Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,767.25 |
1,788.75 |
21.50 |
1.2% |
1,827.00 |
High |
1,790.00 |
1,794.50 |
4.50 |
0.3% |
1,837.25 |
Low |
1,767.00 |
1,757.50 |
-9.50 |
-0.5% |
1,773.25 |
Close |
1,781.50 |
1,764.50 |
-17.00 |
-1.0% |
1,775.25 |
Range |
23.00 |
37.00 |
14.00 |
60.9% |
64.00 |
ATR |
18.49 |
19.81 |
1.32 |
7.2% |
0.00 |
Volume |
9,069 |
7,894 |
-1,175 |
-13.0% |
14,690 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.25 |
1,860.75 |
1,784.75 |
|
R3 |
1,846.25 |
1,823.75 |
1,774.75 |
|
R2 |
1,809.25 |
1,809.25 |
1,771.25 |
|
R1 |
1,786.75 |
1,786.75 |
1,768.00 |
1,779.50 |
PP |
1,772.25 |
1,772.25 |
1,772.25 |
1,768.50 |
S1 |
1,749.75 |
1,749.75 |
1,761.00 |
1,742.50 |
S2 |
1,735.25 |
1,735.25 |
1,757.75 |
|
S3 |
1,698.25 |
1,712.75 |
1,754.25 |
|
S4 |
1,661.25 |
1,675.75 |
1,744.25 |
|
|
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 |
1,757.50 |
79.75 |
4.5% |
32.50 |
1.8% |
9% |
False |
True |
7,108 |
10 |
1,839.00 |
1,757.50 |
81.50 |
4.6% |
22.50 |
1.3% |
9% |
False |
True |
5,231 |
20 |
1,839.75 |
1,757.50 |
82.25 |
4.7% |
19.25 |
1.1% |
9% |
False |
True |
4,351 |
40 |
1,839.75 |
1,747.00 |
92.75 |
5.3% |
16.75 |
0.9% |
19% |
False |
False |
2,406 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.5% |
15.00 |
0.9% |
34% |
False |
False |
1,631 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.8% |
14.25 |
0.8% |
64% |
False |
False |
1,239 |
100 |
1,839.75 |
1,629.25 |
210.50 |
11.9% |
13.00 |
0.7% |
64% |
False |
False |
1,001 |
120 |
1,839.75 |
1,608.25 |
231.50 |
13.1% |
11.50 |
0.6% |
67% |
False |
False |
835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,951.75 |
2.618 |
1,891.25 |
1.618 |
1,854.25 |
1.000 |
1,831.50 |
0.618 |
1,817.25 |
HIGH |
1,794.50 |
0.618 |
1,780.25 |
0.500 |
1,776.00 |
0.382 |
1,771.75 |
LOW |
1,757.50 |
0.618 |
1,734.75 |
1.000 |
1,720.50 |
1.618 |
1,697.75 |
2.618 |
1,660.75 |
4.250 |
1,600.25 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,776.00 |
1,776.00 |
PP |
1,772.25 |
1,772.25 |
S1 |
1,768.25 |
1,768.25 |
|