Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,833.00 |
1,841.50 |
8.50 |
0.5% |
1,824.00 |
High |
1,845.75 |
1,843.75 |
-2.00 |
-0.1% |
1,842.50 |
Low |
1,831.50 |
1,834.50 |
3.00 |
0.2% |
1,817.25 |
Close |
1,841.50 |
1,836.25 |
-5.25 |
-0.3% |
1,837.75 |
Range |
14.25 |
9.25 |
-5.00 |
-35.1% |
25.25 |
ATR |
15.70 |
15.24 |
-0.46 |
-2.9% |
0.00 |
Volume |
1,260,095 |
952,497 |
-307,598 |
-24.4% |
6,642,556 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,866.00 |
1,860.25 |
1,841.25 |
|
R3 |
1,856.75 |
1,851.00 |
1,838.75 |
|
R2 |
1,847.50 |
1,847.50 |
1,838.00 |
|
R1 |
1,841.75 |
1,841.75 |
1,837.00 |
1,840.00 |
PP |
1,838.25 |
1,838.25 |
1,838.25 |
1,837.25 |
S1 |
1,832.50 |
1,832.50 |
1,835.50 |
1,830.75 |
S2 |
1,829.00 |
1,829.00 |
1,834.50 |
|
S3 |
1,819.75 |
1,823.25 |
1,833.75 |
|
S4 |
1,810.50 |
1,814.00 |
1,831.25 |
|
|
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 |
1,845.75 |
1,809.50 |
36.25 |
2.0% |
18.00 |
1.0% |
74% |
False |
False |
1,394,813 |
10 |
1,845.75 |
1,809.50 |
36.25 |
2.0% |
15.75 |
0.9% |
74% |
False |
False |
1,312,233 |
20 |
1,846.50 |
1,760.75 |
85.75 |
4.7% |
15.00 |
0.8% |
88% |
False |
False |
1,164,419 |
40 |
1,846.50 |
1,754.00 |
92.50 |
5.0% |
14.75 |
0.8% |
89% |
False |
False |
752,599 |
60 |
1,846.50 |
1,728.75 |
117.75 |
6.4% |
15.00 |
0.8% |
91% |
False |
False |
503,499 |
80 |
1,846.50 |
1,633.50 |
213.00 |
11.6% |
15.75 |
0.9% |
95% |
False |
False |
378,916 |
100 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
15.50 |
0.8% |
96% |
False |
False |
303,206 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
15.00 |
0.8% |
96% |
False |
False |
252,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,883.00 |
2.618 |
1,868.00 |
1.618 |
1,858.75 |
1.000 |
1,853.00 |
0.618 |
1,849.50 |
HIGH |
1,843.75 |
0.618 |
1,840.25 |
0.500 |
1,839.00 |
0.382 |
1,838.00 |
LOW |
1,834.50 |
0.618 |
1,828.75 |
1.000 |
1,825.25 |
1.618 |
1,819.50 |
2.618 |
1,810.25 |
4.250 |
1,795.25 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,839.00 |
1,834.00 |
PP |
1,838.25 |
1,831.50 |
S1 |
1,837.25 |
1,829.25 |
|