Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
6,790.0 |
6,791.0 |
1.0 |
0.0% |
6,700.0 |
High |
6,815.5 |
6,814.0 |
-1.5 |
0.0% |
6,800.0 |
Low |
6,767.0 |
6,770.0 |
3.0 |
0.0% |
6,638.0 |
Close |
6,778.5 |
6,779.5 |
1.0 |
0.0% |
6,775.5 |
Range |
48.5 |
44.0 |
-4.5 |
-9.3% |
162.0 |
ATR |
60.4 |
59.3 |
-1.2 |
-1.9% |
0.0 |
Volume |
79,203 |
95,376 |
16,173 |
20.4% |
431,812 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,920.0 |
6,893.5 |
6,803.5 |
|
R3 |
6,876.0 |
6,849.5 |
6,791.5 |
|
R2 |
6,832.0 |
6,832.0 |
6,787.5 |
|
R1 |
6,805.5 |
6,805.5 |
6,783.5 |
6,797.0 |
PP |
6,788.0 |
6,788.0 |
6,788.0 |
6,783.5 |
S1 |
6,761.5 |
6,761.5 |
6,775.5 |
6,753.0 |
S2 |
6,744.0 |
6,744.0 |
6,771.5 |
|
S3 |
6,700.0 |
6,717.5 |
6,767.5 |
|
S4 |
6,656.0 |
6,673.5 |
6,755.5 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,224.0 |
7,161.5 |
6,864.5 |
|
R3 |
7,062.0 |
6,999.5 |
6,820.0 |
|
R2 |
6,900.0 |
6,900.0 |
6,805.0 |
|
R1 |
6,837.5 |
6,837.5 |
6,790.5 |
6,869.0 |
PP |
6,738.0 |
6,738.0 |
6,738.0 |
6,753.5 |
S1 |
6,675.5 |
6,675.5 |
6,760.5 |
6,707.0 |
S2 |
6,576.0 |
6,576.0 |
6,746.0 |
|
S3 |
6,414.0 |
6,513.5 |
6,731.0 |
|
S4 |
6,252.0 |
6,351.5 |
6,686.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,815.5 |
6,750.0 |
65.5 |
1.0% |
43.0 |
0.6% |
45% |
False |
False |
81,040 |
10 |
6,815.5 |
6,623.5 |
192.0 |
2.8% |
56.0 |
0.8% |
81% |
False |
False |
87,587 |
20 |
6,815.5 |
6,558.0 |
257.5 |
3.8% |
55.0 |
0.8% |
86% |
False |
False |
76,067 |
40 |
6,815.5 |
6,349.0 |
466.5 |
6.9% |
58.5 |
0.9% |
92% |
False |
False |
66,121 |
60 |
6,815.5 |
6,349.0 |
466.5 |
6.9% |
53.5 |
0.8% |
92% |
False |
False |
44,317 |
80 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
46.0 |
0.7% |
93% |
False |
False |
33,260 |
100 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
39.0 |
0.6% |
93% |
False |
False |
26,624 |
120 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
33.0 |
0.5% |
93% |
False |
False |
22,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,001.0 |
2.618 |
6,929.0 |
1.618 |
6,885.0 |
1.000 |
6,858.0 |
0.618 |
6,841.0 |
HIGH |
6,814.0 |
0.618 |
6,797.0 |
0.500 |
6,792.0 |
0.382 |
6,787.0 |
LOW |
6,770.0 |
0.618 |
6,743.0 |
1.000 |
6,726.0 |
1.618 |
6,699.0 |
2.618 |
6,655.0 |
4.250 |
6,583.0 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,792.0 |
6,787.0 |
PP |
6,788.0 |
6,784.5 |
S1 |
6,783.5 |
6,782.0 |
|