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 |
3,597.25 |
3,584.50 |
-12.75 |
-0.4% |
3,563.25 |
High |
3,609.00 |
3,612.00 |
3.00 |
0.1% |
3,610.25 |
Low |
3,574.25 |
3,577.50 |
3.25 |
0.1% |
3,492.50 |
Close |
3,584.75 |
3,609.50 |
24.75 |
0.7% |
3,584.75 |
Range |
34.75 |
34.50 |
-0.25 |
-0.7% |
117.75 |
ATR |
37.13 |
36.94 |
-0.19 |
-0.5% |
0.00 |
Volume |
256,190 |
210,486 |
-45,704 |
-17.8% |
1,278,910 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,703.25 |
3,690.75 |
3,628.50 |
|
R3 |
3,668.75 |
3,656.25 |
3,619.00 |
|
R2 |
3,634.25 |
3,634.25 |
3,615.75 |
|
R1 |
3,621.75 |
3,621.75 |
3,612.75 |
3,628.00 |
PP |
3,599.75 |
3,599.75 |
3,599.75 |
3,602.75 |
S1 |
3,587.25 |
3,587.25 |
3,606.25 |
3,593.50 |
S2 |
3,565.25 |
3,565.25 |
3,603.25 |
|
S3 |
3,530.75 |
3,552.75 |
3,600.00 |
|
S4 |
3,496.25 |
3,518.25 |
3,590.50 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,915.75 |
3,868.00 |
3,649.50 |
|
R3 |
3,798.00 |
3,750.25 |
3,617.25 |
|
R2 |
3,680.25 |
3,680.25 |
3,606.25 |
|
R1 |
3,632.50 |
3,632.50 |
3,595.50 |
3,656.50 |
PP |
3,562.50 |
3,562.50 |
3,562.50 |
3,574.50 |
S1 |
3,514.75 |
3,514.75 |
3,574.00 |
3,538.50 |
S2 |
3,444.75 |
3,444.75 |
3,563.25 |
|
S3 |
3,327.00 |
3,397.00 |
3,552.25 |
|
S4 |
3,209.25 |
3,279.25 |
3,520.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,612.00 |
3,503.25 |
108.75 |
3.0% |
39.25 |
1.1% |
98% |
True |
False |
231,277 |
10 |
3,612.00 |
3,492.50 |
119.50 |
3.3% |
42.00 |
1.2% |
98% |
True |
False |
236,742 |
20 |
3,612.00 |
3,492.50 |
119.50 |
3.3% |
34.50 |
1.0% |
98% |
True |
False |
183,416 |
40 |
3,612.00 |
3,356.00 |
256.00 |
7.1% |
33.75 |
0.9% |
99% |
True |
False |
133,079 |
60 |
3,612.00 |
3,308.25 |
303.75 |
8.4% |
32.25 |
0.9% |
99% |
True |
False |
88,777 |
80 |
3,612.00 |
3,110.00 |
502.00 |
13.9% |
33.00 |
0.9% |
100% |
True |
False |
66,643 |
100 |
3,612.00 |
3,055.00 |
557.00 |
15.4% |
27.75 |
0.8% |
100% |
True |
False |
53,320 |
120 |
3,612.00 |
3,045.00 |
567.00 |
15.7% |
23.75 |
0.7% |
100% |
True |
False |
44,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,758.50 |
2.618 |
3,702.25 |
1.618 |
3,667.75 |
1.000 |
3,646.50 |
0.618 |
3,633.25 |
HIGH |
3,612.00 |
0.618 |
3,598.75 |
0.500 |
3,594.75 |
0.382 |
3,590.75 |
LOW |
3,577.50 |
0.618 |
3,556.25 |
1.000 |
3,543.00 |
1.618 |
3,521.75 |
2.618 |
3,487.25 |
4.250 |
3,431.00 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
3,604.50 |
3,604.00 |
PP |
3,599.75 |
3,598.50 |
S1 |
3,594.75 |
3,593.00 |
|