Trading Metrics calculated at close of trading on 06-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,222.3 |
1,237.0 |
14.7 |
1.2% |
1,213.8 |
High |
1,239.6 |
1,247.7 |
8.1 |
0.7% |
1,239.6 |
Low |
1,221.3 |
1,212.6 |
-8.7 |
-0.7% |
1,181.4 |
Close |
1,238.6 |
1,238.0 |
-0.6 |
0.0% |
1,238.6 |
Range |
18.3 |
35.1 |
16.8 |
91.8% |
58.2 |
ATR |
22.8 |
23.7 |
0.9 |
3.9% |
0.0 |
Volume |
114,982 |
152,189 |
37,207 |
32.4% |
454,987 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.1 |
1,323.1 |
1,257.3 |
|
R3 |
1,303.0 |
1,288.0 |
1,247.7 |
|
R2 |
1,267.9 |
1,267.9 |
1,244.4 |
|
R1 |
1,252.9 |
1,252.9 |
1,241.2 |
1,260.4 |
PP |
1,232.8 |
1,232.8 |
1,232.8 |
1,236.5 |
S1 |
1,217.8 |
1,217.8 |
1,234.8 |
1,225.3 |
S2 |
1,197.7 |
1,197.7 |
1,231.6 |
|
S3 |
1,162.6 |
1,182.7 |
1,228.3 |
|
S4 |
1,127.5 |
1,147.6 |
1,218.7 |
|
|
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 |
1,247.7 |
1,181.4 |
66.3 |
5.4% |
27.4 |
2.2% |
85% |
True |
False |
121,435 |
10 |
1,247.7 |
1,181.4 |
66.3 |
5.4% |
20.4 |
1.7% |
85% |
True |
False |
101,275 |
20 |
1,267.5 |
1,181.4 |
86.1 |
7.0% |
23.4 |
1.9% |
66% |
False |
False |
121,273 |
40 |
1,326.8 |
1,181.4 |
145.4 |
11.7% |
22.3 |
1.8% |
39% |
False |
False |
93,487 |
60 |
1,362.3 |
1,181.4 |
180.9 |
14.6% |
22.1 |
1.8% |
31% |
False |
False |
64,266 |
80 |
1,375.8 |
1,181.4 |
194.4 |
15.7% |
23.9 |
1.9% |
29% |
False |
False |
48,745 |
100 |
1,433.7 |
1,181.4 |
252.3 |
20.4% |
23.7 |
1.9% |
22% |
False |
False |
39,340 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.4% |
23.1 |
1.9% |
22% |
False |
False |
33,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.9 |
2.618 |
1,339.6 |
1.618 |
1,304.5 |
1.000 |
1,282.8 |
0.618 |
1,269.4 |
HIGH |
1,247.7 |
0.618 |
1,234.3 |
0.500 |
1,230.2 |
0.382 |
1,226.0 |
LOW |
1,212.6 |
0.618 |
1,190.9 |
1.000 |
1,177.5 |
1.618 |
1,155.8 |
2.618 |
1,120.7 |
4.250 |
1,063.4 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,235.4 |
1,233.7 |
PP |
1,232.8 |
1,229.4 |
S1 |
1,230.2 |
1,225.1 |
|