Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,244.9 |
1,242.0 |
-2.9 |
-0.2% |
1,237.1 |
High |
1,244.9 |
1,245.3 |
0.4 |
0.0% |
1,249.1 |
Low |
1,234.1 |
1,236.5 |
2.4 |
0.2% |
1,215.3 |
Close |
1,238.8 |
1,240.6 |
1.8 |
0.1% |
1,247.5 |
Range |
10.8 |
8.8 |
-2.0 |
-18.5% |
33.8 |
ATR |
19.0 |
18.3 |
-0.7 |
-3.8% |
0.0 |
Volume |
8,110 |
20,237 |
12,127 |
149.5% |
95,719 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.2 |
1,262.7 |
1,245.4 |
|
R3 |
1,258.4 |
1,253.9 |
1,243.0 |
|
R2 |
1,249.6 |
1,249.6 |
1,242.2 |
|
R1 |
1,245.1 |
1,245.1 |
1,241.4 |
1,243.0 |
PP |
1,240.8 |
1,240.8 |
1,240.8 |
1,239.7 |
S1 |
1,236.3 |
1,236.3 |
1,239.8 |
1,234.2 |
S2 |
1,232.0 |
1,232.0 |
1,239.0 |
|
S3 |
1,223.2 |
1,227.5 |
1,238.2 |
|
S4 |
1,214.4 |
1,218.7 |
1,235.8 |
|
|
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 |
1,227.3 |
27.9 |
2.2% |
13.2 |
1.1% |
48% |
False |
False |
19,255 |
10 |
1,255.2 |
1,215.3 |
39.9 |
3.2% |
15.7 |
1.3% |
63% |
False |
False |
18,316 |
20 |
1,255.2 |
1,182.3 |
72.9 |
5.9% |
18.2 |
1.5% |
80% |
False |
False |
11,136 |
40 |
1,278.7 |
1,182.3 |
96.4 |
7.8% |
19.9 |
1.6% |
60% |
False |
False |
7,813 |
60 |
1,361.1 |
1,182.3 |
178.8 |
14.4% |
18.9 |
1.5% |
33% |
False |
False |
5,841 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.4% |
20.0 |
1.6% |
33% |
False |
False |
4,673 |
100 |
1,430.2 |
1,182.3 |
247.9 |
20.0% |
20.5 |
1.7% |
24% |
False |
False |
3,874 |
120 |
1,430.2 |
1,182.3 |
247.9 |
20.0% |
20.2 |
1.6% |
24% |
False |
False |
3,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,282.7 |
2.618 |
1,268.3 |
1.618 |
1,259.5 |
1.000 |
1,254.1 |
0.618 |
1,250.7 |
HIGH |
1,245.3 |
0.618 |
1,241.9 |
0.500 |
1,240.9 |
0.382 |
1,239.9 |
LOW |
1,236.5 |
0.618 |
1,231.1 |
1.000 |
1,227.7 |
1.618 |
1,222.3 |
2.618 |
1,213.5 |
4.250 |
1,199.1 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,240.9 |
1,244.7 |
PP |
1,240.8 |
1,243.3 |
S1 |
1,240.7 |
1,242.0 |
|