Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
16,261.99 |
16,378.03 |
116.04 |
0.7% |
16,474.04 |
High |
16,373.92 |
16,505.28 |
131.36 |
0.8% |
16,562.32 |
Low |
16,260.83 |
16,376.78 |
115.95 |
0.7% |
16,378.61 |
Close |
16,373.86 |
16,481.94 |
108.08 |
0.7% |
16,434.72 |
Range |
113.09 |
128.50 |
15.41 |
13.6% |
183.71 |
ATR |
121.24 |
121.97 |
0.73 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,840.17 |
16,789.55 |
16,552.62 |
|
R3 |
16,711.67 |
16,661.05 |
16,517.28 |
|
R2 |
16,583.17 |
16,583.17 |
16,505.50 |
|
R1 |
16,532.55 |
16,532.55 |
16,493.72 |
16,557.86 |
PP |
16,454.67 |
16,454.67 |
16,454.67 |
16,467.32 |
S1 |
16,404.05 |
16,404.05 |
16,470.16 |
16,429.36 |
S2 |
16,326.17 |
16,326.17 |
16,458.38 |
|
S3 |
16,197.67 |
16,275.55 |
16,446.60 |
|
S4 |
16,069.17 |
16,147.05 |
16,411.27 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,009.68 |
16,905.91 |
16,535.76 |
|
R3 |
16,825.97 |
16,722.20 |
16,485.24 |
|
R2 |
16,642.26 |
16,642.26 |
16,468.40 |
|
R1 |
16,538.49 |
16,538.49 |
16,451.56 |
16,498.52 |
PP |
16,458.55 |
16,458.55 |
16,458.55 |
16,438.57 |
S1 |
16,354.78 |
16,354.78 |
16,417.88 |
16,314.81 |
S2 |
16,274.84 |
16,274.84 |
16,401.04 |
|
S3 |
16,091.13 |
16,171.07 |
16,384.20 |
|
S4 |
15,907.42 |
15,987.36 |
16,333.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,525.35 |
16,240.60 |
284.75 |
1.7% |
141.90 |
0.9% |
85% |
False |
False |
|
10 |
16,573.07 |
16,240.60 |
332.47 |
2.0% |
131.85 |
0.8% |
73% |
False |
False |
|
20 |
16,588.25 |
15,808.92 |
779.33 |
4.7% |
119.42 |
0.7% |
86% |
False |
False |
|
40 |
16,588.25 |
15,703.79 |
884.46 |
5.4% |
113.34 |
0.7% |
88% |
False |
False |
|
60 |
16,588.25 |
15,362.66 |
1,225.59 |
7.4% |
111.58 |
0.7% |
91% |
False |
False |
|
80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
119.84 |
0.7% |
94% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
121.60 |
0.7% |
94% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
121.75 |
0.7% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,051.41 |
2.618 |
16,841.69 |
1.618 |
16,713.19 |
1.000 |
16,633.78 |
0.618 |
16,584.69 |
HIGH |
16,505.28 |
0.618 |
16,456.19 |
0.500 |
16,441.03 |
0.382 |
16,425.87 |
LOW |
16,376.78 |
0.618 |
16,297.37 |
1.000 |
16,248.28 |
1.618 |
16,168.87 |
2.618 |
16,040.37 |
4.250 |
15,830.66 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
16,468.30 |
16,445.61 |
PP |
16,454.67 |
16,409.27 |
S1 |
16,441.03 |
16,372.94 |
|