Trading Metrics calculated at close of trading on 17-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,240.4 |
1,242.5 |
2.1 |
0.2% |
1,250.0 |
High |
1,244.8 |
1,255.1 |
10.3 |
0.8% |
1,255.6 |
Low |
1,237.7 |
1,238.5 |
0.8 |
0.1% |
1,236.9 |
Close |
1,241.2 |
1,252.9 |
11.7 |
0.9% |
1,252.9 |
Range |
7.1 |
16.6 |
9.5 |
133.8% |
18.7 |
ATR |
16.7 |
16.7 |
0.0 |
0.0% |
0.0 |
Volume |
2,769 |
6,966 |
4,197 |
151.6% |
22,280 |
|
Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.6 |
1,292.4 |
1,262.0 |
|
R3 |
1,282.0 |
1,275.8 |
1,257.5 |
|
R2 |
1,265.4 |
1,265.4 |
1,255.9 |
|
R1 |
1,259.2 |
1,259.2 |
1,254.4 |
1,262.3 |
PP |
1,248.8 |
1,248.8 |
1,248.8 |
1,250.4 |
S1 |
1,242.6 |
1,242.6 |
1,251.4 |
1,245.7 |
S2 |
1,232.2 |
1,232.2 |
1,249.9 |
|
S3 |
1,215.6 |
1,226.0 |
1,248.3 |
|
S4 |
1,199.0 |
1,209.4 |
1,243.8 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.6 |
1,297.4 |
1,263.2 |
|
R3 |
1,285.9 |
1,278.7 |
1,258.0 |
|
R2 |
1,267.2 |
1,267.2 |
1,256.3 |
|
R1 |
1,260.0 |
1,260.0 |
1,254.6 |
1,263.6 |
PP |
1,248.5 |
1,248.5 |
1,248.5 |
1,250.3 |
S1 |
1,241.3 |
1,241.3 |
1,251.2 |
1,244.9 |
S2 |
1,229.8 |
1,229.8 |
1,249.5 |
|
S3 |
1,211.1 |
1,222.6 |
1,247.8 |
|
S4 |
1,192.4 |
1,203.9 |
1,242.6 |
|
|
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 |
1,236.9 |
18.7 |
1.5% |
10.6 |
0.8% |
86% |
False |
False |
4,456 |
10 |
1,255.6 |
1,219.8 |
35.8 |
2.9% |
13.7 |
1.1% |
92% |
False |
False |
3,538 |
20 |
1,255.6 |
1,186.7 |
68.9 |
5.5% |
15.9 |
1.3% |
96% |
False |
False |
2,145 |
40 |
1,278.1 |
1,186.7 |
91.4 |
7.3% |
18.6 |
1.5% |
72% |
False |
False |
1,706 |
60 |
1,362.0 |
1,186.7 |
175.3 |
14.0% |
17.0 |
1.4% |
38% |
False |
False |
1,534 |
80 |
1,362.0 |
1,186.7 |
175.3 |
14.0% |
18.0 |
1.4% |
38% |
False |
False |
1,274 |
100 |
1,431.7 |
1,186.7 |
245.0 |
19.6% |
17.9 |
1.4% |
27% |
False |
False |
1,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,325.7 |
2.618 |
1,298.6 |
1.618 |
1,282.0 |
1.000 |
1,271.7 |
0.618 |
1,265.4 |
HIGH |
1,255.1 |
0.618 |
1,248.8 |
0.500 |
1,246.8 |
0.382 |
1,244.8 |
LOW |
1,238.5 |
0.618 |
1,228.2 |
1.000 |
1,221.9 |
1.618 |
1,211.6 |
2.618 |
1,195.0 |
4.250 |
1,168.0 |
|
|
Fisher Pivots for day following 17-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,250.9 |
1,250.6 |
PP |
1,248.8 |
1,248.3 |
S1 |
1,246.8 |
1,246.0 |
|