Trading Metrics calculated at close of trading on 03-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,204.5 |
1,222.3 |
17.8 |
1.5% |
1,213.8 |
High |
1,230.8 |
1,239.6 |
8.8 |
0.7% |
1,239.6 |
Low |
1,202.5 |
1,221.3 |
18.8 |
1.6% |
1,181.4 |
Close |
1,225.2 |
1,238.6 |
13.4 |
1.1% |
1,238.6 |
Range |
28.3 |
18.3 |
-10.0 |
-35.3% |
58.2 |
ATR |
23.1 |
22.8 |
-0.3 |
-1.5% |
0.0 |
Volume |
136,924 |
114,982 |
-21,942 |
-16.0% |
454,987 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.1 |
1,281.6 |
1,248.7 |
|
R3 |
1,269.8 |
1,263.3 |
1,243.6 |
|
R2 |
1,251.5 |
1,251.5 |
1,242.0 |
|
R1 |
1,245.0 |
1,245.0 |
1,240.3 |
1,248.3 |
PP |
1,233.2 |
1,233.2 |
1,233.2 |
1,234.8 |
S1 |
1,226.7 |
1,226.7 |
1,236.9 |
1,230.0 |
S2 |
1,214.9 |
1,214.9 |
1,235.2 |
|
S3 |
1,196.6 |
1,208.4 |
1,233.6 |
|
S4 |
1,178.3 |
1,190.1 |
1,228.5 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.5 |
1,374.7 |
1,270.6 |
|
R3 |
1,336.3 |
1,316.5 |
1,254.6 |
|
R2 |
1,278.1 |
1,278.1 |
1,249.3 |
|
R1 |
1,258.3 |
1,258.3 |
1,243.9 |
1,268.2 |
PP |
1,219.9 |
1,219.9 |
1,219.9 |
1,224.8 |
S1 |
1,200.1 |
1,200.1 |
1,233.3 |
1,210.0 |
S2 |
1,161.7 |
1,161.7 |
1,227.9 |
|
S3 |
1,103.5 |
1,141.9 |
1,222.6 |
|
S4 |
1,045.3 |
1,083.7 |
1,206.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,239.6 |
1,181.4 |
58.2 |
4.7% |
22.4 |
1.8% |
98% |
True |
False |
107,748 |
10 |
1,239.6 |
1,181.4 |
58.2 |
4.7% |
20.9 |
1.7% |
98% |
True |
False |
106,706 |
20 |
1,267.5 |
1,181.4 |
86.1 |
7.0% |
22.9 |
1.9% |
66% |
False |
False |
121,375 |
40 |
1,326.8 |
1,181.4 |
145.4 |
11.7% |
21.8 |
1.8% |
39% |
False |
False |
89,945 |
60 |
1,362.3 |
1,181.4 |
180.9 |
14.6% |
22.0 |
1.8% |
32% |
False |
False |
61,779 |
80 |
1,375.8 |
1,181.4 |
194.4 |
15.7% |
23.5 |
1.9% |
29% |
False |
False |
46,882 |
100 |
1,433.7 |
1,181.4 |
252.3 |
20.4% |
23.5 |
1.9% |
23% |
False |
False |
37,830 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.4% |
23.0 |
1.9% |
23% |
False |
False |
31,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,317.4 |
2.618 |
1,287.5 |
1.618 |
1,269.2 |
1.000 |
1,257.9 |
0.618 |
1,250.9 |
HIGH |
1,239.6 |
0.618 |
1,232.6 |
0.500 |
1,230.5 |
0.382 |
1,228.3 |
LOW |
1,221.3 |
0.618 |
1,210.0 |
1.000 |
1,203.0 |
1.618 |
1,191.7 |
2.618 |
1,173.4 |
4.250 |
1,143.5 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,235.9 |
1,229.2 |
PP |
1,233.2 |
1,219.9 |
S1 |
1,230.5 |
1,210.5 |
|