Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,781.75 |
1,771.25 |
-10.50 |
-0.6% |
1,834.00 |
High |
1,792.00 |
1,797.00 |
5.00 |
0.3% |
1,844.00 |
Low |
1,767.00 |
1,771.00 |
4.00 |
0.2% |
1,780.00 |
Close |
1,775.75 |
1,788.25 |
12.50 |
0.7% |
1,782.00 |
Range |
25.00 |
26.00 |
1.00 |
4.0% |
64.00 |
ATR |
18.70 |
19.22 |
0.52 |
2.8% |
0.00 |
Volume |
2,776,036 |
1,726,338 |
-1,049,698 |
-37.8% |
6,653,103 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.50 |
1,851.75 |
1,802.50 |
|
R3 |
1,837.50 |
1,825.75 |
1,795.50 |
|
R2 |
1,811.50 |
1,811.50 |
1,793.00 |
|
R1 |
1,799.75 |
1,799.75 |
1,790.75 |
1,805.50 |
PP |
1,785.50 |
1,785.50 |
1,785.50 |
1,788.25 |
S1 |
1,773.75 |
1,773.75 |
1,785.75 |
1,779.50 |
S2 |
1,759.50 |
1,759.50 |
1,783.50 |
|
S3 |
1,733.50 |
1,747.75 |
1,781.00 |
|
S4 |
1,707.50 |
1,721.75 |
1,774.00 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.00 |
1,952.00 |
1,817.25 |
|
R3 |
1,930.00 |
1,888.00 |
1,799.50 |
|
R2 |
1,866.00 |
1,866.00 |
1,793.75 |
|
R1 |
1,824.00 |
1,824.00 |
1,787.75 |
1,813.00 |
PP |
1,802.00 |
1,802.00 |
1,802.00 |
1,796.50 |
S1 |
1,760.00 |
1,760.00 |
1,776.25 |
1,749.00 |
S2 |
1,738.00 |
1,738.00 |
1,770.25 |
|
S3 |
1,674.00 |
1,696.00 |
1,764.50 |
|
S4 |
1,610.00 |
1,632.00 |
1,746.75 |
|
|
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 |
1,767.00 |
77.00 |
4.3% |
27.50 |
1.5% |
28% |
False |
False |
1,965,163 |
10 |
1,845.75 |
1,767.00 |
78.75 |
4.4% |
21.50 |
1.2% |
27% |
False |
False |
1,614,602 |
20 |
1,846.50 |
1,767.00 |
79.50 |
4.4% |
18.25 |
1.0% |
27% |
False |
False |
1,396,922 |
40 |
1,846.50 |
1,754.00 |
92.50 |
5.2% |
16.75 |
0.9% |
37% |
False |
False |
1,059,672 |
60 |
1,846.50 |
1,729.50 |
117.00 |
6.5% |
16.00 |
0.9% |
50% |
False |
False |
708,616 |
80 |
1,846.50 |
1,633.50 |
213.00 |
11.9% |
16.75 |
0.9% |
73% |
False |
False |
532,771 |
100 |
1,846.50 |
1,626.50 |
220.00 |
12.3% |
16.25 |
0.9% |
74% |
False |
False |
426,585 |
120 |
1,846.50 |
1,613.00 |
233.50 |
13.1% |
15.75 |
0.9% |
75% |
False |
False |
355,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,907.50 |
2.618 |
1,865.00 |
1.618 |
1,839.00 |
1.000 |
1,823.00 |
0.618 |
1,813.00 |
HIGH |
1,797.00 |
0.618 |
1,787.00 |
0.500 |
1,784.00 |
0.382 |
1,781.00 |
LOW |
1,771.00 |
0.618 |
1,755.00 |
1.000 |
1,745.00 |
1.618 |
1,729.00 |
2.618 |
1,703.00 |
4.250 |
1,660.50 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,786.75 |
1,797.50 |
PP |
1,785.50 |
1,794.50 |
S1 |
1,784.00 |
1,791.25 |
|