Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,255.4 |
1,251.6 |
-3.8 |
-0.3% |
1,258.8 |
High |
1,261.9 |
1,270.6 |
8.7 |
0.7% |
1,272.7 |
Low |
1,249.8 |
1,251.5 |
1.7 |
0.1% |
1,233.0 |
Close |
1,251.0 |
1,262.7 |
11.7 |
0.9% |
1,265.1 |
Range |
12.1 |
19.1 |
7.0 |
57.9% |
39.7 |
ATR |
17.8 |
17.9 |
0.1 |
0.7% |
0.0 |
Volume |
4,541 |
9,337 |
4,796 |
105.6% |
10,498 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.9 |
1,309.9 |
1,273.2 |
|
R3 |
1,299.8 |
1,290.8 |
1,268.0 |
|
R2 |
1,280.7 |
1,280.7 |
1,266.2 |
|
R1 |
1,271.7 |
1,271.7 |
1,264.5 |
1,276.2 |
PP |
1,261.6 |
1,261.6 |
1,261.6 |
1,263.9 |
S1 |
1,252.6 |
1,252.6 |
1,260.9 |
1,257.1 |
S2 |
1,242.5 |
1,242.5 |
1,259.2 |
|
S3 |
1,223.4 |
1,233.5 |
1,257.4 |
|
S4 |
1,204.3 |
1,214.4 |
1,252.2 |
|
|
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% |
21.2 |
1.7% |
62% |
False |
False |
5,530 |
10 |
1,280.6 |
1,233.0 |
47.6 |
3.8% |
16.7 |
1.3% |
62% |
False |
False |
4,629 |
20 |
1,280.6 |
1,186.7 |
93.9 |
7.4% |
17.2 |
1.4% |
81% |
False |
False |
3,551 |
40 |
1,280.6 |
1,186.7 |
93.9 |
7.4% |
18.9 |
1.5% |
81% |
False |
False |
2,224 |
60 |
1,327.4 |
1,186.7 |
140.7 |
11.1% |
17.6 |
1.4% |
54% |
False |
False |
1,965 |
80 |
1,362.0 |
1,186.7 |
175.3 |
13.9% |
17.8 |
1.4% |
43% |
False |
False |
1,630 |
100 |
1,395.4 |
1,186.7 |
208.7 |
16.5% |
18.0 |
1.4% |
36% |
False |
False |
1,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.8 |
2.618 |
1,320.6 |
1.618 |
1,301.5 |
1.000 |
1,289.7 |
0.618 |
1,282.4 |
HIGH |
1,270.6 |
0.618 |
1,263.3 |
0.500 |
1,261.1 |
0.382 |
1,258.8 |
LOW |
1,251.5 |
0.618 |
1,239.7 |
1.000 |
1,232.4 |
1.618 |
1,220.6 |
2.618 |
1,201.5 |
4.250 |
1,170.3 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,262.2 |
1,265.2 |
PP |
1,261.6 |
1,264.4 |
S1 |
1,261.1 |
1,263.5 |
|