Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,771.25 |
1,796.00 |
24.75 |
1.4% |
1,834.00 |
High |
1,797.00 |
1,801.25 |
4.25 |
0.2% |
1,844.00 |
Low |
1,771.00 |
1,764.00 |
-7.00 |
-0.4% |
1,780.00 |
Close |
1,788.25 |
1,771.25 |
-17.00 |
-1.0% |
1,782.00 |
Range |
26.00 |
37.25 |
11.25 |
43.3% |
64.00 |
ATR |
19.22 |
20.51 |
1.29 |
6.7% |
0.00 |
Volume |
1,726,338 |
2,740,741 |
1,014,403 |
58.8% |
6,653,103 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,890.50 |
1,868.25 |
1,791.75 |
|
R3 |
1,853.25 |
1,831.00 |
1,781.50 |
|
R2 |
1,816.00 |
1,816.00 |
1,778.00 |
|
R1 |
1,793.75 |
1,793.75 |
1,774.75 |
1,786.25 |
PP |
1,778.75 |
1,778.75 |
1,778.75 |
1,775.00 |
S1 |
1,756.50 |
1,756.50 |
1,767.75 |
1,749.00 |
S2 |
1,741.50 |
1,741.50 |
1,764.50 |
|
S3 |
1,704.25 |
1,719.25 |
1,761.00 |
|
S4 |
1,667.00 |
1,682.00 |
1,750.75 |
|
|
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 |
1,764.00 |
80.00 |
4.5% |
33.25 |
1.9% |
9% |
False |
True |
2,324,990 |
10 |
1,845.75 |
1,764.00 |
81.75 |
4.6% |
23.00 |
1.3% |
9% |
False |
True |
1,729,159 |
20 |
1,846.50 |
1,764.00 |
82.50 |
4.7% |
19.75 |
1.1% |
9% |
False |
True |
1,504,880 |
40 |
1,846.50 |
1,754.00 |
92.50 |
5.2% |
17.50 |
1.0% |
19% |
False |
False |
1,127,586 |
60 |
1,846.50 |
1,729.50 |
117.00 |
6.6% |
16.50 |
0.9% |
36% |
False |
False |
754,157 |
80 |
1,846.50 |
1,633.50 |
213.00 |
12.0% |
16.75 |
1.0% |
65% |
False |
False |
566,931 |
100 |
1,846.50 |
1,626.50 |
220.00 |
12.4% |
16.50 |
0.9% |
66% |
False |
False |
453,992 |
120 |
1,846.50 |
1,613.00 |
233.50 |
13.2% |
16.00 |
0.9% |
68% |
False |
False |
378,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,959.50 |
2.618 |
1,898.75 |
1.618 |
1,861.50 |
1.000 |
1,838.50 |
0.618 |
1,824.25 |
HIGH |
1,801.25 |
0.618 |
1,787.00 |
0.500 |
1,782.50 |
0.382 |
1,778.25 |
LOW |
1,764.00 |
0.618 |
1,741.00 |
1.000 |
1,726.75 |
1.618 |
1,703.75 |
2.618 |
1,666.50 |
4.250 |
1,605.75 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,782.50 |
1,782.50 |
PP |
1,778.75 |
1,778.75 |
S1 |
1,775.00 |
1,775.00 |
|