Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,826.75 |
1,832.00 |
5.25 |
0.3% |
1,818.00 |
High |
1,835.50 |
1,832.75 |
-2.75 |
-0.1% |
1,835.50 |
Low |
1,820.00 |
1,803.25 |
-16.75 |
-0.9% |
1,811.00 |
Close |
1,831.00 |
1,808.50 |
-22.50 |
-1.2% |
1,831.00 |
Range |
15.50 |
29.50 |
14.00 |
90.3% |
24.50 |
ATR |
13.48 |
14.63 |
1.14 |
8.5% |
0.00 |
Volume |
3,055 |
3,227 |
172 |
5.6% |
14,602 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,903.25 |
1,885.50 |
1,824.75 |
|
R3 |
1,873.75 |
1,856.00 |
1,816.50 |
|
R2 |
1,844.25 |
1,844.25 |
1,814.00 |
|
R1 |
1,826.50 |
1,826.50 |
1,811.25 |
1,820.50 |
PP |
1,814.75 |
1,814.75 |
1,814.75 |
1,812.00 |
S1 |
1,797.00 |
1,797.00 |
1,805.75 |
1,791.00 |
S2 |
1,785.25 |
1,785.25 |
1,803.00 |
|
S3 |
1,755.75 |
1,767.50 |
1,800.50 |
|
S4 |
1,726.25 |
1,738.00 |
1,792.25 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,899.25 |
1,889.75 |
1,844.50 |
|
R3 |
1,874.75 |
1,865.25 |
1,837.75 |
|
R2 |
1,850.25 |
1,850.25 |
1,835.50 |
|
R1 |
1,840.75 |
1,840.75 |
1,833.25 |
1,845.50 |
PP |
1,825.75 |
1,825.75 |
1,825.75 |
1,828.25 |
S1 |
1,816.25 |
1,816.25 |
1,828.75 |
1,821.00 |
S2 |
1,801.25 |
1,801.25 |
1,826.50 |
|
S3 |
1,776.75 |
1,791.75 |
1,824.25 |
|
S4 |
1,752.25 |
1,767.25 |
1,817.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,835.50 |
1,803.25 |
32.25 |
1.8% |
16.50 |
0.9% |
16% |
False |
True |
3,258 |
10 |
1,839.75 |
1,803.25 |
36.50 |
2.0% |
14.50 |
0.8% |
14% |
False |
True |
3,271 |
20 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
15.00 |
0.8% |
66% |
False |
False |
1,982 |
40 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
13.50 |
0.7% |
66% |
False |
False |
1,060 |
60 |
1,839.75 |
1,698.00 |
141.75 |
7.8% |
12.75 |
0.7% |
78% |
False |
False |
723 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.5% |
12.25 |
0.7% |
85% |
False |
False |
564 |
100 |
1,839.75 |
1,608.25 |
231.50 |
12.8% |
10.75 |
0.6% |
87% |
False |
False |
452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,958.00 |
2.618 |
1,910.00 |
1.618 |
1,880.50 |
1.000 |
1,862.25 |
0.618 |
1,851.00 |
HIGH |
1,832.75 |
0.618 |
1,821.50 |
0.500 |
1,818.00 |
0.382 |
1,814.50 |
LOW |
1,803.25 |
0.618 |
1,785.00 |
1.000 |
1,773.75 |
1.618 |
1,755.50 |
2.618 |
1,726.00 |
4.250 |
1,678.00 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,818.00 |
1,819.50 |
PP |
1,814.75 |
1,815.75 |
S1 |
1,811.75 |
1,812.00 |
|