Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
3,101.0 |
3,100.0 |
-1.0 |
0.0% |
3,065.0 |
High |
3,127.0 |
3,118.0 |
-9.0 |
-0.3% |
3,127.0 |
Low |
3,076.0 |
3,087.0 |
11.0 |
0.4% |
3,058.0 |
Close |
3,083.0 |
3,098.0 |
15.0 |
0.5% |
3,098.0 |
Range |
51.0 |
31.0 |
-20.0 |
-39.2% |
69.0 |
ATR |
40.2 |
39.9 |
-0.4 |
-0.9% |
0.0 |
Volume |
839,006 |
605,629 |
-233,377 |
-27.8% |
3,894,748 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,194.0 |
3,177.0 |
3,115.1 |
|
R3 |
3,163.0 |
3,146.0 |
3,106.5 |
|
R2 |
3,132.0 |
3,132.0 |
3,103.7 |
|
R1 |
3,115.0 |
3,115.0 |
3,100.8 |
3,108.0 |
PP |
3,101.0 |
3,101.0 |
3,101.0 |
3,097.5 |
S1 |
3,084.0 |
3,084.0 |
3,095.2 |
3,077.0 |
S2 |
3,070.0 |
3,070.0 |
3,092.3 |
|
S3 |
3,039.0 |
3,053.0 |
3,089.5 |
|
S4 |
3,008.0 |
3,022.0 |
3,081.0 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,301.3 |
3,268.7 |
3,136.0 |
|
R3 |
3,232.3 |
3,199.7 |
3,117.0 |
|
R2 |
3,163.3 |
3,163.3 |
3,110.7 |
|
R1 |
3,130.7 |
3,130.7 |
3,104.3 |
3,147.0 |
PP |
3,094.3 |
3,094.3 |
3,094.3 |
3,102.5 |
S1 |
3,061.7 |
3,061.7 |
3,091.7 |
3,078.0 |
S2 |
3,025.3 |
3,025.3 |
3,085.4 |
|
S3 |
2,956.3 |
2,992.7 |
3,079.0 |
|
S4 |
2,887.3 |
2,923.7 |
3,060.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,127.0 |
3,058.0 |
69.0 |
2.2% |
35.8 |
1.2% |
58% |
False |
False |
778,949 |
10 |
3,127.0 |
3,045.0 |
82.0 |
2.6% |
36.3 |
1.2% |
65% |
False |
False |
667,579 |
20 |
3,127.0 |
2,910.0 |
217.0 |
7.0% |
38.0 |
1.2% |
87% |
False |
False |
624,736 |
40 |
3,127.0 |
2,910.0 |
217.0 |
7.0% |
35.5 |
1.1% |
87% |
False |
False |
329,184 |
60 |
3,127.0 |
2,910.0 |
217.0 |
7.0% |
33.9 |
1.1% |
87% |
False |
False |
219,789 |
80 |
3,127.0 |
2,857.0 |
270.0 |
8.7% |
32.8 |
1.1% |
89% |
False |
False |
164,887 |
100 |
3,127.0 |
2,708.0 |
419.0 |
13.5% |
30.9 |
1.0% |
93% |
False |
False |
131,922 |
120 |
3,127.0 |
2,696.0 |
431.0 |
13.9% |
27.8 |
0.9% |
93% |
False |
False |
109,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,249.8 |
2.618 |
3,199.2 |
1.618 |
3,168.2 |
1.000 |
3,149.0 |
0.618 |
3,137.2 |
HIGH |
3,118.0 |
0.618 |
3,106.2 |
0.500 |
3,102.5 |
0.382 |
3,098.8 |
LOW |
3,087.0 |
0.618 |
3,067.8 |
1.000 |
3,056.0 |
1.618 |
3,036.8 |
2.618 |
3,005.8 |
4.250 |
2,955.3 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
3,102.5 |
3,101.5 |
PP |
3,101.0 |
3,100.3 |
S1 |
3,099.5 |
3,099.2 |
|