Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,235.7 |
1,264.3 |
28.6 |
2.3% |
1,253.0 |
High |
1,267.1 |
1,273.2 |
6.1 |
0.5% |
1,273.2 |
Low |
1,230.8 |
1,256.9 |
26.1 |
2.1% |
1,230.8 |
Close |
1,262.5 |
1,264.5 |
2.0 |
0.2% |
1,264.5 |
Range |
36.3 |
16.3 |
-20.0 |
-55.1% |
42.4 |
ATR |
19.3 |
19.1 |
-0.2 |
-1.1% |
0.0 |
Volume |
43,690 |
36,209 |
-7,481 |
-17.1% |
121,876 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.8 |
1,305.4 |
1,273.5 |
|
R3 |
1,297.5 |
1,289.1 |
1,269.0 |
|
R2 |
1,281.2 |
1,281.2 |
1,267.5 |
|
R1 |
1,272.8 |
1,272.8 |
1,266.0 |
1,277.0 |
PP |
1,264.9 |
1,264.9 |
1,264.9 |
1,267.0 |
S1 |
1,256.5 |
1,256.5 |
1,263.0 |
1,260.7 |
S2 |
1,248.6 |
1,248.6 |
1,261.5 |
|
S3 |
1,232.3 |
1,240.2 |
1,260.0 |
|
S4 |
1,216.0 |
1,223.9 |
1,255.5 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.4 |
1,366.3 |
1,287.8 |
|
R3 |
1,341.0 |
1,323.9 |
1,276.2 |
|
R2 |
1,298.6 |
1,298.6 |
1,272.3 |
|
R1 |
1,281.5 |
1,281.5 |
1,268.4 |
1,290.1 |
PP |
1,256.2 |
1,256.2 |
1,256.2 |
1,260.4 |
S1 |
1,239.1 |
1,239.1 |
1,260.6 |
1,247.7 |
S2 |
1,213.8 |
1,213.8 |
1,256.7 |
|
S3 |
1,171.4 |
1,196.7 |
1,252.8 |
|
S4 |
1,129.0 |
1,154.3 |
1,241.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,273.2 |
1,230.8 |
42.4 |
3.4% |
20.9 |
1.6% |
79% |
True |
False |
26,124 |
10 |
1,273.2 |
1,227.3 |
45.9 |
3.6% |
17.0 |
1.3% |
81% |
True |
False |
22,689 |
20 |
1,273.2 |
1,182.3 |
90.9 |
7.2% |
18.2 |
1.4% |
90% |
True |
False |
16,526 |
40 |
1,273.2 |
1,182.3 |
90.9 |
7.2% |
20.4 |
1.6% |
90% |
True |
False |
10,459 |
60 |
1,360.6 |
1,182.3 |
178.3 |
14.1% |
19.1 |
1.5% |
46% |
False |
False |
7,905 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.1% |
20.0 |
1.6% |
46% |
False |
False |
6,268 |
100 |
1,416.0 |
1,182.3 |
233.7 |
18.5% |
20.8 |
1.6% |
35% |
False |
False |
5,146 |
120 |
1,430.2 |
1,182.3 |
247.9 |
19.6% |
20.4 |
1.6% |
33% |
False |
False |
4,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.5 |
2.618 |
1,315.9 |
1.618 |
1,299.6 |
1.000 |
1,289.5 |
0.618 |
1,283.3 |
HIGH |
1,273.2 |
0.618 |
1,267.0 |
0.500 |
1,265.1 |
0.382 |
1,263.1 |
LOW |
1,256.9 |
0.618 |
1,246.8 |
1.000 |
1,240.6 |
1.618 |
1,230.5 |
2.618 |
1,214.2 |
4.250 |
1,187.6 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,265.1 |
1,260.3 |
PP |
1,264.9 |
1,256.2 |
S1 |
1,264.7 |
1,252.0 |
|