Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,838.50 |
1,815.75 |
-22.75 |
-1.2% |
1,824.00 |
High |
1,838.75 |
1,834.25 |
-4.50 |
-0.2% |
1,842.50 |
Low |
1,809.50 |
1,812.75 |
3.25 |
0.2% |
1,817.25 |
Close |
1,815.00 |
1,833.00 |
18.00 |
1.0% |
1,837.75 |
Range |
29.25 |
21.50 |
-7.75 |
-26.5% |
25.25 |
ATR |
15.38 |
15.82 |
0.44 |
2.8% |
0.00 |
Volume |
1,710,408 |
1,595,178 |
-115,230 |
-6.7% |
6,642,556 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,891.25 |
1,883.50 |
1,844.75 |
|
R3 |
1,869.75 |
1,862.00 |
1,839.00 |
|
R2 |
1,848.25 |
1,848.25 |
1,837.00 |
|
R1 |
1,840.50 |
1,840.50 |
1,835.00 |
1,844.50 |
PP |
1,826.75 |
1,826.75 |
1,826.75 |
1,828.50 |
S1 |
1,819.00 |
1,819.00 |
1,831.00 |
1,823.00 |
S2 |
1,805.25 |
1,805.25 |
1,829.00 |
|
S3 |
1,783.75 |
1,797.50 |
1,827.00 |
|
S4 |
1,762.25 |
1,776.00 |
1,821.25 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,908.25 |
1,898.25 |
1,851.75 |
|
R3 |
1,883.00 |
1,873.00 |
1,844.75 |
|
R2 |
1,857.75 |
1,857.75 |
1,842.50 |
|
R1 |
1,847.75 |
1,847.75 |
1,840.00 |
1,852.75 |
PP |
1,832.50 |
1,832.50 |
1,832.50 |
1,835.00 |
S1 |
1,822.50 |
1,822.50 |
1,835.50 |
1,827.50 |
S2 |
1,807.25 |
1,807.25 |
1,833.00 |
|
S3 |
1,782.00 |
1,797.25 |
1,830.75 |
|
S4 |
1,756.75 |
1,772.00 |
1,823.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,842.50 |
1,809.50 |
33.00 |
1.8% |
18.25 |
1.0% |
71% |
False |
False |
1,483,298 |
10 |
1,846.50 |
1,809.50 |
37.00 |
2.0% |
16.50 |
0.9% |
64% |
False |
False |
1,280,602 |
20 |
1,846.50 |
1,754.00 |
92.50 |
5.0% |
16.00 |
0.9% |
85% |
False |
False |
1,234,763 |
40 |
1,846.50 |
1,754.00 |
92.50 |
5.0% |
14.75 |
0.8% |
85% |
False |
False |
697,551 |
60 |
1,846.50 |
1,720.50 |
126.00 |
6.9% |
15.00 |
0.8% |
89% |
False |
False |
466,751 |
80 |
1,846.50 |
1,633.50 |
213.00 |
11.6% |
16.00 |
0.9% |
94% |
False |
False |
351,311 |
100 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
15.75 |
0.9% |
94% |
False |
False |
281,082 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
15.00 |
0.8% |
94% |
False |
False |
234,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,925.50 |
2.618 |
1,890.50 |
1.618 |
1,869.00 |
1.000 |
1,855.75 |
0.618 |
1,847.50 |
HIGH |
1,834.25 |
0.618 |
1,826.00 |
0.500 |
1,823.50 |
0.382 |
1,821.00 |
LOW |
1,812.75 |
0.618 |
1,799.50 |
1.000 |
1,791.25 |
1.618 |
1,778.00 |
2.618 |
1,756.50 |
4.250 |
1,721.50 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,829.75 |
1,830.75 |
PP |
1,826.75 |
1,828.25 |
S1 |
1,823.50 |
1,826.00 |
|