Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,815.75 |
1,833.00 |
17.25 |
1.0% |
1,824.00 |
High |
1,834.25 |
1,845.75 |
11.50 |
0.6% |
1,842.50 |
Low |
1,812.75 |
1,831.50 |
18.75 |
1.0% |
1,817.25 |
Close |
1,833.00 |
1,841.50 |
8.50 |
0.5% |
1,837.75 |
Range |
21.50 |
14.25 |
-7.25 |
-33.7% |
25.25 |
ATR |
15.82 |
15.70 |
-0.11 |
-0.7% |
0.00 |
Volume |
1,595,178 |
1,260,095 |
-335,083 |
-21.0% |
6,642,556 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,882.25 |
1,876.25 |
1,849.25 |
|
R3 |
1,868.00 |
1,862.00 |
1,845.50 |
|
R2 |
1,853.75 |
1,853.75 |
1,844.00 |
|
R1 |
1,847.75 |
1,847.75 |
1,842.75 |
1,850.75 |
PP |
1,839.50 |
1,839.50 |
1,839.50 |
1,841.00 |
S1 |
1,833.50 |
1,833.50 |
1,840.25 |
1,836.50 |
S2 |
1,825.25 |
1,825.25 |
1,839.00 |
|
S3 |
1,811.00 |
1,819.25 |
1,837.50 |
|
S4 |
1,796.75 |
1,805.00 |
1,833.75 |
|
|
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 |
1,845.75 |
1,809.50 |
36.25 |
2.0% |
19.25 |
1.0% |
88% |
True |
False |
1,469,234 |
10 |
1,845.75 |
1,809.50 |
36.25 |
2.0% |
16.75 |
0.9% |
88% |
True |
False |
1,341,306 |
20 |
1,846.50 |
1,760.75 |
85.75 |
4.7% |
15.00 |
0.8% |
94% |
False |
False |
1,208,106 |
40 |
1,846.50 |
1,754.00 |
92.50 |
5.0% |
15.00 |
0.8% |
95% |
False |
False |
728,936 |
60 |
1,846.50 |
1,728.50 |
118.00 |
6.4% |
15.00 |
0.8% |
96% |
False |
False |
487,722 |
80 |
1,846.50 |
1,633.50 |
213.00 |
11.6% |
16.00 |
0.9% |
98% |
False |
False |
367,051 |
100 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
15.50 |
0.8% |
98% |
False |
False |
293,682 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
15.00 |
0.8% |
98% |
False |
False |
244,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,906.25 |
2.618 |
1,883.00 |
1.618 |
1,868.75 |
1.000 |
1,860.00 |
0.618 |
1,854.50 |
HIGH |
1,845.75 |
0.618 |
1,840.25 |
0.500 |
1,838.50 |
0.382 |
1,837.00 |
LOW |
1,831.50 |
0.618 |
1,822.75 |
1.000 |
1,817.25 |
1.618 |
1,808.50 |
2.618 |
1,794.25 |
4.250 |
1,771.00 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,840.50 |
1,837.00 |
PP |
1,839.50 |
1,832.25 |
S1 |
1,838.50 |
1,827.50 |
|