Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,244.8 |
1,240.4 |
-4.4 |
-0.4% |
1,238.5 |
High |
1,244.8 |
1,244.8 |
0.0 |
0.0% |
1,249.7 |
Low |
1,236.9 |
1,237.7 |
0.8 |
0.1% |
1,219.8 |
Close |
1,239.6 |
1,241.2 |
1.6 |
0.1% |
1,248.2 |
Range |
7.9 |
7.1 |
-0.8 |
-10.1% |
29.9 |
ATR |
17.4 |
16.7 |
-0.7 |
-4.2% |
0.0 |
Volume |
4,770 |
2,769 |
-2,001 |
-41.9% |
13,105 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.5 |
1,259.0 |
1,245.1 |
|
R3 |
1,255.4 |
1,251.9 |
1,243.2 |
|
R2 |
1,248.3 |
1,248.3 |
1,242.5 |
|
R1 |
1,244.8 |
1,244.8 |
1,241.9 |
1,246.6 |
PP |
1,241.2 |
1,241.2 |
1,241.2 |
1,242.1 |
S1 |
1,237.7 |
1,237.7 |
1,240.5 |
1,239.5 |
S2 |
1,234.1 |
1,234.1 |
1,239.9 |
|
S3 |
1,227.0 |
1,230.6 |
1,239.2 |
|
S4 |
1,219.9 |
1,223.5 |
1,237.3 |
|
|
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 |
1,228.9 |
26.7 |
2.2% |
11.5 |
0.9% |
46% |
False |
False |
3,593 |
10 |
1,255.6 |
1,219.8 |
35.8 |
2.9% |
13.7 |
1.1% |
60% |
False |
False |
3,081 |
20 |
1,255.6 |
1,186.7 |
68.9 |
5.6% |
16.3 |
1.3% |
79% |
False |
False |
1,843 |
40 |
1,280.1 |
1,186.7 |
93.4 |
7.5% |
18.3 |
1.5% |
58% |
False |
False |
1,545 |
60 |
1,362.0 |
1,186.7 |
175.3 |
14.1% |
17.2 |
1.4% |
31% |
False |
False |
1,421 |
80 |
1,362.0 |
1,186.7 |
175.3 |
14.1% |
17.9 |
1.4% |
31% |
False |
False |
1,191 |
100 |
1,431.7 |
1,186.7 |
245.0 |
19.7% |
17.8 |
1.4% |
22% |
False |
False |
1,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,275.0 |
2.618 |
1,263.4 |
1.618 |
1,256.3 |
1.000 |
1,251.9 |
0.618 |
1,249.2 |
HIGH |
1,244.8 |
0.618 |
1,242.1 |
0.500 |
1,241.3 |
0.382 |
1,240.4 |
LOW |
1,237.7 |
0.618 |
1,233.3 |
1.000 |
1,230.6 |
1.618 |
1,226.2 |
2.618 |
1,219.1 |
4.250 |
1,207.5 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,241.3 |
1,246.2 |
PP |
1,241.2 |
1,244.5 |
S1 |
1,241.2 |
1,242.9 |
|