Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,826.50 |
1,834.75 |
8.25 |
0.5% |
1,818.00 |
High |
1,839.00 |
1,836.75 |
-2.25 |
-0.1% |
1,835.50 |
Low |
1,825.00 |
1,828.00 |
3.00 |
0.2% |
1,811.00 |
Close |
1,835.00 |
1,829.50 |
-5.50 |
-0.3% |
1,831.00 |
Range |
14.00 |
8.75 |
-5.25 |
-37.5% |
24.50 |
ATR |
15.00 |
14.56 |
-0.45 |
-3.0% |
0.00 |
Volume |
3,899 |
3,604 |
-295 |
-7.6% |
14,602 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,857.75 |
1,852.25 |
1,834.25 |
|
R3 |
1,849.00 |
1,843.50 |
1,832.00 |
|
R2 |
1,840.25 |
1,840.25 |
1,831.00 |
|
R1 |
1,834.75 |
1,834.75 |
1,830.25 |
1,833.00 |
PP |
1,831.50 |
1,831.50 |
1,831.50 |
1,830.50 |
S1 |
1,826.00 |
1,826.00 |
1,828.75 |
1,824.50 |
S2 |
1,822.75 |
1,822.75 |
1,828.00 |
|
S3 |
1,814.00 |
1,817.25 |
1,827.00 |
|
S4 |
1,805.25 |
1,808.50 |
1,824.75 |
|
|
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 |
1,839.00 |
1,803.25 |
35.75 |
2.0% |
17.75 |
1.0% |
73% |
False |
False |
3,284 |
10 |
1,839.00 |
1,803.25 |
35.75 |
2.0% |
15.25 |
0.8% |
73% |
False |
False |
3,720 |
20 |
1,839.75 |
1,754.00 |
85.75 |
4.7% |
14.50 |
0.8% |
88% |
False |
False |
2,415 |
40 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
13.75 |
0.8% |
89% |
False |
False |
1,309 |
60 |
1,839.75 |
1,723.25 |
116.50 |
6.4% |
12.75 |
0.7% |
91% |
False |
False |
888 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
12.25 |
0.7% |
95% |
False |
False |
690 |
100 |
1,839.75 |
1,608.25 |
231.50 |
12.7% |
11.25 |
0.6% |
96% |
False |
False |
554 |
120 |
1,839.75 |
1,608.25 |
231.50 |
12.7% |
10.00 |
0.5% |
96% |
False |
False |
464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,874.00 |
2.618 |
1,859.75 |
1.618 |
1,851.00 |
1.000 |
1,845.50 |
0.618 |
1,842.25 |
HIGH |
1,836.75 |
0.618 |
1,833.50 |
0.500 |
1,832.50 |
0.382 |
1,831.25 |
LOW |
1,828.00 |
0.618 |
1,822.50 |
1.000 |
1,819.25 |
1.618 |
1,813.75 |
2.618 |
1,805.00 |
4.250 |
1,790.75 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,832.50 |
1,827.25 |
PP |
1,831.50 |
1,825.00 |
S1 |
1,830.50 |
1,822.50 |
|