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 |
1,237.0 |
1,237.0 |
0.0 |
0.0% |
1,213.8 |
High |
1,247.7 |
1,244.7 |
-3.0 |
-0.2% |
1,239.6 |
Low |
1,212.6 |
1,224.2 |
11.6 |
1.0% |
1,181.4 |
Close |
1,238.0 |
1,229.6 |
-8.4 |
-0.7% |
1,238.6 |
Range |
35.1 |
20.5 |
-14.6 |
-41.6% |
58.2 |
ATR |
23.7 |
23.4 |
-0.2 |
-1.0% |
0.0 |
Volume |
152,189 |
128,637 |
-23,552 |
-15.5% |
454,987 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.3 |
1,282.5 |
1,240.9 |
|
R3 |
1,273.8 |
1,262.0 |
1,235.2 |
|
R2 |
1,253.3 |
1,253.3 |
1,233.4 |
|
R1 |
1,241.5 |
1,241.5 |
1,231.5 |
1,237.2 |
PP |
1,232.8 |
1,232.8 |
1,232.8 |
1,230.7 |
S1 |
1,221.0 |
1,221.0 |
1,227.7 |
1,216.7 |
S2 |
1,212.3 |
1,212.3 |
1,225.8 |
|
S3 |
1,191.8 |
1,200.5 |
1,224.0 |
|
S4 |
1,171.3 |
1,180.0 |
1,218.3 |
|
|
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% |
27.0 |
2.2% |
73% |
False |
False |
131,174 |
10 |
1,247.7 |
1,181.4 |
66.3 |
5.4% |
20.6 |
1.7% |
73% |
False |
False |
100,268 |
20 |
1,267.5 |
1,181.4 |
86.1 |
7.0% |
22.6 |
1.8% |
56% |
False |
False |
118,957 |
40 |
1,314.1 |
1,181.4 |
132.7 |
10.8% |
22.1 |
1.8% |
36% |
False |
False |
96,037 |
60 |
1,362.3 |
1,181.4 |
180.9 |
14.7% |
22.0 |
1.8% |
27% |
False |
False |
66,345 |
80 |
1,375.8 |
1,181.4 |
194.4 |
15.8% |
23.6 |
1.9% |
25% |
False |
False |
50,329 |
100 |
1,433.7 |
1,181.4 |
252.3 |
20.5% |
23.7 |
1.9% |
19% |
False |
False |
40,616 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.5% |
23.1 |
1.9% |
19% |
False |
False |
34,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.8 |
2.618 |
1,298.4 |
1.618 |
1,277.9 |
1.000 |
1,265.2 |
0.618 |
1,257.4 |
HIGH |
1,244.7 |
0.618 |
1,236.9 |
0.500 |
1,234.5 |
0.382 |
1,232.0 |
LOW |
1,224.2 |
0.618 |
1,211.5 |
1.000 |
1,203.7 |
1.618 |
1,191.0 |
2.618 |
1,170.5 |
4.250 |
1,137.1 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,234.5 |
1,230.2 |
PP |
1,232.8 |
1,230.0 |
S1 |
1,231.2 |
1,229.8 |
|