Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,240.6 |
1,235.7 |
-4.9 |
-0.4% |
1,248.7 |
High |
1,243.6 |
1,267.1 |
23.5 |
1.9% |
1,255.2 |
Low |
1,235.8 |
1,230.8 |
-5.0 |
-0.4% |
1,234.1 |
Close |
1,238.7 |
1,262.5 |
23.8 |
1.9% |
1,252.3 |
Range |
7.8 |
36.3 |
28.5 |
365.4% |
21.1 |
ATR |
18.0 |
19.3 |
1.3 |
7.2% |
0.0 |
Volume |
17,097 |
43,690 |
26,593 |
155.5% |
84,613 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.4 |
1,348.7 |
1,282.5 |
|
R3 |
1,326.1 |
1,312.4 |
1,272.5 |
|
R2 |
1,289.8 |
1,289.8 |
1,269.2 |
|
R1 |
1,276.1 |
1,276.1 |
1,265.8 |
1,283.0 |
PP |
1,253.5 |
1,253.5 |
1,253.5 |
1,256.9 |
S1 |
1,239.8 |
1,239.8 |
1,259.2 |
1,246.7 |
S2 |
1,217.2 |
1,217.2 |
1,255.8 |
|
S3 |
1,180.9 |
1,203.5 |
1,252.5 |
|
S4 |
1,144.6 |
1,167.2 |
1,242.5 |
|
|
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 |
1,267.1 |
1,230.8 |
36.3 |
2.9% |
19.4 |
1.5% |
87% |
True |
True |
22,930 |
10 |
1,267.1 |
1,223.8 |
43.3 |
3.4% |
16.1 |
1.3% |
89% |
True |
False |
22,597 |
20 |
1,267.1 |
1,182.3 |
84.8 |
6.7% |
17.8 |
1.4% |
95% |
True |
False |
14,814 |
40 |
1,267.1 |
1,182.3 |
84.8 |
6.7% |
20.6 |
1.6% |
95% |
True |
False |
9,640 |
60 |
1,361.1 |
1,182.3 |
178.8 |
14.2% |
19.1 |
1.5% |
45% |
False |
False |
7,320 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.2% |
20.1 |
1.6% |
45% |
False |
False |
5,826 |
100 |
1,416.0 |
1,182.3 |
233.7 |
18.5% |
20.8 |
1.6% |
34% |
False |
False |
4,797 |
120 |
1,430.2 |
1,182.3 |
247.9 |
19.6% |
20.5 |
1.6% |
32% |
False |
False |
4,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,421.4 |
2.618 |
1,362.1 |
1.618 |
1,325.8 |
1.000 |
1,303.4 |
0.618 |
1,289.5 |
HIGH |
1,267.1 |
0.618 |
1,253.2 |
0.500 |
1,249.0 |
0.382 |
1,244.7 |
LOW |
1,230.8 |
0.618 |
1,208.4 |
1.000 |
1,194.5 |
1.618 |
1,172.1 |
2.618 |
1,135.8 |
4.250 |
1,076.5 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,258.0 |
1,258.0 |
PP |
1,253.5 |
1,253.5 |
S1 |
1,249.0 |
1,249.0 |
|