Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,258.8 |
1,243.9 |
-14.9 |
-1.2% |
1,250.0 |
High |
1,260.0 |
1,243.9 |
-16.1 |
-1.3% |
1,255.6 |
Low |
1,237.1 |
1,237.1 |
0.0 |
0.0% |
1,236.9 |
Close |
1,242.6 |
1,239.3 |
-3.3 |
-0.3% |
1,252.9 |
Range |
22.9 |
6.8 |
-16.1 |
-70.3% |
18.7 |
ATR |
17.1 |
16.4 |
-0.7 |
-4.3% |
0.0 |
Volume |
1,419 |
2,721 |
1,302 |
91.8% |
22,280 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.5 |
1,256.7 |
1,243.0 |
|
R3 |
1,253.7 |
1,249.9 |
1,241.2 |
|
R2 |
1,246.9 |
1,246.9 |
1,240.5 |
|
R1 |
1,243.1 |
1,243.1 |
1,239.9 |
1,241.6 |
PP |
1,240.1 |
1,240.1 |
1,240.1 |
1,239.4 |
S1 |
1,236.3 |
1,236.3 |
1,238.7 |
1,234.8 |
S2 |
1,233.3 |
1,233.3 |
1,238.1 |
|
S3 |
1,226.5 |
1,229.5 |
1,237.4 |
|
S4 |
1,219.7 |
1,222.7 |
1,235.6 |
|
|
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% |
12.3 |
1.0% |
10% |
False |
False |
3,729 |
10 |
1,260.0 |
1,219.8 |
40.2 |
3.2% |
12.1 |
1.0% |
49% |
False |
False |
3,439 |
20 |
1,260.0 |
1,186.7 |
73.3 |
5.9% |
14.8 |
1.2% |
72% |
False |
False |
2,289 |
40 |
1,268.0 |
1,186.7 |
81.3 |
6.6% |
18.1 |
1.5% |
65% |
False |
False |
1,756 |
60 |
1,362.0 |
1,186.7 |
175.3 |
14.1% |
17.0 |
1.4% |
30% |
False |
False |
1,574 |
80 |
1,362.0 |
1,186.7 |
175.3 |
14.1% |
18.0 |
1.5% |
30% |
False |
False |
1,313 |
100 |
1,415.7 |
1,186.7 |
229.0 |
18.5% |
17.9 |
1.4% |
23% |
False |
False |
1,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,272.8 |
2.618 |
1,261.7 |
1.618 |
1,254.9 |
1.000 |
1,250.7 |
0.618 |
1,248.1 |
HIGH |
1,243.9 |
0.618 |
1,241.3 |
0.500 |
1,240.5 |
0.382 |
1,239.7 |
LOW |
1,237.1 |
0.618 |
1,232.9 |
1.000 |
1,230.3 |
1.618 |
1,226.1 |
2.618 |
1,219.3 |
4.250 |
1,208.2 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,240.5 |
1,248.6 |
PP |
1,240.1 |
1,245.5 |
S1 |
1,239.7 |
1,242.4 |
|