Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,830.25 |
1,833.00 |
2.75 |
0.2% |
1,832.00 |
High |
1,836.25 |
1,837.25 |
1.00 |
0.1% |
1,839.00 |
Low |
1,828.50 |
1,807.50 |
-21.00 |
-1.1% |
1,803.25 |
Close |
1,832.00 |
1,817.50 |
-14.50 |
-0.8% |
1,827.75 |
Range |
7.75 |
29.75 |
22.00 |
283.9% |
35.75 |
ATR |
14.19 |
15.30 |
1.11 |
7.8% |
0.00 |
Volume |
3,588 |
2,947 |
-641 |
-17.9% |
16,579 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,910.00 |
1,893.50 |
1,833.75 |
|
R3 |
1,880.25 |
1,863.75 |
1,825.75 |
|
R2 |
1,850.50 |
1,850.50 |
1,823.00 |
|
R1 |
1,834.00 |
1,834.00 |
1,820.25 |
1,827.50 |
PP |
1,820.75 |
1,820.75 |
1,820.75 |
1,817.50 |
S1 |
1,804.25 |
1,804.25 |
1,814.75 |
1,797.50 |
S2 |
1,791.00 |
1,791.00 |
1,812.00 |
|
S3 |
1,761.25 |
1,774.50 |
1,809.25 |
|
S4 |
1,731.50 |
1,744.75 |
1,801.25 |
|
|
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 |
1,837.25 |
1,807.50 |
29.75 |
1.6% |
15.50 |
0.8% |
34% |
True |
True |
3,163 |
10 |
1,839.00 |
1,803.25 |
35.75 |
2.0% |
17.00 |
0.9% |
40% |
False |
False |
3,151 |
20 |
1,839.75 |
1,803.25 |
36.50 |
2.0% |
14.00 |
0.8% |
39% |
False |
False |
2,839 |
40 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
14.00 |
0.8% |
76% |
False |
False |
1,609 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
13.50 |
0.7% |
81% |
False |
False |
1,089 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.5% |
12.75 |
0.7% |
89% |
False |
False |
837 |
100 |
1,839.75 |
1,611.50 |
228.25 |
12.6% |
11.75 |
0.6% |
90% |
False |
False |
675 |
120 |
1,839.75 |
1,608.25 |
231.50 |
12.7% |
10.25 |
0.6% |
90% |
False |
False |
564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,963.75 |
2.618 |
1,915.25 |
1.618 |
1,885.50 |
1.000 |
1,867.00 |
0.618 |
1,855.75 |
HIGH |
1,837.25 |
0.618 |
1,826.00 |
0.500 |
1,822.50 |
0.382 |
1,818.75 |
LOW |
1,807.50 |
0.618 |
1,789.00 |
1.000 |
1,777.75 |
1.618 |
1,759.25 |
2.618 |
1,729.50 |
4.250 |
1,681.00 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,822.50 |
1,822.50 |
PP |
1,820.75 |
1,820.75 |
S1 |
1,819.00 |
1,819.00 |
|