Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,250.0 |
1,252.9 |
2.9 |
0.2% |
1,238.5 |
High |
1,255.6 |
1,255.5 |
-0.1 |
0.0% |
1,249.7 |
Low |
1,245.5 |
1,244.1 |
-1.4 |
-0.1% |
1,219.8 |
Close |
1,252.5 |
1,246.8 |
-5.7 |
-0.5% |
1,248.2 |
Range |
10.1 |
11.4 |
1.3 |
12.9% |
29.9 |
ATR |
18.5 |
18.0 |
-0.5 |
-2.7% |
0.0 |
Volume |
2,137 |
5,638 |
3,501 |
163.8% |
13,105 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.0 |
1,276.3 |
1,253.1 |
|
R3 |
1,271.6 |
1,264.9 |
1,249.9 |
|
R2 |
1,260.2 |
1,260.2 |
1,248.9 |
|
R1 |
1,253.5 |
1,253.5 |
1,247.8 |
1,251.2 |
PP |
1,248.8 |
1,248.8 |
1,248.8 |
1,247.6 |
S1 |
1,242.1 |
1,242.1 |
1,245.8 |
1,239.8 |
S2 |
1,237.4 |
1,237.4 |
1,244.7 |
|
S3 |
1,226.0 |
1,230.7 |
1,243.7 |
|
S4 |
1,214.6 |
1,219.3 |
1,240.5 |
|
|
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% |
11.8 |
0.9% |
75% |
False |
False |
3,150 |
10 |
1,255.6 |
1,186.7 |
68.9 |
5.5% |
17.6 |
1.4% |
87% |
False |
False |
2,472 |
20 |
1,255.6 |
1,186.7 |
68.9 |
5.5% |
17.8 |
1.4% |
87% |
False |
False |
1,533 |
40 |
1,292.6 |
1,186.7 |
105.9 |
8.5% |
18.5 |
1.5% |
57% |
False |
False |
1,480 |
60 |
1,362.0 |
1,186.7 |
175.3 |
14.1% |
17.3 |
1.4% |
34% |
False |
False |
1,305 |
80 |
1,362.0 |
1,186.7 |
175.3 |
14.1% |
18.1 |
1.5% |
34% |
False |
False |
1,107 |
100 |
1,431.7 |
1,186.7 |
245.0 |
19.7% |
17.9 |
1.4% |
25% |
False |
False |
1,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.0 |
2.618 |
1,285.3 |
1.618 |
1,273.9 |
1.000 |
1,266.9 |
0.618 |
1,262.5 |
HIGH |
1,255.5 |
0.618 |
1,251.1 |
0.500 |
1,249.8 |
0.382 |
1,248.5 |
LOW |
1,244.1 |
0.618 |
1,237.1 |
1.000 |
1,232.7 |
1.618 |
1,225.7 |
2.618 |
1,214.3 |
4.250 |
1,195.7 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,249.8 |
1,245.3 |
PP |
1,248.8 |
1,243.8 |
S1 |
1,247.8 |
1,242.3 |
|