Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,264.3 |
1,269.9 |
5.6 |
0.4% |
1,253.0 |
High |
1,273.2 |
1,280.1 |
6.9 |
0.5% |
1,273.2 |
Low |
1,256.9 |
1,252.0 |
-4.9 |
-0.4% |
1,230.8 |
Close |
1,264.5 |
1,263.5 |
-1.0 |
-0.1% |
1,264.5 |
Range |
16.3 |
28.1 |
11.8 |
72.4% |
42.4 |
ATR |
19.1 |
19.8 |
0.6 |
3.4% |
0.0 |
Volume |
36,209 |
64,820 |
28,611 |
79.0% |
121,876 |
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.5 |
1,334.6 |
1,279.0 |
|
R3 |
1,321.4 |
1,306.5 |
1,271.2 |
|
R2 |
1,293.3 |
1,293.3 |
1,268.7 |
|
R1 |
1,278.4 |
1,278.4 |
1,266.1 |
1,271.8 |
PP |
1,265.2 |
1,265.2 |
1,265.2 |
1,261.9 |
S1 |
1,250.3 |
1,250.3 |
1,260.9 |
1,243.7 |
S2 |
1,237.1 |
1,237.1 |
1,258.3 |
|
S3 |
1,209.0 |
1,222.2 |
1,255.8 |
|
S4 |
1,180.9 |
1,194.1 |
1,248.0 |
|
|
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 |
1,280.1 |
1,230.8 |
49.3 |
3.9% |
23.1 |
1.8% |
66% |
True |
False |
37,339 |
10 |
1,280.1 |
1,230.8 |
49.3 |
3.9% |
17.7 |
1.4% |
66% |
True |
False |
27,130 |
20 |
1,280.1 |
1,182.3 |
97.8 |
7.7% |
18.9 |
1.5% |
83% |
True |
False |
19,682 |
40 |
1,280.1 |
1,182.3 |
97.8 |
7.7% |
20.7 |
1.6% |
83% |
True |
False |
11,921 |
60 |
1,360.6 |
1,182.3 |
178.3 |
14.1% |
19.4 |
1.5% |
46% |
False |
False |
8,965 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.2% |
19.7 |
1.6% |
45% |
False |
False |
7,073 |
100 |
1,414.1 |
1,182.3 |
231.8 |
18.3% |
20.7 |
1.6% |
35% |
False |
False |
5,781 |
120 |
1,430.2 |
1,182.3 |
247.9 |
19.6% |
20.5 |
1.6% |
33% |
False |
False |
4,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,399.5 |
2.618 |
1,353.7 |
1.618 |
1,325.6 |
1.000 |
1,308.2 |
0.618 |
1,297.5 |
HIGH |
1,280.1 |
0.618 |
1,269.4 |
0.500 |
1,266.1 |
0.382 |
1,262.7 |
LOW |
1,252.0 |
0.618 |
1,234.6 |
1.000 |
1,223.9 |
1.618 |
1,206.5 |
2.618 |
1,178.4 |
4.250 |
1,132.6 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,266.1 |
1,260.8 |
PP |
1,265.2 |
1,258.1 |
S1 |
1,264.4 |
1,255.5 |
|