Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,831.00 |
1,827.00 |
-4.00 |
-0.2% |
1,832.00 |
High |
1,836.00 |
1,837.25 |
1.25 |
0.1% |
1,839.00 |
Low |
1,822.75 |
1,819.75 |
-3.00 |
-0.2% |
1,803.25 |
Close |
1,827.75 |
1,831.75 |
4.00 |
0.2% |
1,827.75 |
Range |
13.25 |
17.50 |
4.25 |
32.1% |
35.75 |
ATR |
14.46 |
14.68 |
0.22 |
1.5% |
0.00 |
Volume |
3,212 |
2,466 |
-746 |
-23.2% |
16,579 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,882.00 |
1,874.50 |
1,841.50 |
|
R3 |
1,864.50 |
1,857.00 |
1,836.50 |
|
R2 |
1,847.00 |
1,847.00 |
1,835.00 |
|
R1 |
1,839.50 |
1,839.50 |
1,833.25 |
1,843.25 |
PP |
1,829.50 |
1,829.50 |
1,829.50 |
1,831.50 |
S1 |
1,822.00 |
1,822.00 |
1,830.25 |
1,825.75 |
S2 |
1,812.00 |
1,812.00 |
1,828.50 |
|
S3 |
1,794.50 |
1,804.50 |
1,827.00 |
|
S4 |
1,777.00 |
1,787.00 |
1,822.00 |
|
|
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 |
1,806.25 |
32.75 |
1.8% |
15.00 |
0.8% |
78% |
False |
False |
3,163 |
10 |
1,839.00 |
1,803.25 |
35.75 |
2.0% |
15.75 |
0.9% |
80% |
False |
False |
3,211 |
20 |
1,839.75 |
1,796.00 |
43.75 |
2.4% |
13.25 |
0.7% |
82% |
False |
False |
2,643 |
40 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
13.75 |
0.8% |
91% |
False |
False |
1,447 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
13.25 |
0.7% |
93% |
False |
False |
983 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
12.50 |
0.7% |
96% |
False |
False |
760 |
100 |
1,839.75 |
1,611.50 |
228.25 |
12.5% |
11.50 |
0.6% |
96% |
False |
False |
610 |
120 |
1,839.75 |
1,608.25 |
231.50 |
12.6% |
10.25 |
0.6% |
97% |
False |
False |
511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,911.50 |
2.618 |
1,883.00 |
1.618 |
1,865.50 |
1.000 |
1,854.75 |
0.618 |
1,848.00 |
HIGH |
1,837.25 |
0.618 |
1,830.50 |
0.500 |
1,828.50 |
0.382 |
1,826.50 |
LOW |
1,819.75 |
0.618 |
1,809.00 |
1.000 |
1,802.25 |
1.618 |
1,791.50 |
2.618 |
1,774.00 |
4.250 |
1,745.50 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,830.75 |
1,830.75 |
PP |
1,829.50 |
1,829.50 |
S1 |
1,828.50 |
1,828.50 |
|