Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,251.6 |
1,267.4 |
15.8 |
1.3% |
1,258.8 |
High |
1,270.6 |
1,267.4 |
-3.2 |
-0.3% |
1,272.7 |
Low |
1,251.5 |
1,238.5 |
-13.0 |
-1.0% |
1,233.0 |
Close |
1,262.7 |
1,243.0 |
-19.7 |
-1.6% |
1,265.1 |
Range |
19.1 |
28.9 |
9.8 |
51.3% |
39.7 |
ATR |
17.9 |
18.7 |
0.8 |
4.4% |
0.0 |
Volume |
9,337 |
6,791 |
-2,546 |
-27.3% |
10,498 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.3 |
1,318.6 |
1,258.9 |
|
R3 |
1,307.4 |
1,289.7 |
1,250.9 |
|
R2 |
1,278.5 |
1,278.5 |
1,248.3 |
|
R1 |
1,260.8 |
1,260.8 |
1,245.6 |
1,255.2 |
PP |
1,249.6 |
1,249.6 |
1,249.6 |
1,246.9 |
S1 |
1,231.9 |
1,231.9 |
1,240.4 |
1,226.3 |
S2 |
1,220.7 |
1,220.7 |
1,237.7 |
|
S3 |
1,191.8 |
1,203.0 |
1,235.1 |
|
S4 |
1,162.9 |
1,174.1 |
1,227.1 |
|
|
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 |
1,280.6 |
1,238.5 |
42.1 |
3.4% |
20.5 |
1.6% |
11% |
False |
True |
6,412 |
10 |
1,280.6 |
1,233.0 |
47.6 |
3.8% |
18.8 |
1.5% |
21% |
False |
False |
4,831 |
20 |
1,280.6 |
1,206.0 |
74.6 |
6.0% |
17.2 |
1.4% |
50% |
False |
False |
3,869 |
40 |
1,280.6 |
1,186.7 |
93.9 |
7.6% |
18.9 |
1.5% |
60% |
False |
False |
2,380 |
60 |
1,326.1 |
1,186.7 |
139.4 |
11.2% |
17.7 |
1.4% |
40% |
False |
False |
2,069 |
80 |
1,362.0 |
1,186.7 |
175.3 |
14.1% |
17.9 |
1.4% |
32% |
False |
False |
1,704 |
100 |
1,391.9 |
1,186.7 |
205.2 |
16.5% |
18.0 |
1.4% |
27% |
False |
False |
1,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,390.2 |
2.618 |
1,343.1 |
1.618 |
1,314.2 |
1.000 |
1,296.3 |
0.618 |
1,285.3 |
HIGH |
1,267.4 |
0.618 |
1,256.4 |
0.500 |
1,253.0 |
0.382 |
1,249.5 |
LOW |
1,238.5 |
0.618 |
1,220.6 |
1.000 |
1,209.6 |
1.618 |
1,191.7 |
2.618 |
1,162.8 |
4.250 |
1,115.7 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,253.0 |
1,254.6 |
PP |
1,249.6 |
1,250.7 |
S1 |
1,246.3 |
1,246.9 |
|