Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,225.7 |
1,228.3 |
2.6 |
0.2% |
1,237.1 |
High |
1,231.3 |
1,249.1 |
17.8 |
1.4% |
1,249.1 |
Low |
1,223.8 |
1,227.3 |
3.5 |
0.3% |
1,215.3 |
Close |
1,229.9 |
1,247.5 |
17.6 |
1.4% |
1,247.5 |
Range |
7.5 |
21.8 |
14.3 |
190.7% |
33.8 |
ATR |
20.6 |
20.7 |
0.1 |
0.4% |
0.0 |
Volume |
35,286 |
20,410 |
-14,876 |
-42.2% |
95,719 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.7 |
1,298.9 |
1,259.5 |
|
R3 |
1,284.9 |
1,277.1 |
1,253.5 |
|
R2 |
1,263.1 |
1,263.1 |
1,251.5 |
|
R1 |
1,255.3 |
1,255.3 |
1,249.5 |
1,259.2 |
PP |
1,241.3 |
1,241.3 |
1,241.3 |
1,243.3 |
S1 |
1,233.5 |
1,233.5 |
1,245.5 |
1,237.4 |
S2 |
1,219.5 |
1,219.5 |
1,243.5 |
|
S3 |
1,197.7 |
1,211.7 |
1,241.5 |
|
S4 |
1,175.9 |
1,189.9 |
1,235.5 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.7 |
1,326.9 |
1,266.1 |
|
R3 |
1,304.9 |
1,293.1 |
1,256.8 |
|
R2 |
1,271.1 |
1,271.1 |
1,253.7 |
|
R1 |
1,259.3 |
1,259.3 |
1,250.6 |
1,265.2 |
PP |
1,237.3 |
1,237.3 |
1,237.3 |
1,240.3 |
S1 |
1,225.5 |
1,225.5 |
1,244.4 |
1,231.4 |
S2 |
1,203.5 |
1,203.5 |
1,241.3 |
|
S3 |
1,169.7 |
1,191.7 |
1,238.2 |
|
S4 |
1,135.9 |
1,157.9 |
1,228.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,249.1 |
1,215.3 |
33.8 |
2.7% |
19.0 |
1.5% |
95% |
True |
False |
19,143 |
10 |
1,249.1 |
1,182.3 |
66.8 |
5.4% |
20.2 |
1.6% |
98% |
True |
False |
12,235 |
20 |
1,256.5 |
1,182.3 |
74.2 |
5.9% |
20.8 |
1.7% |
88% |
False |
False |
8,013 |
40 |
1,294.8 |
1,182.3 |
112.5 |
9.0% |
20.1 |
1.6% |
58% |
False |
False |
6,144 |
60 |
1,361.1 |
1,182.3 |
178.8 |
14.3% |
19.6 |
1.6% |
36% |
False |
False |
4,673 |
80 |
1,375.3 |
1,182.3 |
193.0 |
15.5% |
21.2 |
1.7% |
34% |
False |
False |
3,757 |
100 |
1,430.2 |
1,182.3 |
247.9 |
19.9% |
20.9 |
1.7% |
26% |
False |
False |
3,134 |
120 |
1,430.2 |
1,182.3 |
247.9 |
19.9% |
20.4 |
1.6% |
26% |
False |
False |
2,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.8 |
2.618 |
1,306.2 |
1.618 |
1,284.4 |
1.000 |
1,270.9 |
0.618 |
1,262.6 |
HIGH |
1,249.1 |
0.618 |
1,240.8 |
0.500 |
1,238.2 |
0.382 |
1,235.6 |
LOW |
1,227.3 |
0.618 |
1,213.8 |
1.000 |
1,205.5 |
1.618 |
1,192.0 |
2.618 |
1,170.2 |
4.250 |
1,134.7 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,244.4 |
1,243.0 |
PP |
1,241.3 |
1,238.4 |
S1 |
1,238.2 |
1,233.9 |
|