Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,248.7 |
1,253.0 |
4.3 |
0.3% |
1,237.1 |
High |
1,255.1 |
1,255.2 |
0.1 |
0.0% |
1,249.1 |
Low |
1,243.8 |
1,242.0 |
-1.8 |
-0.1% |
1,215.3 |
Close |
1,251.8 |
1,246.0 |
-5.8 |
-0.5% |
1,247.5 |
Range |
11.3 |
13.2 |
1.9 |
16.8% |
33.8 |
ATR |
20.0 |
19.6 |
-0.5 |
-2.4% |
0.0 |
Volume |
18,497 |
29,021 |
10,524 |
56.9% |
95,719 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.3 |
1,279.9 |
1,253.3 |
|
R3 |
1,274.1 |
1,266.7 |
1,249.6 |
|
R2 |
1,260.9 |
1,260.9 |
1,248.4 |
|
R1 |
1,253.5 |
1,253.5 |
1,247.2 |
1,250.6 |
PP |
1,247.7 |
1,247.7 |
1,247.7 |
1,246.3 |
S1 |
1,240.3 |
1,240.3 |
1,244.8 |
1,237.4 |
S2 |
1,234.5 |
1,234.5 |
1,243.6 |
|
S3 |
1,221.3 |
1,227.1 |
1,242.4 |
|
S4 |
1,208.1 |
1,213.9 |
1,238.7 |
|
|
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 |
1,255.2 |
1,218.6 |
36.6 |
2.9% |
13.4 |
1.1% |
75% |
True |
False |
25,720 |
10 |
1,255.2 |
1,182.3 |
72.9 |
5.9% |
19.7 |
1.6% |
87% |
True |
False |
16,061 |
20 |
1,255.2 |
1,182.3 |
72.9 |
5.9% |
19.5 |
1.6% |
87% |
True |
False |
9,995 |
40 |
1,292.0 |
1,182.3 |
109.7 |
8.8% |
20.1 |
1.6% |
58% |
False |
False |
7,177 |
60 |
1,361.1 |
1,182.3 |
178.8 |
14.3% |
18.9 |
1.5% |
36% |
False |
False |
5,390 |
80 |
1,369.6 |
1,182.3 |
187.3 |
15.0% |
20.4 |
1.6% |
34% |
False |
False |
4,329 |
100 |
1,430.2 |
1,182.3 |
247.9 |
19.9% |
20.8 |
1.7% |
26% |
False |
False |
3,603 |
120 |
1,430.2 |
1,182.3 |
247.9 |
19.9% |
20.2 |
1.6% |
26% |
False |
False |
3,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.3 |
2.618 |
1,289.8 |
1.618 |
1,276.6 |
1.000 |
1,268.4 |
0.618 |
1,263.4 |
HIGH |
1,255.2 |
0.618 |
1,250.2 |
0.500 |
1,248.6 |
0.382 |
1,247.0 |
LOW |
1,242.0 |
0.618 |
1,233.8 |
1.000 |
1,228.8 |
1.618 |
1,220.6 |
2.618 |
1,207.4 |
4.250 |
1,185.9 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,248.6 |
1,244.4 |
PP |
1,247.7 |
1,242.8 |
S1 |
1,246.9 |
1,241.3 |
|