Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,788.75 |
1,765.50 |
-23.25 |
-1.3% |
1,827.00 |
High |
1,794.50 |
1,786.50 |
-8.00 |
-0.4% |
1,837.25 |
Low |
1,757.50 |
1,761.00 |
3.50 |
0.2% |
1,773.25 |
Close |
1,764.50 |
1,774.50 |
10.00 |
0.6% |
1,775.25 |
Range |
37.00 |
25.50 |
-11.50 |
-31.1% |
64.00 |
ATR |
19.81 |
20.22 |
0.41 |
2.1% |
0.00 |
Volume |
7,894 |
10,677 |
2,783 |
35.3% |
14,690 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.50 |
1,838.00 |
1,788.50 |
|
R3 |
1,825.00 |
1,812.50 |
1,781.50 |
|
R2 |
1,799.50 |
1,799.50 |
1,779.25 |
|
R1 |
1,787.00 |
1,787.00 |
1,776.75 |
1,793.25 |
PP |
1,774.00 |
1,774.00 |
1,774.00 |
1,777.00 |
S1 |
1,761.50 |
1,761.50 |
1,772.25 |
1,767.75 |
S2 |
1,748.50 |
1,748.50 |
1,769.75 |
|
S3 |
1,723.00 |
1,736.00 |
1,767.50 |
|
S4 |
1,697.50 |
1,710.50 |
1,760.50 |
|
|
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 |
1,821.25 |
1,757.50 |
63.75 |
3.6% |
31.75 |
1.8% |
27% |
False |
False |
8,654 |
10 |
1,837.25 |
1,757.50 |
79.75 |
4.5% |
23.50 |
1.3% |
21% |
False |
False |
5,908 |
20 |
1,839.00 |
1,757.50 |
81.50 |
4.6% |
20.00 |
1.1% |
21% |
False |
False |
4,756 |
40 |
1,839.75 |
1,747.00 |
92.75 |
5.2% |
17.00 |
1.0% |
30% |
False |
False |
2,666 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.5% |
15.25 |
0.9% |
43% |
False |
False |
1,809 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.7% |
14.25 |
0.8% |
69% |
False |
False |
1,372 |
100 |
1,839.75 |
1,631.50 |
208.25 |
11.7% |
13.25 |
0.7% |
69% |
False |
False |
1,108 |
120 |
1,839.75 |
1,608.25 |
231.50 |
13.0% |
11.50 |
0.7% |
72% |
False |
False |
924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,895.00 |
2.618 |
1,853.25 |
1.618 |
1,827.75 |
1.000 |
1,812.00 |
0.618 |
1,802.25 |
HIGH |
1,786.50 |
0.618 |
1,776.75 |
0.500 |
1,773.75 |
0.382 |
1,770.75 |
LOW |
1,761.00 |
0.618 |
1,745.25 |
1.000 |
1,735.50 |
1.618 |
1,719.75 |
2.618 |
1,694.25 |
4.250 |
1,652.50 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,774.25 |
1,776.00 |
PP |
1,774.00 |
1,775.50 |
S1 |
1,773.75 |
1,775.00 |
|