Trading Metrics calculated at close of trading on 02-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,317.0 |
5,328.0 |
11.0 |
0.2% |
5,234.0 |
High |
5,345.0 |
5,358.0 |
13.0 |
0.2% |
5,352.0 |
Low |
5,310.0 |
5,322.0 |
12.0 |
0.2% |
5,231.0 |
Close |
5,318.0 |
5,345.0 |
27.0 |
0.5% |
5,314.0 |
Range |
35.0 |
36.0 |
1.0 |
2.9% |
121.0 |
ATR |
48.6 |
48.0 |
-0.6 |
-1.3% |
0.0 |
Volume |
9,724 |
13,254 |
3,530 |
36.3% |
40,651 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,449.7 |
5,433.3 |
5,364.8 |
|
R3 |
5,413.7 |
5,397.3 |
5,354.9 |
|
R2 |
5,377.7 |
5,377.7 |
5,351.6 |
|
R1 |
5,361.3 |
5,361.3 |
5,348.3 |
5,369.5 |
PP |
5,341.7 |
5,341.7 |
5,341.7 |
5,345.8 |
S1 |
5,325.3 |
5,325.3 |
5,341.7 |
5,333.5 |
S2 |
5,305.7 |
5,305.7 |
5,338.4 |
|
S3 |
5,269.7 |
5,289.3 |
5,335.1 |
|
S4 |
5,233.7 |
5,253.3 |
5,325.2 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,662.0 |
5,609.0 |
5,380.6 |
|
R3 |
5,541.0 |
5,488.0 |
5,347.3 |
|
R2 |
5,420.0 |
5,420.0 |
5,336.2 |
|
R1 |
5,367.0 |
5,367.0 |
5,325.1 |
5,393.5 |
PP |
5,299.0 |
5,299.0 |
5,299.0 |
5,312.3 |
S1 |
5,246.0 |
5,246.0 |
5,302.9 |
5,272.5 |
S2 |
5,178.0 |
5,178.0 |
5,291.8 |
|
S3 |
5,057.0 |
5,125.0 |
5,280.7 |
|
S4 |
4,936.0 |
5,004.0 |
5,247.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,358.0 |
5,273.0 |
85.0 |
1.6% |
40.4 |
0.8% |
85% |
True |
False |
11,280 |
10 |
5,358.0 |
5,050.0 |
308.0 |
5.8% |
50.6 |
0.9% |
96% |
True |
False |
30,760 |
20 |
5,358.0 |
4,993.0 |
365.0 |
6.8% |
49.8 |
0.9% |
96% |
True |
False |
21,373 |
40 |
5,394.0 |
4,993.0 |
401.0 |
7.5% |
29.9 |
0.6% |
88% |
False |
False |
10,729 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.6% |
22.7 |
0.4% |
86% |
False |
False |
7,177 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.6% |
18.2 |
0.3% |
86% |
False |
False |
5,397 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.6% |
14.6 |
0.3% |
86% |
False |
False |
4,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,511.0 |
2.618 |
5,452.2 |
1.618 |
5,416.2 |
1.000 |
5,394.0 |
0.618 |
5,380.2 |
HIGH |
5,358.0 |
0.618 |
5,344.2 |
0.500 |
5,340.0 |
0.382 |
5,335.8 |
LOW |
5,322.0 |
0.618 |
5,299.8 |
1.000 |
5,286.0 |
1.618 |
5,263.8 |
2.618 |
5,227.8 |
4.250 |
5,169.0 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,343.3 |
5,341.3 |
PP |
5,341.7 |
5,337.7 |
S1 |
5,340.0 |
5,334.0 |
|