Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,832.00 |
1,809.00 |
-23.00 |
-1.3% |
1,818.00 |
High |
1,832.75 |
1,827.25 |
-5.50 |
-0.3% |
1,835.50 |
Low |
1,803.25 |
1,806.25 |
3.00 |
0.2% |
1,811.00 |
Close |
1,808.50 |
1,826.25 |
17.75 |
1.0% |
1,831.00 |
Range |
29.50 |
21.00 |
-8.50 |
-28.8% |
24.50 |
ATR |
14.63 |
15.08 |
0.46 |
3.1% |
0.00 |
Volume |
3,227 |
2,637 |
-590 |
-18.3% |
14,602 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.00 |
1,875.50 |
1,837.75 |
|
R3 |
1,862.00 |
1,854.50 |
1,832.00 |
|
R2 |
1,841.00 |
1,841.00 |
1,830.00 |
|
R1 |
1,833.50 |
1,833.50 |
1,828.25 |
1,837.25 |
PP |
1,820.00 |
1,820.00 |
1,820.00 |
1,821.75 |
S1 |
1,812.50 |
1,812.50 |
1,824.25 |
1,816.25 |
S2 |
1,799.00 |
1,799.00 |
1,822.50 |
|
S3 |
1,778.00 |
1,791.50 |
1,820.50 |
|
S4 |
1,757.00 |
1,770.50 |
1,814.75 |
|
|
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% |
18.00 |
1.0% |
71% |
False |
False |
3,308 |
10 |
1,839.75 |
1,803.25 |
36.50 |
2.0% |
16.00 |
0.9% |
63% |
False |
False |
3,472 |
20 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
15.50 |
0.8% |
85% |
False |
False |
2,081 |
40 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
13.75 |
0.8% |
85% |
False |
False |
1,123 |
60 |
1,839.75 |
1,714.00 |
125.75 |
6.9% |
12.75 |
0.7% |
89% |
False |
False |
764 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
12.25 |
0.7% |
94% |
False |
False |
597 |
100 |
1,839.75 |
1,608.25 |
231.50 |
12.7% |
11.00 |
0.6% |
94% |
False |
False |
479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,916.50 |
2.618 |
1,882.25 |
1.618 |
1,861.25 |
1.000 |
1,848.25 |
0.618 |
1,840.25 |
HIGH |
1,827.25 |
0.618 |
1,819.25 |
0.500 |
1,816.75 |
0.382 |
1,814.25 |
LOW |
1,806.25 |
0.618 |
1,793.25 |
1.000 |
1,785.25 |
1.618 |
1,772.25 |
2.618 |
1,751.25 |
4.250 |
1,717.00 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,823.00 |
1,824.00 |
PP |
1,820.00 |
1,821.75 |
S1 |
1,816.75 |
1,819.50 |
|