Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,254.9 |
1,255.8 |
0.9 |
0.1% |
1,253.0 |
High |
1,261.9 |
1,270.7 |
8.8 |
0.7% |
1,273.2 |
Low |
1,248.0 |
1,248.3 |
0.3 |
0.0% |
1,230.8 |
Close |
1,250.5 |
1,262.2 |
11.7 |
0.9% |
1,264.5 |
Range |
13.9 |
22.4 |
8.5 |
61.2% |
42.4 |
ATR |
19.4 |
19.7 |
0.2 |
1.1% |
0.0 |
Volume |
82,833 |
126,698 |
43,865 |
53.0% |
121,876 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.6 |
1,317.3 |
1,274.5 |
|
R3 |
1,305.2 |
1,294.9 |
1,268.4 |
|
R2 |
1,282.8 |
1,282.8 |
1,266.3 |
|
R1 |
1,272.5 |
1,272.5 |
1,264.3 |
1,277.7 |
PP |
1,260.4 |
1,260.4 |
1,260.4 |
1,263.0 |
S1 |
1,250.1 |
1,250.1 |
1,260.1 |
1,255.3 |
S2 |
1,238.0 |
1,238.0 |
1,258.1 |
|
S3 |
1,215.6 |
1,227.7 |
1,256.0 |
|
S4 |
1,193.2 |
1,205.3 |
1,249.9 |
|
|
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% |
23.4 |
1.9% |
64% |
False |
False |
70,850 |
10 |
1,280.1 |
1,230.8 |
49.3 |
3.9% |
18.8 |
1.5% |
64% |
False |
False |
43,332 |
20 |
1,280.1 |
1,182.3 |
97.8 |
7.7% |
19.3 |
1.5% |
82% |
False |
False |
29,696 |
40 |
1,280.1 |
1,182.3 |
97.8 |
7.7% |
20.7 |
1.6% |
82% |
False |
False |
16,728 |
60 |
1,328.0 |
1,182.3 |
145.7 |
11.5% |
19.2 |
1.5% |
55% |
False |
False |
12,437 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.2% |
19.5 |
1.5% |
45% |
False |
False |
9,673 |
100 |
1,391.4 |
1,182.3 |
209.1 |
16.6% |
20.6 |
1.6% |
38% |
False |
False |
7,859 |
120 |
1,430.2 |
1,182.3 |
247.9 |
19.6% |
20.6 |
1.6% |
32% |
False |
False |
6,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.9 |
2.618 |
1,329.3 |
1.618 |
1,306.9 |
1.000 |
1,293.1 |
0.618 |
1,284.5 |
HIGH |
1,270.7 |
0.618 |
1,262.1 |
0.500 |
1,259.5 |
0.382 |
1,256.9 |
LOW |
1,248.3 |
0.618 |
1,234.5 |
1.000 |
1,225.9 |
1.618 |
1,212.1 |
2.618 |
1,189.7 |
4.250 |
1,153.1 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,261.3 |
1,264.1 |
PP |
1,260.4 |
1,263.4 |
S1 |
1,259.5 |
1,262.8 |
|