Trading Metrics calculated at close of trading on 17-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,242.0 |
1,242.8 |
0.8 |
0.1% |
1,248.7 |
High |
1,245.3 |
1,255.1 |
9.8 |
0.8% |
1,255.2 |
Low |
1,236.5 |
1,238.1 |
1.6 |
0.1% |
1,234.1 |
Close |
1,240.6 |
1,252.3 |
11.7 |
0.9% |
1,252.3 |
Range |
8.8 |
17.0 |
8.2 |
93.2% |
21.1 |
ATR |
18.3 |
18.2 |
-0.1 |
-0.5% |
0.0 |
Volume |
20,237 |
8,748 |
-11,489 |
-56.8% |
84,613 |
|
Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.5 |
1,292.9 |
1,261.7 |
|
R3 |
1,282.5 |
1,275.9 |
1,257.0 |
|
R2 |
1,265.5 |
1,265.5 |
1,255.4 |
|
R1 |
1,258.9 |
1,258.9 |
1,253.9 |
1,262.2 |
PP |
1,248.5 |
1,248.5 |
1,248.5 |
1,250.2 |
S1 |
1,241.9 |
1,241.9 |
1,250.7 |
1,245.2 |
S2 |
1,231.5 |
1,231.5 |
1,249.2 |
|
S3 |
1,214.5 |
1,224.9 |
1,247.6 |
|
S4 |
1,197.5 |
1,207.9 |
1,243.0 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.5 |
1,302.5 |
1,263.9 |
|
R3 |
1,289.4 |
1,281.4 |
1,258.1 |
|
R2 |
1,268.3 |
1,268.3 |
1,256.2 |
|
R1 |
1,260.3 |
1,260.3 |
1,254.2 |
1,264.3 |
PP |
1,247.2 |
1,247.2 |
1,247.2 |
1,249.2 |
S1 |
1,239.2 |
1,239.2 |
1,250.4 |
1,243.2 |
S2 |
1,226.1 |
1,226.1 |
1,248.4 |
|
S3 |
1,205.0 |
1,218.1 |
1,246.5 |
|
S4 |
1,183.9 |
1,197.0 |
1,240.7 |
|
|
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 |
1,234.1 |
21.1 |
1.7% |
12.2 |
1.0% |
86% |
False |
False |
16,922 |
10 |
1,255.2 |
1,215.3 |
39.9 |
3.2% |
15.6 |
1.2% |
93% |
False |
False |
18,033 |
20 |
1,255.2 |
1,182.3 |
72.9 |
5.8% |
17.7 |
1.4% |
96% |
False |
False |
11,305 |
40 |
1,276.5 |
1,182.3 |
94.2 |
7.5% |
20.1 |
1.6% |
74% |
False |
False |
7,993 |
60 |
1,361.1 |
1,182.3 |
178.8 |
14.3% |
18.6 |
1.5% |
39% |
False |
False |
5,982 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.3% |
20.0 |
1.6% |
39% |
False |
False |
4,780 |
100 |
1,430.2 |
1,182.3 |
247.9 |
19.8% |
20.5 |
1.6% |
28% |
False |
False |
3,951 |
120 |
1,430.2 |
1,182.3 |
247.9 |
19.8% |
20.2 |
1.6% |
28% |
False |
False |
3,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,327.4 |
2.618 |
1,299.6 |
1.618 |
1,282.6 |
1.000 |
1,272.1 |
0.618 |
1,265.6 |
HIGH |
1,255.1 |
0.618 |
1,248.6 |
0.500 |
1,246.6 |
0.382 |
1,244.6 |
LOW |
1,238.1 |
0.618 |
1,227.6 |
1.000 |
1,221.1 |
1.618 |
1,210.6 |
2.618 |
1,193.6 |
4.250 |
1,165.9 |
|
|
Fisher Pivots for day following 17-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,250.4 |
1,249.7 |
PP |
1,248.5 |
1,247.2 |
S1 |
1,246.6 |
1,244.6 |
|