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 |
3,051.0 |
3,065.0 |
14.0 |
0.5% |
3,110.0 |
High |
3,076.0 |
3,083.0 |
7.0 |
0.2% |
3,124.0 |
Low |
3,049.0 |
3,058.0 |
9.0 |
0.3% |
3,046.0 |
Close |
3,069.0 |
3,063.0 |
-6.0 |
-0.2% |
3,069.0 |
Range |
27.0 |
25.0 |
-2.0 |
-7.4% |
78.0 |
ATR |
41.2 |
40.0 |
-1.2 |
-2.8% |
0.0 |
Volume |
544,125 |
800,393 |
256,268 |
47.1% |
1,858,984 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,143.0 |
3,128.0 |
3,076.8 |
|
R3 |
3,118.0 |
3,103.0 |
3,069.9 |
|
R2 |
3,093.0 |
3,093.0 |
3,067.6 |
|
R1 |
3,078.0 |
3,078.0 |
3,065.3 |
3,073.0 |
PP |
3,068.0 |
3,068.0 |
3,068.0 |
3,065.5 |
S1 |
3,053.0 |
3,053.0 |
3,060.7 |
3,048.0 |
S2 |
3,043.0 |
3,043.0 |
3,058.4 |
|
S3 |
3,018.0 |
3,028.0 |
3,056.1 |
|
S4 |
2,993.0 |
3,003.0 |
3,049.3 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,313.7 |
3,269.3 |
3,111.9 |
|
R3 |
3,235.7 |
3,191.3 |
3,090.5 |
|
R2 |
3,157.7 |
3,157.7 |
3,083.3 |
|
R1 |
3,113.3 |
3,113.3 |
3,076.2 |
3,096.5 |
PP |
3,079.7 |
3,079.7 |
3,079.7 |
3,071.3 |
S1 |
3,035.3 |
3,035.3 |
3,061.9 |
3,018.5 |
S2 |
3,001.7 |
3,001.7 |
3,054.7 |
|
S3 |
2,923.7 |
2,957.3 |
3,047.6 |
|
S4 |
2,845.7 |
2,879.3 |
3,026.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,124.0 |
3,046.0 |
78.0 |
2.5% |
36.0 |
1.2% |
22% |
False |
False |
628,757 |
10 |
3,124.0 |
2,937.0 |
187.0 |
6.1% |
36.8 |
1.2% |
67% |
False |
False |
661,486 |
20 |
3,124.0 |
2,910.0 |
214.0 |
7.0% |
41.8 |
1.4% |
71% |
False |
False |
486,420 |
40 |
3,124.0 |
2,910.0 |
214.0 |
7.0% |
36.4 |
1.2% |
71% |
False |
False |
251,944 |
60 |
3,124.0 |
2,876.0 |
248.0 |
8.1% |
33.7 |
1.1% |
75% |
False |
False |
168,224 |
80 |
3,124.0 |
2,801.0 |
323.0 |
10.5% |
31.9 |
1.0% |
81% |
False |
False |
126,211 |
100 |
3,124.0 |
2,708.0 |
416.0 |
13.6% |
29.9 |
1.0% |
85% |
False |
False |
100,980 |
120 |
3,124.0 |
2,650.0 |
474.0 |
15.5% |
26.9 |
0.9% |
87% |
False |
False |
84,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,189.3 |
2.618 |
3,148.5 |
1.618 |
3,123.5 |
1.000 |
3,108.0 |
0.618 |
3,098.5 |
HIGH |
3,083.0 |
0.618 |
3,073.5 |
0.500 |
3,070.5 |
0.382 |
3,067.6 |
LOW |
3,058.0 |
0.618 |
3,042.6 |
1.000 |
3,033.0 |
1.618 |
3,017.6 |
2.618 |
2,992.6 |
4.250 |
2,951.8 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
3,070.5 |
3,085.0 |
PP |
3,068.0 |
3,077.7 |
S1 |
3,065.5 |
3,070.3 |
|