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 |
5,318.0 |
5,322.0 |
4.0 |
0.1% |
5,341.0 |
High |
5,326.0 |
5,335.0 |
9.0 |
0.2% |
5,358.0 |
Low |
5,294.0 |
5,284.0 |
-10.0 |
-0.2% |
5,294.0 |
Close |
5,312.0 |
5,304.0 |
-8.0 |
-0.2% |
5,312.0 |
Range |
32.0 |
51.0 |
19.0 |
59.4% |
64.0 |
ATR |
48.2 |
48.4 |
0.2 |
0.4% |
0.0 |
Volume |
14,860 |
16,704 |
1,844 |
12.4% |
48,210 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,460.7 |
5,433.3 |
5,332.1 |
|
R3 |
5,409.7 |
5,382.3 |
5,318.0 |
|
R2 |
5,358.7 |
5,358.7 |
5,313.4 |
|
R1 |
5,331.3 |
5,331.3 |
5,308.7 |
5,319.5 |
PP |
5,307.7 |
5,307.7 |
5,307.7 |
5,301.8 |
S1 |
5,280.3 |
5,280.3 |
5,299.3 |
5,268.5 |
S2 |
5,256.7 |
5,256.7 |
5,294.7 |
|
S3 |
5,205.7 |
5,229.3 |
5,290.0 |
|
S4 |
5,154.7 |
5,178.3 |
5,276.0 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,513.3 |
5,476.7 |
5,347.2 |
|
R3 |
5,449.3 |
5,412.7 |
5,329.6 |
|
R2 |
5,385.3 |
5,385.3 |
5,323.7 |
|
R1 |
5,348.7 |
5,348.7 |
5,317.9 |
5,335.0 |
PP |
5,321.3 |
5,321.3 |
5,321.3 |
5,314.5 |
S1 |
5,284.7 |
5,284.7 |
5,306.1 |
5,271.0 |
S2 |
5,257.3 |
5,257.3 |
5,300.3 |
|
S3 |
5,193.3 |
5,220.7 |
5,294.4 |
|
S4 |
5,129.3 |
5,156.7 |
5,276.8 |
|
|
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 |
5,284.0 |
74.0 |
1.4% |
37.0 |
0.7% |
27% |
False |
True |
12,982 |
10 |
5,358.0 |
5,095.0 |
263.0 |
5.0% |
49.7 |
0.9% |
79% |
False |
False |
15,902 |
20 |
5,358.0 |
4,993.0 |
365.0 |
6.9% |
49.8 |
0.9% |
85% |
False |
False |
22,917 |
40 |
5,394.0 |
4,993.0 |
401.0 |
7.6% |
32.0 |
0.6% |
78% |
False |
False |
11,518 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
24.0 |
0.5% |
76% |
False |
False |
7,703 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
19.3 |
0.4% |
76% |
False |
False |
5,787 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
15.4 |
0.3% |
76% |
False |
False |
4,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,551.8 |
2.618 |
5,468.5 |
1.618 |
5,417.5 |
1.000 |
5,386.0 |
0.618 |
5,366.5 |
HIGH |
5,335.0 |
0.618 |
5,315.5 |
0.500 |
5,309.5 |
0.382 |
5,303.5 |
LOW |
5,284.0 |
0.618 |
5,252.5 |
1.000 |
5,233.0 |
1.618 |
5,201.5 |
2.618 |
5,150.5 |
4.250 |
5,067.3 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,309.5 |
5,321.0 |
PP |
5,307.7 |
5,315.3 |
S1 |
5,305.8 |
5,309.7 |
|