Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,255.8 |
1,267.2 |
11.4 |
0.9% |
1,253.0 |
High |
1,270.7 |
1,267.8 |
-2.9 |
-0.2% |
1,273.2 |
Low |
1,248.3 |
1,237.5 |
-10.8 |
-0.9% |
1,230.8 |
Close |
1,262.2 |
1,242.5 |
-19.7 |
-1.6% |
1,264.5 |
Range |
22.4 |
30.3 |
7.9 |
35.3% |
42.4 |
ATR |
19.7 |
20.4 |
0.8 |
3.9% |
0.0 |
Volume |
126,698 |
163,622 |
36,924 |
29.1% |
121,876 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.2 |
1,321.6 |
1,259.2 |
|
R3 |
1,309.9 |
1,291.3 |
1,250.8 |
|
R2 |
1,279.6 |
1,279.6 |
1,248.1 |
|
R1 |
1,261.0 |
1,261.0 |
1,245.3 |
1,255.2 |
PP |
1,249.3 |
1,249.3 |
1,249.3 |
1,246.3 |
S1 |
1,230.7 |
1,230.7 |
1,239.7 |
1,224.9 |
S2 |
1,219.0 |
1,219.0 |
1,236.9 |
|
S3 |
1,188.7 |
1,200.4 |
1,234.2 |
|
S4 |
1,158.4 |
1,170.1 |
1,225.8 |
|
|
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 |
1,237.5 |
42.6 |
3.4% |
22.2 |
1.8% |
12% |
False |
True |
94,836 |
10 |
1,280.1 |
1,230.8 |
49.3 |
4.0% |
20.8 |
1.7% |
24% |
False |
False |
58,883 |
20 |
1,280.1 |
1,203.7 |
76.4 |
6.1% |
19.2 |
1.5% |
51% |
False |
False |
37,751 |
40 |
1,280.1 |
1,182.3 |
97.8 |
7.9% |
20.6 |
1.7% |
62% |
False |
False |
20,722 |
60 |
1,325.2 |
1,182.3 |
142.9 |
11.5% |
19.4 |
1.6% |
42% |
False |
False |
15,144 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.4% |
19.7 |
1.6% |
34% |
False |
False |
11,715 |
100 |
1,391.1 |
1,182.3 |
208.8 |
16.8% |
20.7 |
1.7% |
29% |
False |
False |
9,488 |
120 |
1,430.2 |
1,182.3 |
247.9 |
20.0% |
20.6 |
1.7% |
24% |
False |
False |
8,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.6 |
2.618 |
1,347.1 |
1.618 |
1,316.8 |
1.000 |
1,298.1 |
0.618 |
1,286.5 |
HIGH |
1,267.8 |
0.618 |
1,256.2 |
0.500 |
1,252.7 |
0.382 |
1,249.1 |
LOW |
1,237.5 |
0.618 |
1,218.8 |
1.000 |
1,207.2 |
1.618 |
1,188.5 |
2.618 |
1,158.2 |
4.250 |
1,108.7 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,252.7 |
1,254.1 |
PP |
1,249.3 |
1,250.2 |
S1 |
1,245.9 |
1,246.4 |
|