Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,267.2 |
1,244.0 |
-23.2 |
-1.8% |
1,269.9 |
High |
1,267.8 |
1,254.8 |
-13.0 |
-1.0% |
1,280.1 |
Low |
1,237.5 |
1,238.2 |
0.7 |
0.1% |
1,237.5 |
Close |
1,242.5 |
1,239.8 |
-2.7 |
-0.2% |
1,239.8 |
Range |
30.3 |
16.6 |
-13.7 |
-45.2% |
42.6 |
ATR |
20.4 |
20.1 |
-0.3 |
-1.3% |
0.0 |
Volume |
163,622 |
116,151 |
-47,471 |
-29.0% |
554,124 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.1 |
1,283.5 |
1,248.9 |
|
R3 |
1,277.5 |
1,266.9 |
1,244.4 |
|
R2 |
1,260.9 |
1,260.9 |
1,242.8 |
|
R1 |
1,250.3 |
1,250.3 |
1,241.3 |
1,247.3 |
PP |
1,244.3 |
1,244.3 |
1,244.3 |
1,242.8 |
S1 |
1,233.7 |
1,233.7 |
1,238.3 |
1,230.7 |
S2 |
1,227.7 |
1,227.7 |
1,236.8 |
|
S3 |
1,211.1 |
1,217.1 |
1,235.2 |
|
S4 |
1,194.5 |
1,200.5 |
1,230.7 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.3 |
1,352.6 |
1,263.2 |
|
R3 |
1,337.7 |
1,310.0 |
1,251.5 |
|
R2 |
1,295.1 |
1,295.1 |
1,247.6 |
|
R1 |
1,267.4 |
1,267.4 |
1,243.7 |
1,260.0 |
PP |
1,252.5 |
1,252.5 |
1,252.5 |
1,248.7 |
S1 |
1,224.8 |
1,224.8 |
1,235.9 |
1,217.4 |
S2 |
1,209.9 |
1,209.9 |
1,232.0 |
|
S3 |
1,167.3 |
1,182.2 |
1,228.1 |
|
S4 |
1,124.7 |
1,139.6 |
1,216.4 |
|
|
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% |
22.3 |
1.8% |
5% |
False |
False |
110,824 |
10 |
1,280.1 |
1,230.8 |
49.3 |
4.0% |
21.6 |
1.7% |
18% |
False |
False |
68,474 |
20 |
1,280.1 |
1,215.3 |
64.8 |
5.2% |
18.6 |
1.5% |
38% |
False |
False |
43,395 |
40 |
1,280.1 |
1,182.3 |
97.8 |
7.9% |
20.7 |
1.7% |
59% |
False |
False |
23,542 |
60 |
1,325.2 |
1,182.3 |
142.9 |
11.5% |
19.5 |
1.6% |
40% |
False |
False |
17,052 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.4% |
19.7 |
1.6% |
32% |
False |
False |
13,155 |
100 |
1,385.4 |
1,182.3 |
203.1 |
16.4% |
20.9 |
1.7% |
28% |
False |
False |
10,644 |
120 |
1,430.2 |
1,182.3 |
247.9 |
20.0% |
20.7 |
1.7% |
23% |
False |
False |
8,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,325.4 |
2.618 |
1,298.3 |
1.618 |
1,281.7 |
1.000 |
1,271.4 |
0.618 |
1,265.1 |
HIGH |
1,254.8 |
0.618 |
1,248.5 |
0.500 |
1,246.5 |
0.382 |
1,244.5 |
LOW |
1,238.2 |
0.618 |
1,227.9 |
1.000 |
1,221.6 |
1.618 |
1,211.3 |
2.618 |
1,194.7 |
4.250 |
1,167.7 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,246.5 |
1,254.1 |
PP |
1,244.3 |
1,249.3 |
S1 |
1,242.0 |
1,244.6 |
|