Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
15,689 |
15,741 |
52 |
0.3% |
15,801 |
High |
15,846 |
15,753 |
-93 |
-0.6% |
15,983 |
Low |
15,666 |
15,550 |
-116 |
-0.7% |
15,550 |
Close |
15,733 |
15,630 |
-103 |
-0.7% |
15,630 |
Range |
180 |
203 |
23 |
12.8% |
433 |
ATR |
178 |
180 |
2 |
1.0% |
0 |
Volume |
178,290 |
220,501 |
42,211 |
23.7% |
1,097,835 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,253 |
16,145 |
15,742 |
|
R3 |
16,050 |
15,942 |
15,686 |
|
R2 |
15,847 |
15,847 |
15,667 |
|
R1 |
15,739 |
15,739 |
15,649 |
15,692 |
PP |
15,644 |
15,644 |
15,644 |
15,621 |
S1 |
15,536 |
15,536 |
15,612 |
15,489 |
S2 |
15,441 |
15,441 |
15,593 |
|
S3 |
15,238 |
15,333 |
15,574 |
|
S4 |
15,035 |
15,130 |
15,518 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,020 |
16,758 |
15,868 |
|
R3 |
16,587 |
16,325 |
15,749 |
|
R2 |
16,154 |
16,154 |
15,710 |
|
R1 |
15,892 |
15,892 |
15,670 |
15,807 |
PP |
15,721 |
15,721 |
15,721 |
15,678 |
S1 |
15,459 |
15,459 |
15,590 |
15,374 |
S2 |
15,288 |
15,288 |
15,551 |
|
S3 |
14,855 |
15,026 |
15,511 |
|
S4 |
14,422 |
14,593 |
15,392 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,983 |
15,550 |
433 |
2.8% |
214 |
1.4% |
18% |
False |
True |
219,567 |
10 |
16,489 |
15,550 |
939 |
6.0% |
219 |
1.4% |
9% |
False |
True |
188,498 |
20 |
16,496 |
15,550 |
946 |
6.1% |
181 |
1.2% |
8% |
False |
True |
154,116 |
40 |
16,540 |
15,550 |
990 |
6.3% |
156 |
1.0% |
8% |
False |
True |
106,073 |
60 |
16,540 |
15,425 |
1,115 |
7.1% |
142 |
0.9% |
18% |
False |
False |
70,758 |
80 |
16,540 |
14,588 |
1,952 |
12.5% |
133 |
0.8% |
53% |
False |
False |
53,081 |
100 |
16,540 |
14,588 |
1,952 |
12.5% |
115 |
0.7% |
53% |
False |
False |
42,469 |
120 |
16,540 |
14,545 |
1,995 |
12.8% |
101 |
0.6% |
54% |
False |
False |
35,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,616 |
2.618 |
16,285 |
1.618 |
16,082 |
1.000 |
15,956 |
0.618 |
15,879 |
HIGH |
15,753 |
0.618 |
15,676 |
0.500 |
15,652 |
0.382 |
15,628 |
LOW |
15,550 |
0.618 |
15,425 |
1.000 |
15,347 |
1.618 |
15,222 |
2.618 |
15,019 |
4.250 |
14,687 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,652 |
15,767 |
PP |
15,644 |
15,721 |
S1 |
15,637 |
15,676 |
|