Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
16,371.99 |
16,203.29 |
-168.70 |
-1.0% |
16,459.27 |
High |
16,372.96 |
16,203.29 |
-169.67 |
-1.0% |
16,520.60 |
Low |
16,140.58 |
15,879.11 |
-261.47 |
-1.6% |
15,879.11 |
Close |
16,197.35 |
15,879.11 |
-318.24 |
-2.0% |
15,879.11 |
Range |
232.38 |
324.18 |
91.80 |
39.5% |
641.49 |
ATR |
133.72 |
147.32 |
13.60 |
10.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,959.71 |
16,743.59 |
16,057.41 |
|
R3 |
16,635.53 |
16,419.41 |
15,968.26 |
|
R2 |
16,311.35 |
16,311.35 |
15,938.54 |
|
R1 |
16,095.23 |
16,095.23 |
15,908.83 |
16,041.20 |
PP |
15,987.17 |
15,987.17 |
15,987.17 |
15,960.16 |
S1 |
15,771.05 |
15,771.05 |
15,849.39 |
15,717.02 |
S2 |
15,662.99 |
15,662.99 |
15,819.68 |
|
S3 |
15,338.81 |
15,446.87 |
15,789.96 |
|
S4 |
15,014.63 |
15,122.69 |
15,700.81 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,017.41 |
17,589.75 |
16,231.93 |
|
R3 |
17,375.92 |
16,948.26 |
16,055.52 |
|
R2 |
16,734.43 |
16,734.43 |
15,996.72 |
|
R1 |
16,306.77 |
16,306.77 |
15,937.91 |
16,199.86 |
PP |
16,092.94 |
16,092.94 |
16,092.94 |
16,039.48 |
S1 |
15,665.28 |
15,665.28 |
15,820.31 |
15,558.37 |
S2 |
15,451.45 |
15,451.45 |
15,761.50 |
|
S3 |
14,809.96 |
15,023.79 |
15,702.70 |
|
S4 |
14,168.47 |
14,382.30 |
15,526.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,520.60 |
15,879.11 |
641.49 |
4.0% |
199.58 |
1.3% |
0% |
False |
True |
|
10 |
16,520.60 |
15,879.11 |
641.49 |
4.0% |
166.28 |
1.0% |
0% |
False |
True |
|
20 |
16,588.25 |
15,879.11 |
709.14 |
4.5% |
135.13 |
0.9% |
0% |
False |
True |
|
40 |
16,588.25 |
15,703.79 |
884.46 |
5.6% |
126.43 |
0.8% |
20% |
False |
False |
|
60 |
16,588.25 |
15,522.18 |
1,066.07 |
6.7% |
121.43 |
0.8% |
33% |
False |
False |
|
80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.8% |
124.76 |
0.8% |
62% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.8% |
125.71 |
0.8% |
62% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.8% |
124.81 |
0.8% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,581.06 |
2.618 |
17,051.99 |
1.618 |
16,727.81 |
1.000 |
16,527.47 |
0.618 |
16,403.63 |
HIGH |
16,203.29 |
0.618 |
16,079.45 |
0.500 |
16,041.20 |
0.382 |
16,002.95 |
LOW |
15,879.11 |
0.618 |
15,678.77 |
1.000 |
15,554.93 |
1.618 |
15,354.59 |
2.618 |
15,030.41 |
4.250 |
14,501.35 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
16,041.20 |
16,166.30 |
PP |
15,987.17 |
16,070.57 |
S1 |
15,933.14 |
15,974.84 |
|