Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,242.5 |
1,258.8 |
16.3 |
1.3% |
1,250.0 |
High |
1,255.1 |
1,260.0 |
4.9 |
0.4% |
1,255.6 |
Low |
1,238.5 |
1,237.1 |
-1.4 |
-0.1% |
1,236.9 |
Close |
1,252.9 |
1,242.6 |
-10.3 |
-0.8% |
1,252.9 |
Range |
16.6 |
22.9 |
6.3 |
38.0% |
18.7 |
ATR |
16.7 |
17.1 |
0.4 |
2.7% |
0.0 |
Volume |
6,966 |
1,419 |
-5,547 |
-79.6% |
22,280 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.3 |
1,301.8 |
1,255.2 |
|
R3 |
1,292.4 |
1,278.9 |
1,248.9 |
|
R2 |
1,269.5 |
1,269.5 |
1,246.8 |
|
R1 |
1,256.0 |
1,256.0 |
1,244.7 |
1,251.3 |
PP |
1,246.6 |
1,246.6 |
1,246.6 |
1,244.2 |
S1 |
1,233.1 |
1,233.1 |
1,240.5 |
1,228.4 |
S2 |
1,223.7 |
1,223.7 |
1,238.4 |
|
S3 |
1,200.8 |
1,210.2 |
1,236.3 |
|
S4 |
1,177.9 |
1,187.3 |
1,230.0 |
|
|
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 |
1,260.0 |
1,236.9 |
23.1 |
1.9% |
13.2 |
1.1% |
25% |
True |
False |
4,312 |
10 |
1,260.0 |
1,219.8 |
40.2 |
3.2% |
13.3 |
1.1% |
57% |
True |
False |
3,355 |
20 |
1,260.0 |
1,186.7 |
73.3 |
5.9% |
15.1 |
1.2% |
76% |
True |
False |
2,190 |
40 |
1,268.0 |
1,186.7 |
81.3 |
6.5% |
18.3 |
1.5% |
69% |
False |
False |
1,719 |
60 |
1,362.0 |
1,186.7 |
175.3 |
14.1% |
17.2 |
1.4% |
32% |
False |
False |
1,539 |
80 |
1,362.0 |
1,186.7 |
175.3 |
14.1% |
18.1 |
1.5% |
32% |
False |
False |
1,287 |
100 |
1,431.7 |
1,186.7 |
245.0 |
19.7% |
18.0 |
1.4% |
23% |
False |
False |
1,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.3 |
2.618 |
1,320.0 |
1.618 |
1,297.1 |
1.000 |
1,282.9 |
0.618 |
1,274.2 |
HIGH |
1,260.0 |
0.618 |
1,251.3 |
0.500 |
1,248.6 |
0.382 |
1,245.8 |
LOW |
1,237.1 |
0.618 |
1,222.9 |
1.000 |
1,214.2 |
1.618 |
1,200.0 |
2.618 |
1,177.1 |
4.250 |
1,139.8 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,248.6 |
1,248.6 |
PP |
1,246.6 |
1,246.6 |
S1 |
1,244.6 |
1,244.6 |
|