Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,765.50 |
1,776.75 |
11.25 |
0.6% |
1,774.25 |
High |
1,786.50 |
1,781.25 |
-5.25 |
-0.3% |
1,794.50 |
Low |
1,761.00 |
1,754.75 |
-6.25 |
-0.4% |
1,754.75 |
Close |
1,774.50 |
1,769.75 |
-4.75 |
-0.3% |
1,769.75 |
Range |
25.50 |
26.50 |
1.00 |
3.9% |
39.75 |
ATR |
20.22 |
20.67 |
0.45 |
2.2% |
0.00 |
Volume |
10,677 |
6,900 |
-3,777 |
-35.4% |
44,482 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.00 |
1,835.50 |
1,784.25 |
|
R3 |
1,821.50 |
1,809.00 |
1,777.00 |
|
R2 |
1,795.00 |
1,795.00 |
1,774.50 |
|
R1 |
1,782.50 |
1,782.50 |
1,772.25 |
1,775.50 |
PP |
1,768.50 |
1,768.50 |
1,768.50 |
1,765.00 |
S1 |
1,756.00 |
1,756.00 |
1,767.25 |
1,749.00 |
S2 |
1,742.00 |
1,742.00 |
1,765.00 |
|
S3 |
1,715.50 |
1,729.50 |
1,762.50 |
|
S4 |
1,689.00 |
1,703.00 |
1,755.25 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,892.25 |
1,870.75 |
1,791.50 |
|
R3 |
1,852.50 |
1,831.00 |
1,780.75 |
|
R2 |
1,812.75 |
1,812.75 |
1,777.00 |
|
R1 |
1,791.25 |
1,791.25 |
1,773.50 |
1,782.00 |
PP |
1,773.00 |
1,773.00 |
1,773.00 |
1,768.50 |
S1 |
1,751.50 |
1,751.50 |
1,766.00 |
1,742.50 |
S2 |
1,733.25 |
1,733.25 |
1,762.50 |
|
S3 |
1,693.50 |
1,711.75 |
1,758.75 |
|
S4 |
1,653.75 |
1,672.00 |
1,748.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,794.50 |
1,754.75 |
39.75 |
2.2% |
27.25 |
1.5% |
38% |
False |
True |
8,896 |
10 |
1,837.25 |
1,754.75 |
82.50 |
4.7% |
25.25 |
1.4% |
18% |
False |
True |
6,238 |
20 |
1,839.00 |
1,754.75 |
84.25 |
4.8% |
20.25 |
1.1% |
18% |
False |
True |
4,979 |
40 |
1,839.75 |
1,747.00 |
92.75 |
5.2% |
17.25 |
1.0% |
25% |
False |
False |
2,831 |
60 |
1,839.75 |
1,725.25 |
114.50 |
6.5% |
15.75 |
0.9% |
39% |
False |
False |
1,924 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.8% |
14.50 |
0.8% |
66% |
False |
False |
1,459 |
100 |
1,839.75 |
1,631.50 |
208.25 |
11.8% |
13.50 |
0.8% |
66% |
False |
False |
1,177 |
120 |
1,839.75 |
1,608.25 |
231.50 |
13.1% |
11.75 |
0.7% |
70% |
False |
False |
982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,894.00 |
2.618 |
1,850.75 |
1.618 |
1,824.25 |
1.000 |
1,807.75 |
0.618 |
1,797.75 |
HIGH |
1,781.25 |
0.618 |
1,771.25 |
0.500 |
1,768.00 |
0.382 |
1,764.75 |
LOW |
1,754.75 |
0.618 |
1,738.25 |
1.000 |
1,728.25 |
1.618 |
1,711.75 |
2.618 |
1,685.25 |
4.250 |
1,642.00 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,769.25 |
1,774.50 |
PP |
1,768.50 |
1,773.00 |
S1 |
1,768.00 |
1,771.50 |
|