Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,253.0 |
1,244.9 |
-8.1 |
-0.6% |
1,237.1 |
High |
1,255.2 |
1,244.9 |
-10.3 |
-0.8% |
1,249.1 |
Low |
1,242.0 |
1,234.1 |
-7.9 |
-0.6% |
1,215.3 |
Close |
1,246.0 |
1,238.8 |
-7.2 |
-0.6% |
1,247.5 |
Range |
13.2 |
10.8 |
-2.4 |
-18.2% |
33.8 |
ATR |
19.6 |
19.0 |
-0.5 |
-2.8% |
0.0 |
Volume |
29,021 |
8,110 |
-20,911 |
-72.1% |
95,719 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.7 |
1,266.0 |
1,244.7 |
|
R3 |
1,260.9 |
1,255.2 |
1,241.8 |
|
R2 |
1,250.1 |
1,250.1 |
1,240.8 |
|
R1 |
1,244.4 |
1,244.4 |
1,239.8 |
1,241.9 |
PP |
1,239.3 |
1,239.3 |
1,239.3 |
1,238.0 |
S1 |
1,233.6 |
1,233.6 |
1,237.8 |
1,231.1 |
S2 |
1,228.5 |
1,228.5 |
1,236.8 |
|
S3 |
1,217.7 |
1,222.8 |
1,235.8 |
|
S4 |
1,206.9 |
1,212.0 |
1,232.9 |
|
|
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 |
1,223.8 |
31.4 |
2.5% |
12.9 |
1.0% |
48% |
False |
False |
22,264 |
10 |
1,255.2 |
1,203.7 |
51.5 |
4.2% |
17.6 |
1.4% |
68% |
False |
False |
16,620 |
20 |
1,255.2 |
1,182.3 |
72.9 |
5.9% |
18.8 |
1.5% |
78% |
False |
False |
10,282 |
40 |
1,289.9 |
1,182.3 |
107.6 |
8.7% |
20.1 |
1.6% |
53% |
False |
False |
7,340 |
60 |
1,361.1 |
1,182.3 |
178.8 |
14.4% |
18.9 |
1.5% |
32% |
False |
False |
5,519 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.4% |
20.0 |
1.6% |
32% |
False |
False |
4,425 |
100 |
1,430.2 |
1,182.3 |
247.9 |
20.0% |
20.7 |
1.7% |
23% |
False |
False |
3,678 |
120 |
1,430.2 |
1,182.3 |
247.9 |
20.0% |
20.2 |
1.6% |
23% |
False |
False |
3,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.8 |
2.618 |
1,273.2 |
1.618 |
1,262.4 |
1.000 |
1,255.7 |
0.618 |
1,251.6 |
HIGH |
1,244.9 |
0.618 |
1,240.8 |
0.500 |
1,239.5 |
0.382 |
1,238.2 |
LOW |
1,234.1 |
0.618 |
1,227.4 |
1.000 |
1,223.3 |
1.618 |
1,216.6 |
2.618 |
1,205.8 |
4.250 |
1,188.2 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,239.5 |
1,244.7 |
PP |
1,239.3 |
1,242.7 |
S1 |
1,239.0 |
1,240.8 |
|