Trading Metrics calculated at close of trading on 07-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
16,474.04 |
16,429.02 |
-45.02 |
-0.3% |
16,484.51 |
High |
16,532.99 |
16,562.32 |
29.33 |
0.2% |
16,588.25 |
Low |
16,405.52 |
16,429.02 |
23.50 |
0.1% |
16,416.49 |
Close |
16,425.10 |
16,530.94 |
105.84 |
0.6% |
16,469.99 |
Range |
127.47 |
133.30 |
5.83 |
4.6% |
171.76 |
ATR |
110.67 |
112.57 |
1.90 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,907.33 |
16,852.43 |
16,604.26 |
|
R3 |
16,774.03 |
16,719.13 |
16,567.60 |
|
R2 |
16,640.73 |
16,640.73 |
16,555.38 |
|
R1 |
16,585.83 |
16,585.83 |
16,543.16 |
16,613.28 |
PP |
16,507.43 |
16,507.43 |
16,507.43 |
16,521.15 |
S1 |
16,452.53 |
16,452.53 |
16,518.72 |
16,479.98 |
S2 |
16,374.13 |
16,374.13 |
16,506.50 |
|
S3 |
16,240.83 |
16,319.23 |
16,494.28 |
|
S4 |
16,107.53 |
16,185.93 |
16,457.63 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,006.86 |
16,910.18 |
16,564.46 |
|
R3 |
16,835.10 |
16,738.42 |
16,517.22 |
|
R2 |
16,663.34 |
16,663.34 |
16,501.48 |
|
R1 |
16,566.66 |
16,566.66 |
16,485.73 |
16,529.12 |
PP |
16,491.58 |
16,491.58 |
16,491.58 |
16,472.81 |
S1 |
16,394.90 |
16,394.90 |
16,454.25 |
16,357.36 |
S2 |
16,319.82 |
16,319.82 |
16,438.50 |
|
S3 |
16,148.06 |
16,223.14 |
16,422.76 |
|
S4 |
15,976.30 |
16,051.38 |
16,375.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,588.25 |
16,405.52 |
182.73 |
1.1% |
114.71 |
0.7% |
69% |
False |
False |
|
10 |
16,588.25 |
16,225.25 |
363.00 |
2.2% |
93.86 |
0.6% |
84% |
False |
False |
|
20 |
16,588.25 |
15,703.79 |
884.46 |
5.4% |
111.29 |
0.7% |
94% |
False |
False |
|
40 |
16,588.25 |
15,579.35 |
1,008.90 |
6.1% |
109.01 |
0.7% |
94% |
False |
False |
|
60 |
16,588.25 |
15,100.13 |
1,488.12 |
9.0% |
112.76 |
0.7% |
96% |
False |
False |
|
80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
119.63 |
0.7% |
97% |
False |
False |
|
100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
120.76 |
0.7% |
97% |
False |
False |
|
120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
119.13 |
0.7% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,128.85 |
2.618 |
16,911.30 |
1.618 |
16,778.00 |
1.000 |
16,695.62 |
0.618 |
16,644.70 |
HIGH |
16,562.32 |
0.618 |
16,511.40 |
0.500 |
16,495.67 |
0.382 |
16,479.94 |
LOW |
16,429.02 |
0.618 |
16,346.64 |
1.000 |
16,295.72 |
1.618 |
16,213.34 |
2.618 |
16,080.04 |
4.250 |
15,862.50 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
16,519.18 |
16,515.27 |
PP |
16,507.43 |
16,499.59 |
S1 |
16,495.67 |
16,483.92 |
|