Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,272.6 |
1,255.4 |
-17.2 |
-1.4% |
1,258.8 |
High |
1,280.6 |
1,261.9 |
-18.7 |
-1.5% |
1,272.7 |
Low |
1,252.7 |
1,249.8 |
-2.9 |
-0.2% |
1,233.0 |
Close |
1,264.1 |
1,251.0 |
-13.1 |
-1.0% |
1,265.1 |
Range |
27.9 |
12.1 |
-15.8 |
-56.6% |
39.7 |
ATR |
18.1 |
17.8 |
-0.3 |
-1.5% |
0.0 |
Volume |
7,416 |
4,541 |
-2,875 |
-38.8% |
10,498 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.5 |
1,282.9 |
1,257.7 |
|
R3 |
1,278.4 |
1,270.8 |
1,254.3 |
|
R2 |
1,266.3 |
1,266.3 |
1,253.2 |
|
R1 |
1,258.7 |
1,258.7 |
1,252.1 |
1,256.5 |
PP |
1,254.2 |
1,254.2 |
1,254.2 |
1,253.1 |
S1 |
1,246.6 |
1,246.6 |
1,249.9 |
1,244.4 |
S2 |
1,242.1 |
1,242.1 |
1,248.8 |
|
S3 |
1,230.0 |
1,234.5 |
1,247.7 |
|
S4 |
1,217.9 |
1,222.4 |
1,244.3 |
|
|
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% |
18.8 |
1.5% |
38% |
False |
False |
4,207 |
10 |
1,280.6 |
1,233.0 |
47.6 |
3.8% |
16.0 |
1.3% |
38% |
False |
False |
4,259 |
20 |
1,280.6 |
1,186.7 |
93.9 |
7.5% |
17.2 |
1.4% |
68% |
False |
False |
3,103 |
40 |
1,280.6 |
1,186.7 |
93.9 |
7.5% |
18.9 |
1.5% |
68% |
False |
False |
2,046 |
60 |
1,340.7 |
1,186.7 |
154.0 |
12.3% |
17.6 |
1.4% |
42% |
False |
False |
1,822 |
80 |
1,362.0 |
1,186.7 |
175.3 |
14.0% |
17.7 |
1.4% |
37% |
False |
False |
1,517 |
100 |
1,399.3 |
1,186.7 |
212.6 |
17.0% |
18.1 |
1.4% |
30% |
False |
False |
1,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,313.3 |
2.618 |
1,293.6 |
1.618 |
1,281.5 |
1.000 |
1,274.0 |
0.618 |
1,269.4 |
HIGH |
1,261.9 |
0.618 |
1,257.3 |
0.500 |
1,255.9 |
0.382 |
1,254.4 |
LOW |
1,249.8 |
0.618 |
1,242.3 |
1.000 |
1,237.7 |
1.618 |
1,230.2 |
2.618 |
1,218.1 |
4.250 |
1,198.4 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,255.9 |
1,265.2 |
PP |
1,254.2 |
1,260.5 |
S1 |
1,252.6 |
1,255.7 |
|