Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,264.5 |
1,272.6 |
8.1 |
0.6% |
1,258.8 |
High |
1,272.7 |
1,280.6 |
7.9 |
0.6% |
1,272.7 |
Low |
1,258.2 |
1,252.7 |
-5.5 |
-0.4% |
1,233.0 |
Close |
1,265.1 |
1,264.1 |
-1.0 |
-0.1% |
1,265.1 |
Range |
14.5 |
27.9 |
13.4 |
92.4% |
39.7 |
ATR |
17.3 |
18.1 |
0.8 |
4.4% |
0.0 |
Volume |
3,976 |
7,416 |
3,440 |
86.5% |
10,498 |
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.5 |
1,334.7 |
1,279.4 |
|
R3 |
1,321.6 |
1,306.8 |
1,271.8 |
|
R2 |
1,293.7 |
1,293.7 |
1,269.2 |
|
R1 |
1,278.9 |
1,278.9 |
1,266.7 |
1,272.4 |
PP |
1,265.8 |
1,265.8 |
1,265.8 |
1,262.5 |
S1 |
1,251.0 |
1,251.0 |
1,261.5 |
1,244.5 |
S2 |
1,237.9 |
1,237.9 |
1,259.0 |
|
S3 |
1,210.0 |
1,223.1 |
1,256.4 |
|
S4 |
1,182.1 |
1,195.2 |
1,248.8 |
|
|
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 |
1,280.6 |
1,233.0 |
47.6 |
3.8% |
20.9 |
1.7% |
65% |
True |
False |
3,582 |
10 |
1,280.6 |
1,233.0 |
47.6 |
3.8% |
15.8 |
1.2% |
65% |
True |
False |
4,019 |
20 |
1,280.6 |
1,186.7 |
93.9 |
7.4% |
17.0 |
1.3% |
82% |
True |
False |
2,890 |
40 |
1,280.6 |
1,186.7 |
93.9 |
7.4% |
19.0 |
1.5% |
82% |
True |
False |
1,990 |
60 |
1,360.0 |
1,186.7 |
173.3 |
13.7% |
17.7 |
1.4% |
45% |
False |
False |
1,751 |
80 |
1,362.0 |
1,186.7 |
175.3 |
13.9% |
17.9 |
1.4% |
44% |
False |
False |
1,470 |
100 |
1,412.0 |
1,186.7 |
225.3 |
17.8% |
18.2 |
1.4% |
34% |
False |
False |
1,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,399.2 |
2.618 |
1,353.6 |
1.618 |
1,325.7 |
1.000 |
1,308.5 |
0.618 |
1,297.8 |
HIGH |
1,280.6 |
0.618 |
1,269.9 |
0.500 |
1,266.7 |
0.382 |
1,263.4 |
LOW |
1,252.7 |
0.618 |
1,235.5 |
1.000 |
1,224.8 |
1.618 |
1,207.6 |
2.618 |
1,179.7 |
4.250 |
1,134.1 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,266.7 |
1,261.7 |
PP |
1,265.8 |
1,259.2 |
S1 |
1,265.0 |
1,256.8 |
|