Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,228.9 |
1,250.0 |
21.1 |
1.7% |
1,238.5 |
High |
1,249.7 |
1,255.6 |
5.9 |
0.5% |
1,249.7 |
Low |
1,228.9 |
1,245.5 |
16.6 |
1.4% |
1,219.8 |
Close |
1,248.2 |
1,252.5 |
4.3 |
0.3% |
1,248.2 |
Range |
20.8 |
10.1 |
-10.7 |
-51.4% |
29.9 |
ATR |
19.2 |
18.5 |
-0.6 |
-3.4% |
0.0 |
Volume |
2,651 |
2,137 |
-514 |
-19.4% |
13,105 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.5 |
1,277.1 |
1,258.1 |
|
R3 |
1,271.4 |
1,267.0 |
1,255.3 |
|
R2 |
1,261.3 |
1,261.3 |
1,254.4 |
|
R1 |
1,256.9 |
1,256.9 |
1,253.4 |
1,259.1 |
PP |
1,251.2 |
1,251.2 |
1,251.2 |
1,252.3 |
S1 |
1,246.8 |
1,246.8 |
1,251.6 |
1,249.0 |
S2 |
1,241.1 |
1,241.1 |
1,250.6 |
|
S3 |
1,231.0 |
1,236.7 |
1,249.7 |
|
S4 |
1,220.9 |
1,226.6 |
1,246.9 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.9 |
1,318.5 |
1,264.6 |
|
R3 |
1,299.0 |
1,288.6 |
1,256.4 |
|
R2 |
1,269.1 |
1,269.1 |
1,253.7 |
|
R1 |
1,258.7 |
1,258.7 |
1,250.9 |
1,263.9 |
PP |
1,239.2 |
1,239.2 |
1,239.2 |
1,241.9 |
S1 |
1,228.8 |
1,228.8 |
1,245.5 |
1,234.0 |
S2 |
1,209.3 |
1,209.3 |
1,242.7 |
|
S3 |
1,179.4 |
1,198.9 |
1,240.0 |
|
S4 |
1,149.5 |
1,169.0 |
1,231.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,255.6 |
1,219.8 |
35.8 |
2.9% |
13.5 |
1.1% |
91% |
True |
False |
2,398 |
10 |
1,255.6 |
1,186.7 |
68.9 |
5.5% |
18.5 |
1.5% |
96% |
True |
False |
1,947 |
20 |
1,255.6 |
1,186.7 |
68.9 |
5.5% |
18.0 |
1.4% |
96% |
True |
False |
1,308 |
40 |
1,295.0 |
1,186.7 |
108.3 |
8.6% |
18.5 |
1.5% |
61% |
False |
False |
1,408 |
60 |
1,362.0 |
1,186.7 |
175.3 |
14.0% |
17.9 |
1.4% |
38% |
False |
False |
1,215 |
80 |
1,376.1 |
1,186.7 |
189.4 |
15.1% |
18.1 |
1.4% |
35% |
False |
False |
1,040 |
100 |
1,431.7 |
1,186.7 |
245.0 |
19.6% |
17.9 |
1.4% |
27% |
False |
False |
957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,298.5 |
2.618 |
1,282.0 |
1.618 |
1,271.9 |
1.000 |
1,265.7 |
0.618 |
1,261.8 |
HIGH |
1,255.6 |
0.618 |
1,251.7 |
0.500 |
1,250.6 |
0.382 |
1,249.4 |
LOW |
1,245.5 |
0.618 |
1,239.3 |
1.000 |
1,235.4 |
1.618 |
1,229.2 |
2.618 |
1,219.1 |
4.250 |
1,202.6 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,251.9 |
1,248.4 |
PP |
1,251.2 |
1,244.4 |
S1 |
1,250.6 |
1,240.3 |
|