Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,242.8 |
1,253.0 |
10.2 |
0.8% |
1,248.7 |
High |
1,255.1 |
1,262.2 |
7.1 |
0.6% |
1,255.2 |
Low |
1,238.1 |
1,235.3 |
-2.8 |
-0.2% |
1,234.1 |
Close |
1,252.3 |
1,242.0 |
-10.3 |
-0.8% |
1,252.3 |
Range |
17.0 |
26.9 |
9.9 |
58.2% |
21.1 |
ATR |
18.2 |
18.8 |
0.6 |
3.4% |
0.0 |
Volume |
8,748 |
24,880 |
16,132 |
184.4% |
84,613 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.2 |
1,311.5 |
1,256.8 |
|
R3 |
1,300.3 |
1,284.6 |
1,249.4 |
|
R2 |
1,273.4 |
1,273.4 |
1,246.9 |
|
R1 |
1,257.7 |
1,257.7 |
1,244.5 |
1,252.1 |
PP |
1,246.5 |
1,246.5 |
1,246.5 |
1,243.7 |
S1 |
1,230.8 |
1,230.8 |
1,239.5 |
1,225.2 |
S2 |
1,219.6 |
1,219.6 |
1,237.1 |
|
S3 |
1,192.7 |
1,203.9 |
1,234.6 |
|
S4 |
1,165.8 |
1,177.0 |
1,227.2 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.5 |
1,302.5 |
1,263.9 |
|
R3 |
1,289.4 |
1,281.4 |
1,258.1 |
|
R2 |
1,268.3 |
1,268.3 |
1,256.2 |
|
R1 |
1,260.3 |
1,260.3 |
1,254.2 |
1,264.3 |
PP |
1,247.2 |
1,247.2 |
1,247.2 |
1,249.2 |
S1 |
1,239.2 |
1,239.2 |
1,250.4 |
1,243.2 |
S2 |
1,226.1 |
1,226.1 |
1,248.4 |
|
S3 |
1,205.0 |
1,218.1 |
1,246.5 |
|
S4 |
1,183.9 |
1,197.0 |
1,240.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,262.2 |
1,234.1 |
28.1 |
2.3% |
15.3 |
1.2% |
28% |
True |
False |
18,199 |
10 |
1,262.2 |
1,218.6 |
43.6 |
3.5% |
15.0 |
1.2% |
54% |
True |
False |
20,108 |
20 |
1,262.2 |
1,182.3 |
79.9 |
6.4% |
17.1 |
1.4% |
75% |
True |
False |
12,367 |
40 |
1,266.7 |
1,182.3 |
84.4 |
6.8% |
20.0 |
1.6% |
71% |
False |
False |
8,458 |
60 |
1,361.1 |
1,182.3 |
178.8 |
14.4% |
18.9 |
1.5% |
33% |
False |
False |
6,327 |
80 |
1,361.1 |
1,182.3 |
178.8 |
14.4% |
20.1 |
1.6% |
33% |
False |
False |
5,082 |
100 |
1,430.2 |
1,182.3 |
247.9 |
20.0% |
20.6 |
1.7% |
24% |
False |
False |
4,200 |
120 |
1,430.2 |
1,182.3 |
247.9 |
20.0% |
20.4 |
1.6% |
24% |
False |
False |
3,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.5 |
2.618 |
1,332.6 |
1.618 |
1,305.7 |
1.000 |
1,289.1 |
0.618 |
1,278.8 |
HIGH |
1,262.2 |
0.618 |
1,251.9 |
0.500 |
1,248.8 |
0.382 |
1,245.6 |
LOW |
1,235.3 |
0.618 |
1,218.7 |
1.000 |
1,208.4 |
1.618 |
1,191.8 |
2.618 |
1,164.9 |
4.250 |
1,121.0 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,248.8 |
1,248.8 |
PP |
1,246.5 |
1,246.5 |
S1 |
1,244.3 |
1,244.3 |
|