
-245 |
-1.5% |
16,395 |
High |
15,983 |
15,846 |
-137 |
-0.9% |
16,489 |
Low |
15,643 |
15,666 |
23 |
0.1% |
15,795 |
Close |
15,698 |
15,733 |
35 |
0.2% |
15,816 |
Range |
340 |
180 |
-160 |
-47.1% |
694 |
ATR |
178 |
178 |
0 |
0.1% |
0 |
Volume |
284,151 |
178,290 |
-105,861 |
-37.3% |
672,878 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,288 |
16,191 |
15,832 |
|
R3 |
16,108 |
16,011 |
15,783 |
|
R2 |
15,928 |
15,928 |
15,766 |
|
R1 |
15,831 |
15,831 |
15,750 |
15,880 |
PP |
15,748 |
15,748 |
15,748 |
15,773 |
S1 |
15,651 |
15,651 |
15,717 |
15,700 |
S2 |
15,568 |
15,568 |
15,700 |
|
S3 |
15,388 |
15,471 |
15,684 |
|
S4 |
15,208 |
15,291 |
15,634 |
|
|
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 |
16,181 |
15,643 |
538 |
3.4% |
251 |
1.6% |
17% |
False |
False |
222,153 |
10 |
16,489 |
15,643 |
846 |
5.4% |
210 |
1.3% |
11% |
False |
False |
176,099 |
20 |
16,496 |
15,643 |
853 |
5.4% |
178 |
1.1% |
11% |
False |
False |
147,980 |
40 |
16,540 |
15,608 |
932 |
5.9% |
155 |
1.0% |
13% |
False |
False |
100,574 |
60 |
16,540 |
15,425 |
1,115 |
7.1% |
140 |
0.9% |
28% |
False |
False |
67,084 |
80 |
16,540 |
14,588 |
1,952 |
12.4% |
131 |
0.8% |
59% |
False |
False |
50,325 |
100 |
16,540 |
14,588 |
1,952 |
12.4% |
113 |
0.7% |
59% |
False |
False |
40,264 |
120 |
16,540 |
14,545 |
1,995 |
12.7% |
99 |
0.6% |
60% |
False |
False |
33,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,611 |
2.618 |
16,317 |
1.618 |
16,137 |
1.000 |
16,026 |
0.618 |
15,957 |
HIGH |
15,846 |
0.618 |
15,777 |
0.500 |
15,756 |
0.382 |
15,735 |
LOW |
15,666 |
0.618 |
15,555 |
1.000 |
15,486 |
1.618 |
15,375 |
2.618 |
15,195 |
4.250 |
14,901 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,756 |
15,813 |
PP |
15,748 |
15,786 |
S1 |
15,741 |
15,760 |
|