Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,837.50 |
1,839.00 |
1.50 |
0.1% |
1,838.50 |
High |
1,843.25 |
1,844.00 |
0.75 |
0.0% |
1,845.75 |
Low |
1,834.75 |
1,813.75 |
-21.00 |
-1.1% |
1,809.50 |
Close |
1,838.50 |
1,824.25 |
-14.25 |
-0.8% |
1,834.25 |
Range |
8.50 |
30.25 |
21.75 |
255.9% |
36.25 |
ATR |
14.82 |
15.92 |
1.10 |
7.4% |
0.00 |
Volume |
941,604 |
1,815,516 |
873,912 |
92.8% |
6,700,960 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,918.00 |
1,901.50 |
1,841.00 |
|
R3 |
1,887.75 |
1,871.25 |
1,832.50 |
|
R2 |
1,857.50 |
1,857.50 |
1,829.75 |
|
R1 |
1,841.00 |
1,841.00 |
1,827.00 |
1,834.00 |
PP |
1,827.25 |
1,827.25 |
1,827.25 |
1,824.00 |
S1 |
1,810.75 |
1,810.75 |
1,821.50 |
1,804.00 |
S2 |
1,797.00 |
1,797.00 |
1,818.75 |
|
S3 |
1,766.75 |
1,780.50 |
1,816.00 |
|
S4 |
1,736.50 |
1,750.25 |
1,807.50 |
|
|
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 |
1,844.00 |
1,813.75 |
30.25 |
1.7% |
15.75 |
0.9% |
35% |
True |
True |
1,244,412 |
10 |
1,845.75 |
1,809.50 |
36.25 |
2.0% |
17.50 |
1.0% |
41% |
False |
False |
1,356,823 |
20 |
1,846.50 |
1,809.50 |
37.00 |
2.0% |
14.50 |
0.8% |
40% |
False |
False |
1,112,290 |
40 |
1,846.50 |
1,754.00 |
92.50 |
5.1% |
15.00 |
0.8% |
76% |
False |
False |
883,881 |
60 |
1,846.50 |
1,729.50 |
117.00 |
6.4% |
15.25 |
0.8% |
81% |
False |
False |
591,025 |
80 |
1,846.50 |
1,633.50 |
213.00 |
11.7% |
16.00 |
0.9% |
90% |
False |
False |
444,600 |
100 |
1,846.50 |
1,613.00 |
233.50 |
12.8% |
15.75 |
0.9% |
90% |
False |
False |
355,899 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.8% |
15.25 |
0.8% |
90% |
False |
False |
296,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,972.50 |
2.618 |
1,923.25 |
1.618 |
1,893.00 |
1.000 |
1,874.25 |
0.618 |
1,862.75 |
HIGH |
1,844.00 |
0.618 |
1,832.50 |
0.500 |
1,829.00 |
0.382 |
1,825.25 |
LOW |
1,813.75 |
0.618 |
1,795.00 |
1.000 |
1,783.50 |
1.618 |
1,764.75 |
2.618 |
1,734.50 |
4.250 |
1,685.25 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,829.00 |
1,829.00 |
PP |
1,827.25 |
1,827.25 |
S1 |
1,825.75 |
1,825.75 |
|