Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,238.0 |
1,264.5 |
26.5 |
2.1% |
1,258.8 |
High |
1,265.5 |
1,272.7 |
7.2 |
0.6% |
1,272.7 |
Low |
1,233.0 |
1,258.2 |
25.2 |
2.0% |
1,233.0 |
Close |
1,263.1 |
1,265.1 |
2.0 |
0.2% |
1,265.1 |
Range |
32.5 |
14.5 |
-18.0 |
-55.4% |
39.7 |
ATR |
17.5 |
17.3 |
-0.2 |
-1.2% |
0.0 |
Volume |
2,382 |
3,976 |
1,594 |
66.9% |
10,498 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.8 |
1,301.5 |
1,273.1 |
|
R3 |
1,294.3 |
1,287.0 |
1,269.1 |
|
R2 |
1,279.8 |
1,279.8 |
1,267.8 |
|
R1 |
1,272.5 |
1,272.5 |
1,266.4 |
1,276.2 |
PP |
1,265.3 |
1,265.3 |
1,265.3 |
1,267.2 |
S1 |
1,258.0 |
1,258.0 |
1,263.8 |
1,261.7 |
S2 |
1,250.8 |
1,250.8 |
1,262.4 |
|
S3 |
1,236.3 |
1,243.5 |
1,261.1 |
|
S4 |
1,221.8 |
1,229.0 |
1,257.1 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.0 |
1,360.3 |
1,286.9 |
|
R3 |
1,336.3 |
1,320.6 |
1,276.0 |
|
R2 |
1,296.6 |
1,296.6 |
1,272.4 |
|
R1 |
1,280.9 |
1,280.9 |
1,268.7 |
1,288.8 |
PP |
1,256.9 |
1,256.9 |
1,256.9 |
1,260.9 |
S1 |
1,241.2 |
1,241.2 |
1,261.5 |
1,249.1 |
S2 |
1,217.2 |
1,217.2 |
1,257.8 |
|
S3 |
1,177.5 |
1,201.5 |
1,254.2 |
|
S4 |
1,137.8 |
1,161.8 |
1,243.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,272.7 |
1,233.0 |
39.7 |
3.1% |
18.7 |
1.5% |
81% |
True |
False |
3,492 |
10 |
1,272.7 |
1,228.9 |
43.8 |
3.5% |
15.1 |
1.2% |
83% |
True |
False |
3,542 |
20 |
1,272.7 |
1,186.7 |
86.0 |
6.8% |
16.2 |
1.3% |
91% |
True |
False |
2,529 |
40 |
1,272.7 |
1,186.7 |
86.0 |
6.8% |
18.6 |
1.5% |
91% |
True |
False |
1,847 |
60 |
1,360.0 |
1,186.7 |
173.3 |
13.7% |
17.4 |
1.4% |
45% |
False |
False |
1,634 |
80 |
1,362.0 |
1,186.7 |
175.3 |
13.9% |
18.1 |
1.4% |
45% |
False |
False |
1,380 |
100 |
1,414.8 |
1,186.7 |
228.1 |
18.0% |
18.2 |
1.4% |
34% |
False |
False |
1,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.3 |
2.618 |
1,310.7 |
1.618 |
1,296.2 |
1.000 |
1,287.2 |
0.618 |
1,281.7 |
HIGH |
1,272.7 |
0.618 |
1,267.2 |
0.500 |
1,265.5 |
0.382 |
1,263.7 |
LOW |
1,258.2 |
0.618 |
1,249.2 |
1.000 |
1,243.7 |
1.618 |
1,234.7 |
2.618 |
1,220.2 |
4.250 |
1,196.6 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,265.5 |
1,261.0 |
PP |
1,265.3 |
1,256.9 |
S1 |
1,265.2 |
1,252.9 |
|