Trading Metrics calculated at close of trading on 17-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,834.75 |
1,831.00 |
-3.75 |
-0.2% |
1,832.00 |
High |
1,836.75 |
1,836.00 |
-0.75 |
0.0% |
1,839.00 |
Low |
1,828.00 |
1,822.75 |
-5.25 |
-0.3% |
1,803.25 |
Close |
1,829.50 |
1,827.75 |
-1.75 |
-0.1% |
1,827.75 |
Range |
8.75 |
13.25 |
4.50 |
51.4% |
35.75 |
ATR |
14.56 |
14.46 |
-0.09 |
-0.6% |
0.00 |
Volume |
3,604 |
3,212 |
-392 |
-10.9% |
16,579 |
|
Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,868.50 |
1,861.50 |
1,835.00 |
|
R3 |
1,855.25 |
1,848.25 |
1,831.50 |
|
R2 |
1,842.00 |
1,842.00 |
1,830.25 |
|
R1 |
1,835.00 |
1,835.00 |
1,829.00 |
1,832.00 |
PP |
1,828.75 |
1,828.75 |
1,828.75 |
1,827.25 |
S1 |
1,821.75 |
1,821.75 |
1,826.50 |
1,818.50 |
S2 |
1,815.50 |
1,815.50 |
1,825.25 |
|
S3 |
1,802.25 |
1,808.50 |
1,824.00 |
|
S4 |
1,789.00 |
1,795.25 |
1,820.50 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,930.50 |
1,915.00 |
1,847.50 |
|
R3 |
1,894.75 |
1,879.25 |
1,837.50 |
|
R2 |
1,859.00 |
1,859.00 |
1,834.25 |
|
R1 |
1,843.50 |
1,843.50 |
1,831.00 |
1,833.50 |
PP |
1,823.25 |
1,823.25 |
1,823.25 |
1,818.25 |
S1 |
1,807.75 |
1,807.75 |
1,824.50 |
1,797.50 |
S2 |
1,787.50 |
1,787.50 |
1,821.25 |
|
S3 |
1,751.75 |
1,772.00 |
1,818.00 |
|
S4 |
1,716.00 |
1,736.25 |
1,808.00 |
|
|
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% |
17.25 |
0.9% |
69% |
False |
False |
3,315 |
10 |
1,839.00 |
1,803.25 |
35.75 |
2.0% |
15.50 |
0.8% |
69% |
False |
False |
3,118 |
20 |
1,839.75 |
1,788.00 |
51.75 |
2.8% |
13.00 |
0.7% |
77% |
False |
False |
2,562 |
40 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
14.00 |
0.8% |
87% |
False |
False |
1,387 |
60 |
1,839.75 |
1,723.25 |
116.50 |
6.4% |
13.00 |
0.7% |
90% |
False |
False |
942 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
12.25 |
0.7% |
94% |
False |
False |
730 |
100 |
1,839.75 |
1,608.25 |
231.50 |
12.7% |
11.25 |
0.6% |
95% |
False |
False |
586 |
120 |
1,839.75 |
1,608.25 |
231.50 |
12.7% |
10.00 |
0.5% |
95% |
False |
False |
490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,892.25 |
2.618 |
1,870.75 |
1.618 |
1,857.50 |
1.000 |
1,849.25 |
0.618 |
1,844.25 |
HIGH |
1,836.00 |
0.618 |
1,831.00 |
0.500 |
1,829.50 |
0.382 |
1,827.75 |
LOW |
1,822.75 |
0.618 |
1,814.50 |
1.000 |
1,809.50 |
1.618 |
1,801.25 |
2.618 |
1,788.00 |
4.250 |
1,766.50 |
|
|
Fisher Pivots for day following 17-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,829.50 |
1,831.00 |
PP |
1,828.75 |
1,829.75 |
S1 |
1,828.25 |
1,828.75 |
|