Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,263.8 |
1,240.5 |
-23.3 |
-1.8% |
1,273.6 |
High |
1,264.3 |
1,253.5 |
-10.8 |
-0.9% |
1,276.9 |
Low |
1,241.0 |
1,240.5 |
-0.5 |
0.0% |
1,240.5 |
Close |
1,243.6 |
1,240.8 |
-2.8 |
-0.2% |
1,240.8 |
Range |
23.3 |
13.0 |
-10.3 |
-44.2% |
36.4 |
ATR |
16.0 |
15.8 |
-0.2 |
-1.3% |
0.0 |
Volume |
4,869 |
3,695 |
-1,174 |
-24.1% |
17,259 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.9 |
1,275.4 |
1,248.0 |
|
R3 |
1,270.9 |
1,262.4 |
1,244.4 |
|
R2 |
1,257.9 |
1,257.9 |
1,243.2 |
|
R1 |
1,249.4 |
1,249.4 |
1,242.0 |
1,253.7 |
PP |
1,244.9 |
1,244.9 |
1,244.9 |
1,247.1 |
S1 |
1,236.4 |
1,236.4 |
1,239.6 |
1,240.7 |
S2 |
1,231.9 |
1,231.9 |
1,238.4 |
|
S3 |
1,218.9 |
1,223.4 |
1,237.2 |
|
S4 |
1,205.9 |
1,210.4 |
1,233.7 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.9 |
1,337.8 |
1,260.8 |
|
R3 |
1,325.5 |
1,301.4 |
1,250.8 |
|
R2 |
1,289.1 |
1,289.1 |
1,247.5 |
|
R1 |
1,265.0 |
1,265.0 |
1,244.1 |
1,258.9 |
PP |
1,252.7 |
1,252.7 |
1,252.7 |
1,249.7 |
S1 |
1,228.6 |
1,228.6 |
1,237.5 |
1,222.5 |
S2 |
1,216.3 |
1,216.3 |
1,234.1 |
|
S3 |
1,179.9 |
1,192.2 |
1,230.8 |
|
S4 |
1,143.5 |
1,155.8 |
1,220.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,276.9 |
1,240.5 |
36.4 |
2.9% |
15.3 |
1.2% |
1% |
False |
True |
3,451 |
10 |
1,276.9 |
1,234.6 |
42.3 |
3.4% |
14.8 |
1.2% |
15% |
False |
False |
2,041 |
20 |
1,276.9 |
1,221.9 |
55.0 |
4.4% |
11.6 |
0.9% |
34% |
False |
False |
1,510 |
40 |
1,276.9 |
1,187.2 |
89.7 |
7.2% |
12.9 |
1.0% |
60% |
False |
False |
910 |
60 |
1,321.2 |
1,187.2 |
134.0 |
10.8% |
11.2 |
0.9% |
40% |
False |
False |
756 |
80 |
1,359.7 |
1,187.2 |
172.5 |
13.9% |
10.6 |
0.9% |
31% |
False |
False |
605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.8 |
2.618 |
1,287.5 |
1.618 |
1,274.5 |
1.000 |
1,266.5 |
0.618 |
1,261.5 |
HIGH |
1,253.5 |
0.618 |
1,248.5 |
0.500 |
1,247.0 |
0.382 |
1,245.5 |
LOW |
1,240.5 |
0.618 |
1,232.5 |
1.000 |
1,227.5 |
1.618 |
1,219.5 |
2.618 |
1,206.5 |
4.250 |
1,185.3 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,247.0 |
1,255.3 |
PP |
1,244.9 |
1,250.4 |
S1 |
1,242.9 |
1,245.6 |
|