Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,774.25 |
1,767.25 |
-7.00 |
-0.4% |
1,827.00 |
High |
1,785.25 |
1,790.00 |
4.75 |
0.3% |
1,837.25 |
Low |
1,760.50 |
1,767.00 |
6.50 |
0.4% |
1,773.25 |
Close |
1,768.75 |
1,781.50 |
12.75 |
0.7% |
1,775.25 |
Range |
24.75 |
23.00 |
-1.75 |
-7.1% |
64.00 |
ATR |
18.14 |
18.49 |
0.35 |
1.9% |
0.00 |
Volume |
9,942 |
9,069 |
-873 |
-8.8% |
14,690 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.50 |
1,838.00 |
1,794.25 |
|
R3 |
1,825.50 |
1,815.00 |
1,787.75 |
|
R2 |
1,802.50 |
1,802.50 |
1,785.75 |
|
R1 |
1,792.00 |
1,792.00 |
1,783.50 |
1,797.25 |
PP |
1,779.50 |
1,779.50 |
1,779.50 |
1,782.00 |
S1 |
1,769.00 |
1,769.00 |
1,779.50 |
1,774.25 |
S2 |
1,756.50 |
1,756.50 |
1,777.25 |
|
S3 |
1,733.50 |
1,746.00 |
1,775.25 |
|
S4 |
1,710.50 |
1,723.00 |
1,768.75 |
|
|
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% |
26.75 |
1.5% |
27% |
False |
False |
6,247 |
10 |
1,839.00 |
1,760.50 |
78.50 |
4.4% |
20.75 |
1.2% |
27% |
False |
False |
4,705 |
20 |
1,839.75 |
1,760.50 |
79.25 |
4.4% |
17.50 |
1.0% |
26% |
False |
False |
3,988 |
40 |
1,839.75 |
1,747.00 |
92.75 |
5.2% |
16.00 |
0.9% |
37% |
False |
False |
2,222 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.4% |
14.50 |
0.8% |
49% |
False |
False |
1,500 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.7% |
13.75 |
0.8% |
72% |
False |
False |
1,143 |
100 |
1,839.75 |
1,629.25 |
210.50 |
11.8% |
12.75 |
0.7% |
72% |
False |
False |
922 |
120 |
1,839.75 |
1,608.25 |
231.50 |
13.0% |
11.25 |
0.6% |
75% |
False |
False |
769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,887.75 |
2.618 |
1,850.25 |
1.618 |
1,827.25 |
1.000 |
1,813.00 |
0.618 |
1,804.25 |
HIGH |
1,790.00 |
0.618 |
1,781.25 |
0.500 |
1,778.50 |
0.382 |
1,775.75 |
LOW |
1,767.00 |
0.618 |
1,752.75 |
1.000 |
1,744.00 |
1.618 |
1,729.75 |
2.618 |
1,706.75 |
4.250 |
1,669.25 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,780.50 |
1,791.00 |
PP |
1,779.50 |
1,787.75 |
S1 |
1,778.50 |
1,784.50 |
|