Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,253.0 |
1,240.6 |
-12.4 |
-1.0% |
1,248.7 |
High |
1,262.2 |
1,243.6 |
-18.6 |
-1.5% |
1,255.2 |
Low |
1,235.3 |
1,235.8 |
0.5 |
0.0% |
1,234.1 |
Close |
1,242.0 |
1,238.7 |
-3.3 |
-0.3% |
1,252.3 |
Range |
26.9 |
7.8 |
-19.1 |
-71.0% |
21.1 |
ATR |
18.8 |
18.0 |
-0.8 |
-4.2% |
0.0 |
Volume |
24,880 |
17,097 |
-7,783 |
-31.3% |
84,613 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.8 |
1,258.5 |
1,243.0 |
|
R3 |
1,255.0 |
1,250.7 |
1,240.8 |
|
R2 |
1,247.2 |
1,247.2 |
1,240.1 |
|
R1 |
1,242.9 |
1,242.9 |
1,239.4 |
1,241.2 |
PP |
1,239.4 |
1,239.4 |
1,239.4 |
1,238.5 |
S1 |
1,235.1 |
1,235.1 |
1,238.0 |
1,233.4 |
S2 |
1,231.6 |
1,231.6 |
1,237.3 |
|
S3 |
1,223.8 |
1,227.3 |
1,236.6 |
|
S4 |
1,216.0 |
1,219.5 |
1,234.4 |
|
|
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 |
1,262.2 |
1,234.1 |
28.1 |
2.3% |
14.3 |
1.2% |
16% |
False |
False |
15,814 |
10 |
1,262.2 |
1,218.6 |
43.6 |
3.5% |
13.8 |
1.1% |
46% |
False |
False |
20,767 |
20 |
1,262.2 |
1,182.3 |
79.9 |
6.5% |
16.6 |
1.3% |
71% |
False |
False |
12,947 |
40 |
1,266.7 |
1,182.3 |
84.4 |
6.8% |
19.9 |
1.6% |
67% |
False |
False |
8,809 |
60 |
1,361.1 |
1,182.3 |
178.8 |
14.4% |
18.8 |
1.5% |
32% |
False |
False |
6,598 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.4% |
19.9 |
1.6% |
32% |
False |
False |
5,292 |
100 |
1,419.2 |
1,182.3 |
236.9 |
19.1% |
20.5 |
1.7% |
24% |
False |
False |
4,365 |
120 |
1,430.2 |
1,182.3 |
247.9 |
20.0% |
20.4 |
1.6% |
23% |
False |
False |
3,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,276.8 |
2.618 |
1,264.0 |
1.618 |
1,256.2 |
1.000 |
1,251.4 |
0.618 |
1,248.4 |
HIGH |
1,243.6 |
0.618 |
1,240.6 |
0.500 |
1,239.7 |
0.382 |
1,238.8 |
LOW |
1,235.8 |
0.618 |
1,231.0 |
1.000 |
1,228.0 |
1.618 |
1,223.2 |
2.618 |
1,215.4 |
4.250 |
1,202.7 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,239.7 |
1,248.8 |
PP |
1,239.4 |
1,245.4 |
S1 |
1,239.0 |
1,242.1 |
|