Trading Metrics calculated at close of trading on 07-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,322.0 |
5,303.0 |
-19.0 |
-0.4% |
5,341.0 |
High |
5,335.0 |
5,317.0 |
-18.0 |
-0.3% |
5,358.0 |
Low |
5,284.0 |
5,283.0 |
-1.0 |
0.0% |
5,294.0 |
Close |
5,304.0 |
5,295.0 |
-9.0 |
-0.2% |
5,312.0 |
Range |
51.0 |
34.0 |
-17.0 |
-33.3% |
64.0 |
ATR |
48.4 |
47.4 |
-1.0 |
-2.1% |
0.0 |
Volume |
16,704 |
16,586 |
-118 |
-0.7% |
48,210 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,400.3 |
5,381.7 |
5,313.7 |
|
R3 |
5,366.3 |
5,347.7 |
5,304.4 |
|
R2 |
5,332.3 |
5,332.3 |
5,301.2 |
|
R1 |
5,313.7 |
5,313.7 |
5,298.1 |
5,306.0 |
PP |
5,298.3 |
5,298.3 |
5,298.3 |
5,294.5 |
S1 |
5,279.7 |
5,279.7 |
5,291.9 |
5,272.0 |
S2 |
5,264.3 |
5,264.3 |
5,288.8 |
|
S3 |
5,230.3 |
5,245.7 |
5,285.7 |
|
S4 |
5,196.3 |
5,211.7 |
5,276.3 |
|
|
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 |
5,283.0 |
75.0 |
1.4% |
37.6 |
0.7% |
16% |
False |
True |
14,225 |
10 |
5,358.0 |
5,172.0 |
186.0 |
3.5% |
43.9 |
0.8% |
66% |
False |
False |
14,628 |
20 |
5,358.0 |
4,993.0 |
365.0 |
6.9% |
49.1 |
0.9% |
83% |
False |
False |
23,741 |
40 |
5,383.0 |
4,993.0 |
390.0 |
7.4% |
32.8 |
0.6% |
77% |
False |
False |
11,931 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
24.6 |
0.5% |
74% |
False |
False |
7,979 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
19.7 |
0.4% |
74% |
False |
False |
5,994 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
15.7 |
0.3% |
74% |
False |
False |
4,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,461.5 |
2.618 |
5,406.0 |
1.618 |
5,372.0 |
1.000 |
5,351.0 |
0.618 |
5,338.0 |
HIGH |
5,317.0 |
0.618 |
5,304.0 |
0.500 |
5,300.0 |
0.382 |
5,296.0 |
LOW |
5,283.0 |
0.618 |
5,262.0 |
1.000 |
5,249.0 |
1.618 |
5,228.0 |
2.618 |
5,194.0 |
4.250 |
5,138.5 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,300.0 |
5,309.0 |
PP |
5,298.3 |
5,304.3 |
S1 |
5,296.7 |
5,299.7 |
|