Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,817.25 |
1,774.25 |
-43.00 |
-2.4% |
1,827.00 |
High |
1,821.25 |
1,785.25 |
-36.00 |
-2.0% |
1,837.25 |
Low |
1,773.25 |
1,760.50 |
-12.75 |
-0.7% |
1,773.25 |
Close |
1,775.25 |
1,768.75 |
-6.50 |
-0.4% |
1,775.25 |
Range |
48.00 |
24.75 |
-23.25 |
-48.4% |
64.00 |
ATR |
17.63 |
18.14 |
0.51 |
2.9% |
0.00 |
Volume |
5,689 |
9,942 |
4,253 |
74.8% |
14,690 |
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,845.75 |
1,832.00 |
1,782.25 |
|
R3 |
1,821.00 |
1,807.25 |
1,775.50 |
|
R2 |
1,796.25 |
1,796.25 |
1,773.25 |
|
R1 |
1,782.50 |
1,782.50 |
1,771.00 |
1,777.00 |
PP |
1,771.50 |
1,771.50 |
1,771.50 |
1,768.75 |
S1 |
1,757.75 |
1,757.75 |
1,766.50 |
1,752.25 |
S2 |
1,746.75 |
1,746.75 |
1,764.25 |
|
S3 |
1,722.00 |
1,733.00 |
1,762.00 |
|
S4 |
1,697.25 |
1,708.25 |
1,755.25 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.25 |
1,945.25 |
1,810.50 |
|
R3 |
1,923.25 |
1,881.25 |
1,792.75 |
|
R2 |
1,859.25 |
1,859.25 |
1,787.00 |
|
R1 |
1,817.25 |
1,817.25 |
1,781.00 |
1,806.25 |
PP |
1,795.25 |
1,795.25 |
1,795.25 |
1,789.75 |
S1 |
1,753.25 |
1,753.25 |
1,769.50 |
1,742.25 |
S2 |
1,731.25 |
1,731.25 |
1,763.50 |
|
S3 |
1,667.25 |
1,689.25 |
1,757.75 |
|
S4 |
1,603.25 |
1,625.25 |
1,740.00 |
|
|
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 |
1,760.50 |
76.75 |
4.3% |
25.50 |
1.4% |
11% |
False |
True |
4,926 |
10 |
1,839.00 |
1,760.50 |
78.50 |
4.4% |
21.50 |
1.2% |
11% |
False |
True |
4,121 |
20 |
1,839.75 |
1,760.50 |
79.25 |
4.5% |
16.75 |
0.9% |
10% |
False |
True |
3,553 |
40 |
1,839.75 |
1,747.00 |
92.75 |
5.2% |
15.50 |
0.9% |
23% |
False |
False |
1,997 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.5% |
14.50 |
0.8% |
38% |
False |
False |
1,349 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.8% |
13.50 |
0.8% |
66% |
False |
False |
1,032 |
100 |
1,839.75 |
1,629.25 |
210.50 |
11.9% |
12.50 |
0.7% |
66% |
False |
False |
832 |
120 |
1,839.75 |
1,608.25 |
231.50 |
13.1% |
11.00 |
0.6% |
69% |
False |
False |
694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,890.50 |
2.618 |
1,850.00 |
1.618 |
1,825.25 |
1.000 |
1,810.00 |
0.618 |
1,800.50 |
HIGH |
1,785.25 |
0.618 |
1,775.75 |
0.500 |
1,773.00 |
0.382 |
1,770.00 |
LOW |
1,760.50 |
0.618 |
1,745.25 |
1.000 |
1,735.75 |
1.618 |
1,720.50 |
2.618 |
1,695.75 |
4.250 |
1,655.25 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,773.00 |
1,799.00 |
PP |
1,771.50 |
1,788.75 |
S1 |
1,770.00 |
1,778.75 |
|