Trading Metrics calculated at close of trading on 17-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,841.50 |
1,838.00 |
-3.50 |
-0.2% |
1,838.50 |
High |
1,843.75 |
1,842.75 |
-1.00 |
-0.1% |
1,845.75 |
Low |
1,834.50 |
1,829.25 |
-5.25 |
-0.3% |
1,809.50 |
Close |
1,836.25 |
1,834.25 |
-2.00 |
-0.1% |
1,834.25 |
Range |
9.25 |
13.50 |
4.25 |
45.9% |
36.25 |
ATR |
15.24 |
15.12 |
-0.12 |
-0.8% |
0.00 |
Volume |
952,497 |
1,182,782 |
230,285 |
24.2% |
6,700,960 |
|
Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,876.00 |
1,868.50 |
1,841.75 |
|
R3 |
1,862.50 |
1,855.00 |
1,838.00 |
|
R2 |
1,849.00 |
1,849.00 |
1,836.75 |
|
R1 |
1,841.50 |
1,841.50 |
1,835.50 |
1,838.50 |
PP |
1,835.50 |
1,835.50 |
1,835.50 |
1,834.00 |
S1 |
1,828.00 |
1,828.00 |
1,833.00 |
1,825.00 |
S2 |
1,822.00 |
1,822.00 |
1,831.75 |
|
S3 |
1,808.50 |
1,814.50 |
1,830.50 |
|
S4 |
1,795.00 |
1,801.00 |
1,826.75 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,938.50 |
1,922.75 |
1,854.25 |
|
R3 |
1,902.25 |
1,886.50 |
1,844.25 |
|
R2 |
1,866.00 |
1,866.00 |
1,841.00 |
|
R1 |
1,850.25 |
1,850.25 |
1,837.50 |
1,840.00 |
PP |
1,829.75 |
1,829.75 |
1,829.75 |
1,824.75 |
S1 |
1,814.00 |
1,814.00 |
1,831.00 |
1,803.75 |
S2 |
1,793.50 |
1,793.50 |
1,827.50 |
|
S3 |
1,757.25 |
1,777.75 |
1,824.25 |
|
S4 |
1,721.00 |
1,741.50 |
1,814.25 |
|
|
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% |
17.50 |
1.0% |
68% |
False |
False |
1,340,192 |
10 |
1,845.75 |
1,809.50 |
36.25 |
2.0% |
15.75 |
0.9% |
68% |
False |
False |
1,334,351 |
20 |
1,846.50 |
1,795.00 |
51.50 |
2.8% |
13.25 |
0.7% |
76% |
False |
False |
1,088,439 |
40 |
1,846.50 |
1,754.00 |
92.50 |
5.0% |
14.75 |
0.8% |
87% |
False |
False |
782,022 |
60 |
1,846.50 |
1,728.75 |
117.75 |
6.4% |
14.75 |
0.8% |
90% |
False |
False |
523,152 |
80 |
1,846.50 |
1,633.50 |
213.00 |
11.6% |
15.75 |
0.9% |
94% |
False |
False |
393,668 |
100 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
15.50 |
0.8% |
95% |
False |
False |
315,033 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
15.00 |
0.8% |
95% |
False |
False |
262,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,900.00 |
2.618 |
1,878.00 |
1.618 |
1,864.50 |
1.000 |
1,856.25 |
0.618 |
1,851.00 |
HIGH |
1,842.75 |
0.618 |
1,837.50 |
0.500 |
1,836.00 |
0.382 |
1,834.50 |
LOW |
1,829.25 |
0.618 |
1,821.00 |
1.000 |
1,815.75 |
1.618 |
1,807.50 |
2.618 |
1,794.00 |
4.250 |
1,772.00 |
|
|
Fisher Pivots for day following 17-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,836.00 |
1,837.50 |
PP |
1,835.50 |
1,836.50 |
S1 |
1,834.75 |
1,835.25 |
|