Trading Metrics calculated at close of trading on 08-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,237.0 |
1,231.0 |
-6.0 |
-0.5% |
1,213.8 |
High |
1,244.7 |
1,231.8 |
-12.9 |
-1.0% |
1,239.6 |
Low |
1,224.2 |
1,217.7 |
-6.5 |
-0.5% |
1,181.4 |
Close |
1,229.6 |
1,225.5 |
-4.1 |
-0.3% |
1,238.6 |
Range |
20.5 |
14.1 |
-6.4 |
-31.2% |
58.2 |
ATR |
23.4 |
22.8 |
-0.7 |
-2.8% |
0.0 |
Volume |
128,637 |
157,113 |
28,476 |
22.1% |
454,987 |
|
Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.3 |
1,260.5 |
1,233.3 |
|
R3 |
1,253.2 |
1,246.4 |
1,229.4 |
|
R2 |
1,239.1 |
1,239.1 |
1,228.1 |
|
R1 |
1,232.3 |
1,232.3 |
1,226.8 |
1,228.7 |
PP |
1,225.0 |
1,225.0 |
1,225.0 |
1,223.2 |
S1 |
1,218.2 |
1,218.2 |
1,224.2 |
1,214.6 |
S2 |
1,210.9 |
1,210.9 |
1,222.9 |
|
S3 |
1,196.8 |
1,204.1 |
1,221.6 |
|
S4 |
1,182.7 |
1,190.0 |
1,217.7 |
|
|
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 |
1,202.5 |
45.2 |
3.7% |
23.3 |
1.9% |
51% |
False |
False |
137,969 |
10 |
1,247.7 |
1,181.4 |
66.3 |
5.4% |
20.6 |
1.7% |
67% |
False |
False |
107,482 |
20 |
1,267.5 |
1,181.4 |
86.1 |
7.0% |
22.4 |
1.8% |
51% |
False |
False |
122,927 |
40 |
1,294.7 |
1,181.4 |
113.3 |
9.2% |
21.6 |
1.8% |
39% |
False |
False |
99,543 |
60 |
1,362.3 |
1,181.4 |
180.9 |
14.8% |
21.6 |
1.8% |
24% |
False |
False |
68,873 |
80 |
1,375.8 |
1,181.4 |
194.4 |
15.9% |
23.5 |
1.9% |
23% |
False |
False |
52,263 |
100 |
1,433.7 |
1,181.4 |
252.3 |
20.6% |
23.4 |
1.9% |
17% |
False |
False |
42,179 |
120 |
1,433.7 |
1,181.4 |
252.3 |
20.6% |
23.1 |
1.9% |
17% |
False |
False |
35,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,291.7 |
2.618 |
1,268.7 |
1.618 |
1,254.6 |
1.000 |
1,245.9 |
0.618 |
1,240.5 |
HIGH |
1,231.8 |
0.618 |
1,226.4 |
0.500 |
1,224.8 |
0.382 |
1,223.1 |
LOW |
1,217.7 |
0.618 |
1,209.0 |
1.000 |
1,203.6 |
1.618 |
1,194.9 |
2.618 |
1,180.8 |
4.250 |
1,157.8 |
|
|
Fisher Pivots for day following 08-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,225.3 |
1,230.2 |
PP |
1,225.0 |
1,228.6 |
S1 |
1,224.8 |
1,227.1 |
|