Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
3,584.50 |
3,607.25 |
22.75 |
0.6% |
3,563.25 |
High |
3,612.00 |
3,629.50 |
17.50 |
0.5% |
3,610.25 |
Low |
3,577.50 |
3,605.00 |
27.50 |
0.8% |
3,492.50 |
Close |
3,609.50 |
3,620.50 |
11.00 |
0.3% |
3,584.75 |
Range |
34.50 |
24.50 |
-10.00 |
-29.0% |
117.75 |
ATR |
36.94 |
36.05 |
-0.89 |
-2.4% |
0.00 |
Volume |
210,486 |
184,592 |
-25,894 |
-12.3% |
1,278,910 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,691.75 |
3,680.75 |
3,634.00 |
|
R3 |
3,667.25 |
3,656.25 |
3,627.25 |
|
R2 |
3,642.75 |
3,642.75 |
3,625.00 |
|
R1 |
3,631.75 |
3,631.75 |
3,622.75 |
3,637.25 |
PP |
3,618.25 |
3,618.25 |
3,618.25 |
3,621.00 |
S1 |
3,607.25 |
3,607.25 |
3,618.25 |
3,612.75 |
S2 |
3,593.75 |
3,593.75 |
3,616.00 |
|
S3 |
3,569.25 |
3,582.75 |
3,613.75 |
|
S4 |
3,544.75 |
3,558.25 |
3,607.00 |
|
|
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 |
3,629.50 |
3,570.75 |
58.75 |
1.6% |
29.50 |
0.8% |
85% |
True |
False |
209,510 |
10 |
3,629.50 |
3,492.50 |
137.00 |
3.8% |
40.50 |
1.1% |
93% |
True |
False |
236,029 |
20 |
3,629.50 |
3,492.50 |
137.00 |
3.8% |
33.50 |
0.9% |
93% |
True |
False |
183,964 |
40 |
3,629.50 |
3,395.50 |
234.00 |
6.5% |
33.25 |
0.9% |
96% |
True |
False |
137,676 |
60 |
3,629.50 |
3,308.25 |
321.25 |
8.9% |
32.00 |
0.9% |
97% |
True |
False |
91,853 |
80 |
3,629.50 |
3,110.00 |
519.50 |
14.3% |
33.25 |
0.9% |
98% |
True |
False |
68,946 |
100 |
3,629.50 |
3,060.25 |
569.25 |
15.7% |
28.00 |
0.8% |
98% |
True |
False |
55,166 |
120 |
3,629.50 |
3,045.00 |
584.50 |
16.1% |
23.75 |
0.7% |
98% |
True |
False |
45,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,733.50 |
2.618 |
3,693.75 |
1.618 |
3,669.25 |
1.000 |
3,654.00 |
0.618 |
3,644.75 |
HIGH |
3,629.50 |
0.618 |
3,620.25 |
0.500 |
3,617.25 |
0.382 |
3,614.25 |
LOW |
3,605.00 |
0.618 |
3,589.75 |
1.000 |
3,580.50 |
1.618 |
3,565.25 |
2.618 |
3,540.75 |
4.250 |
3,501.00 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
3,619.50 |
3,614.25 |
PP |
3,618.25 |
3,608.00 |
S1 |
3,617.25 |
3,602.00 |
|