Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,228.3 |
1,248.7 |
20.4 |
1.7% |
1,237.1 |
High |
1,249.1 |
1,255.1 |
6.0 |
0.5% |
1,249.1 |
Low |
1,227.3 |
1,243.8 |
16.5 |
1.3% |
1,215.3 |
Close |
1,247.5 |
1,251.8 |
4.3 |
0.3% |
1,247.5 |
Range |
21.8 |
11.3 |
-10.5 |
-48.2% |
33.8 |
ATR |
20.7 |
20.0 |
-0.7 |
-3.2% |
0.0 |
Volume |
20,410 |
18,497 |
-1,913 |
-9.4% |
95,719 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.1 |
1,279.3 |
1,258.0 |
|
R3 |
1,272.8 |
1,268.0 |
1,254.9 |
|
R2 |
1,261.5 |
1,261.5 |
1,253.9 |
|
R1 |
1,256.7 |
1,256.7 |
1,252.8 |
1,259.1 |
PP |
1,250.2 |
1,250.2 |
1,250.2 |
1,251.5 |
S1 |
1,245.4 |
1,245.4 |
1,250.8 |
1,247.8 |
S2 |
1,238.9 |
1,238.9 |
1,249.7 |
|
S3 |
1,227.6 |
1,234.1 |
1,248.7 |
|
S4 |
1,216.3 |
1,222.8 |
1,245.6 |
|
|
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 |
1,255.1 |
1,218.6 |
36.5 |
2.9% |
14.7 |
1.2% |
91% |
True |
False |
22,018 |
10 |
1,255.1 |
1,182.3 |
72.8 |
5.8% |
20.4 |
1.6% |
95% |
True |
False |
13,533 |
20 |
1,255.1 |
1,182.3 |
72.8 |
5.8% |
19.7 |
1.6% |
95% |
True |
False |
8,749 |
40 |
1,294.8 |
1,182.3 |
112.5 |
9.0% |
20.1 |
1.6% |
62% |
False |
False |
6,537 |
60 |
1,361.1 |
1,182.3 |
178.8 |
14.3% |
19.5 |
1.6% |
39% |
False |
False |
4,930 |
80 |
1,375.3 |
1,182.3 |
193.0 |
15.4% |
20.4 |
1.6% |
36% |
False |
False |
3,983 |
100 |
1,430.2 |
1,182.3 |
247.9 |
19.8% |
20.7 |
1.7% |
28% |
False |
False |
3,314 |
120 |
1,430.2 |
1,182.3 |
247.9 |
19.8% |
20.3 |
1.6% |
28% |
False |
False |
2,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.1 |
2.618 |
1,284.7 |
1.618 |
1,273.4 |
1.000 |
1,266.4 |
0.618 |
1,262.1 |
HIGH |
1,255.1 |
0.618 |
1,250.8 |
0.500 |
1,249.5 |
0.382 |
1,248.1 |
LOW |
1,243.8 |
0.618 |
1,236.8 |
1.000 |
1,232.5 |
1.618 |
1,225.5 |
2.618 |
1,214.2 |
4.250 |
1,195.8 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,251.0 |
1,247.7 |
PP |
1,250.2 |
1,243.6 |
S1 |
1,249.5 |
1,239.5 |
|