Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,770.00 |
1,783.50 |
13.50 |
0.8% |
1,781.75 |
High |
1,793.75 |
1,788.25 |
-5.50 |
-0.3% |
1,801.25 |
Low |
1,767.75 |
1,761.25 |
-6.50 |
-0.4% |
1,761.25 |
Close |
1,781.25 |
1,776.50 |
-4.75 |
-0.3% |
1,776.50 |
Range |
26.00 |
27.00 |
1.00 |
3.8% |
40.00 |
ATR |
20.90 |
21.34 |
0.44 |
2.1% |
0.00 |
Volume |
1,824,579 |
2,389,820 |
565,241 |
31.0% |
11,457,514 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,856.25 |
1,843.50 |
1,791.25 |
|
R3 |
1,829.25 |
1,816.50 |
1,784.00 |
|
R2 |
1,802.25 |
1,802.25 |
1,781.50 |
|
R1 |
1,789.50 |
1,789.50 |
1,779.00 |
1,782.50 |
PP |
1,775.25 |
1,775.25 |
1,775.25 |
1,771.75 |
S1 |
1,762.50 |
1,762.50 |
1,774.00 |
1,755.50 |
S2 |
1,748.25 |
1,748.25 |
1,771.50 |
|
S3 |
1,721.25 |
1,735.50 |
1,769.00 |
|
S4 |
1,694.25 |
1,708.50 |
1,761.75 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,899.75 |
1,878.00 |
1,798.50 |
|
R3 |
1,859.75 |
1,838.00 |
1,787.50 |
|
R2 |
1,819.75 |
1,819.75 |
1,783.75 |
|
R1 |
1,798.00 |
1,798.00 |
1,780.25 |
1,789.00 |
PP |
1,779.75 |
1,779.75 |
1,779.75 |
1,775.00 |
S1 |
1,758.00 |
1,758.00 |
1,772.75 |
1,749.00 |
S2 |
1,739.75 |
1,739.75 |
1,769.25 |
|
S3 |
1,699.75 |
1,718.00 |
1,765.50 |
|
S4 |
1,659.75 |
1,678.00 |
1,754.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,801.25 |
1,761.25 |
40.00 |
2.3% |
28.25 |
1.6% |
38% |
False |
True |
2,291,502 |
10 |
1,844.00 |
1,761.25 |
82.75 |
4.7% |
26.00 |
1.5% |
18% |
False |
True |
1,929,339 |
20 |
1,845.75 |
1,761.25 |
84.50 |
4.8% |
20.75 |
1.2% |
18% |
False |
True |
1,620,786 |
40 |
1,846.50 |
1,754.00 |
92.50 |
5.2% |
18.25 |
1.0% |
24% |
False |
False |
1,232,225 |
60 |
1,846.50 |
1,729.50 |
117.00 |
6.6% |
17.00 |
1.0% |
40% |
False |
False |
824,087 |
80 |
1,846.50 |
1,633.50 |
213.00 |
12.0% |
17.25 |
1.0% |
67% |
False |
False |
619,479 |
100 |
1,846.50 |
1,633.50 |
213.00 |
12.0% |
16.75 |
0.9% |
67% |
False |
False |
496,134 |
120 |
1,846.50 |
1,613.00 |
233.50 |
13.1% |
16.25 |
0.9% |
70% |
False |
False |
413,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,903.00 |
2.618 |
1,859.00 |
1.618 |
1,832.00 |
1.000 |
1,815.25 |
0.618 |
1,805.00 |
HIGH |
1,788.25 |
0.618 |
1,778.00 |
0.500 |
1,774.75 |
0.382 |
1,771.50 |
LOW |
1,761.25 |
0.618 |
1,744.50 |
1.000 |
1,734.25 |
1.618 |
1,717.50 |
2.618 |
1,690.50 |
4.250 |
1,646.50 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,776.00 |
1,781.25 |
PP |
1,775.25 |
1,779.75 |
S1 |
1,774.75 |
1,778.00 |
|