Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,269.9 |
1,254.9 |
-15.0 |
-1.2% |
1,253.0 |
High |
1,280.1 |
1,261.9 |
-18.2 |
-1.4% |
1,273.2 |
Low |
1,252.0 |
1,248.0 |
-4.0 |
-0.3% |
1,230.8 |
Close |
1,263.5 |
1,250.5 |
-13.0 |
-1.0% |
1,264.5 |
Range |
28.1 |
13.9 |
-14.2 |
-50.5% |
42.4 |
ATR |
19.8 |
19.4 |
-0.3 |
-1.5% |
0.0 |
Volume |
64,820 |
82,833 |
18,013 |
27.8% |
121,876 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.2 |
1,286.7 |
1,258.1 |
|
R3 |
1,281.3 |
1,272.8 |
1,254.3 |
|
R2 |
1,267.4 |
1,267.4 |
1,253.0 |
|
R1 |
1,258.9 |
1,258.9 |
1,251.8 |
1,256.2 |
PP |
1,253.5 |
1,253.5 |
1,253.5 |
1,252.1 |
S1 |
1,245.0 |
1,245.0 |
1,249.2 |
1,242.3 |
S2 |
1,239.6 |
1,239.6 |
1,248.0 |
|
S3 |
1,225.7 |
1,231.1 |
1,246.7 |
|
S4 |
1,211.8 |
1,217.2 |
1,242.9 |
|
|
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% |
20.5 |
1.6% |
40% |
False |
False |
48,929 |
10 |
1,280.1 |
1,230.8 |
49.3 |
3.9% |
17.9 |
1.4% |
40% |
False |
False |
33,564 |
20 |
1,280.1 |
1,182.3 |
97.8 |
7.8% |
19.2 |
1.5% |
70% |
False |
False |
23,549 |
40 |
1,280.1 |
1,182.3 |
97.8 |
7.8% |
20.6 |
1.6% |
70% |
False |
False |
13,676 |
60 |
1,342.0 |
1,182.3 |
159.7 |
12.8% |
19.2 |
1.5% |
43% |
False |
False |
10,338 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.3% |
19.4 |
1.6% |
38% |
False |
False |
8,096 |
100 |
1,391.6 |
1,182.3 |
209.3 |
16.7% |
20.6 |
1.6% |
33% |
False |
False |
6,601 |
120 |
1,430.2 |
1,182.3 |
247.9 |
19.8% |
20.5 |
1.6% |
28% |
False |
False |
5,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,321.0 |
2.618 |
1,298.3 |
1.618 |
1,284.4 |
1.000 |
1,275.8 |
0.618 |
1,270.5 |
HIGH |
1,261.9 |
0.618 |
1,256.6 |
0.500 |
1,255.0 |
0.382 |
1,253.3 |
LOW |
1,248.0 |
0.618 |
1,239.4 |
1.000 |
1,234.1 |
1.618 |
1,225.5 |
2.618 |
1,211.6 |
4.250 |
1,188.9 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,255.0 |
1,264.1 |
PP |
1,253.5 |
1,259.5 |
S1 |
1,252.0 |
1,255.0 |
|