Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,252.9 |
1,244.8 |
-8.1 |
-0.6% |
1,238.5 |
High |
1,255.5 |
1,244.8 |
-10.7 |
-0.9% |
1,249.7 |
Low |
1,244.1 |
1,236.9 |
-7.2 |
-0.6% |
1,219.8 |
Close |
1,246.8 |
1,239.6 |
-7.2 |
-0.6% |
1,248.2 |
Range |
11.4 |
7.9 |
-3.5 |
-30.7% |
29.9 |
ATR |
18.0 |
17.4 |
-0.6 |
-3.2% |
0.0 |
Volume |
5,638 |
4,770 |
-868 |
-15.4% |
13,105 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.1 |
1,259.8 |
1,243.9 |
|
R3 |
1,256.2 |
1,251.9 |
1,241.8 |
|
R2 |
1,248.3 |
1,248.3 |
1,241.0 |
|
R1 |
1,244.0 |
1,244.0 |
1,240.3 |
1,242.2 |
PP |
1,240.4 |
1,240.4 |
1,240.4 |
1,239.6 |
S1 |
1,236.1 |
1,236.1 |
1,238.9 |
1,234.3 |
S2 |
1,232.5 |
1,232.5 |
1,238.2 |
|
S3 |
1,224.6 |
1,228.2 |
1,237.4 |
|
S4 |
1,216.7 |
1,220.3 |
1,235.3 |
|
|
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 |
1,225.0 |
30.6 |
2.5% |
11.3 |
0.9% |
48% |
False |
False |
3,580 |
10 |
1,255.6 |
1,206.0 |
49.6 |
4.0% |
15.6 |
1.3% |
68% |
False |
False |
2,907 |
20 |
1,255.6 |
1,186.7 |
68.9 |
5.6% |
17.0 |
1.4% |
77% |
False |
False |
1,736 |
40 |
1,289.4 |
1,186.7 |
102.7 |
8.3% |
18.5 |
1.5% |
52% |
False |
False |
1,523 |
60 |
1,362.0 |
1,186.7 |
175.3 |
14.1% |
17.2 |
1.4% |
30% |
False |
False |
1,381 |
80 |
1,362.0 |
1,186.7 |
175.3 |
14.1% |
17.9 |
1.4% |
30% |
False |
False |
1,157 |
100 |
1,431.7 |
1,186.7 |
245.0 |
19.8% |
18.0 |
1.4% |
22% |
False |
False |
1,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.4 |
2.618 |
1,265.5 |
1.618 |
1,257.6 |
1.000 |
1,252.7 |
0.618 |
1,249.7 |
HIGH |
1,244.8 |
0.618 |
1,241.8 |
0.500 |
1,240.9 |
0.382 |
1,239.9 |
LOW |
1,236.9 |
0.618 |
1,232.0 |
1.000 |
1,229.0 |
1.618 |
1,224.1 |
2.618 |
1,216.2 |
4.250 |
1,203.3 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,240.9 |
1,246.3 |
PP |
1,240.4 |
1,244.0 |
S1 |
1,240.0 |
1,241.8 |
|