Trading Metrics calculated at close of trading on 08-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,303.0 |
5,319.0 |
16.0 |
0.3% |
5,341.0 |
High |
5,317.0 |
5,324.0 |
7.0 |
0.1% |
5,358.0 |
Low |
5,283.0 |
5,269.0 |
-14.0 |
-0.3% |
5,294.0 |
Close |
5,295.0 |
5,287.0 |
-8.0 |
-0.2% |
5,312.0 |
Range |
34.0 |
55.0 |
21.0 |
61.8% |
64.0 |
ATR |
47.4 |
47.9 |
0.5 |
1.1% |
0.0 |
Volume |
16,586 |
14,482 |
-2,104 |
-12.7% |
48,210 |
|
Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,458.3 |
5,427.7 |
5,317.3 |
|
R3 |
5,403.3 |
5,372.7 |
5,302.1 |
|
R2 |
5,348.3 |
5,348.3 |
5,297.1 |
|
R1 |
5,317.7 |
5,317.7 |
5,292.0 |
5,305.5 |
PP |
5,293.3 |
5,293.3 |
5,293.3 |
5,287.3 |
S1 |
5,262.7 |
5,262.7 |
5,282.0 |
5,250.5 |
S2 |
5,238.3 |
5,238.3 |
5,276.9 |
|
S3 |
5,183.3 |
5,207.7 |
5,271.9 |
|
S4 |
5,128.3 |
5,152.7 |
5,256.8 |
|
|
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 |
5,269.0 |
89.0 |
1.7% |
41.6 |
0.8% |
20% |
False |
True |
15,177 |
10 |
5,358.0 |
5,231.0 |
127.0 |
2.4% |
42.0 |
0.8% |
44% |
False |
False |
13,663 |
20 |
5,358.0 |
4,993.0 |
365.0 |
6.9% |
50.2 |
0.9% |
81% |
False |
False |
24,427 |
40 |
5,383.0 |
4,993.0 |
390.0 |
7.4% |
34.2 |
0.6% |
75% |
False |
False |
12,293 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
24.6 |
0.5% |
72% |
False |
False |
8,216 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
20.4 |
0.4% |
72% |
False |
False |
6,175 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
16.3 |
0.3% |
72% |
False |
False |
4,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,557.8 |
2.618 |
5,468.0 |
1.618 |
5,413.0 |
1.000 |
5,379.0 |
0.618 |
5,358.0 |
HIGH |
5,324.0 |
0.618 |
5,303.0 |
0.500 |
5,296.5 |
0.382 |
5,290.0 |
LOW |
5,269.0 |
0.618 |
5,235.0 |
1.000 |
5,214.0 |
1.618 |
5,180.0 |
2.618 |
5,125.0 |
4.250 |
5,035.3 |
|
|
Fisher Pivots for day following 08-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,296.5 |
5,302.0 |
PP |
5,293.3 |
5,297.0 |
S1 |
5,290.2 |
5,292.0 |
|