Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,838.00 |
1,834.00 |
-4.00 |
-0.2% |
1,838.50 |
High |
1,842.75 |
1,844.00 |
1.25 |
0.1% |
1,845.75 |
Low |
1,829.25 |
1,826.25 |
-3.00 |
-0.2% |
1,809.50 |
Close |
1,834.25 |
1,838.50 |
4.25 |
0.2% |
1,834.25 |
Range |
13.50 |
17.75 |
4.25 |
31.5% |
36.25 |
ATR |
15.12 |
15.31 |
0.19 |
1.2% |
0.00 |
Volume |
1,182,782 |
1,329,662 |
146,880 |
12.4% |
6,700,960 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,889.50 |
1,881.75 |
1,848.25 |
|
R3 |
1,871.75 |
1,864.00 |
1,843.50 |
|
R2 |
1,854.00 |
1,854.00 |
1,841.75 |
|
R1 |
1,846.25 |
1,846.25 |
1,840.25 |
1,850.00 |
PP |
1,836.25 |
1,836.25 |
1,836.25 |
1,838.25 |
S1 |
1,828.50 |
1,828.50 |
1,836.75 |
1,832.50 |
S2 |
1,818.50 |
1,818.50 |
1,835.25 |
|
S3 |
1,800.75 |
1,810.75 |
1,833.50 |
|
S4 |
1,783.00 |
1,793.00 |
1,828.75 |
|
|
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 |
1,812.75 |
33.00 |
1.8% |
15.25 |
0.8% |
78% |
False |
False |
1,264,042 |
10 |
1,845.75 |
1,809.50 |
36.25 |
2.0% |
16.00 |
0.9% |
80% |
False |
False |
1,330,397 |
20 |
1,846.50 |
1,802.50 |
44.00 |
2.4% |
13.50 |
0.7% |
82% |
False |
False |
1,079,097 |
40 |
1,846.50 |
1,754.00 |
92.50 |
5.0% |
14.75 |
0.8% |
91% |
False |
False |
815,177 |
60 |
1,846.50 |
1,729.50 |
117.00 |
6.4% |
15.00 |
0.8% |
93% |
False |
False |
545,192 |
80 |
1,846.50 |
1,633.50 |
213.00 |
11.6% |
15.75 |
0.9% |
96% |
False |
False |
410,247 |
100 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
15.50 |
0.8% |
97% |
False |
False |
328,329 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
15.00 |
0.8% |
97% |
False |
False |
273,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,919.50 |
2.618 |
1,890.50 |
1.618 |
1,872.75 |
1.000 |
1,861.75 |
0.618 |
1,855.00 |
HIGH |
1,844.00 |
0.618 |
1,837.25 |
0.500 |
1,835.00 |
0.382 |
1,833.00 |
LOW |
1,826.25 |
0.618 |
1,815.25 |
1.000 |
1,808.50 |
1.618 |
1,797.50 |
2.618 |
1,779.75 |
4.250 |
1,750.75 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,837.50 |
1,837.50 |
PP |
1,836.25 |
1,836.25 |
S1 |
1,835.00 |
1,835.00 |
|