Trading Metrics calculated at close of trading on 09-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,319.0 |
5,290.0 |
-29.0 |
-0.5% |
5,341.0 |
High |
5,324.0 |
5,303.0 |
-21.0 |
-0.4% |
5,358.0 |
Low |
5,269.0 |
5,260.0 |
-9.0 |
-0.2% |
5,294.0 |
Close |
5,287.0 |
5,293.0 |
6.0 |
0.1% |
5,312.0 |
Range |
55.0 |
43.0 |
-12.0 |
-21.8% |
64.0 |
ATR |
47.9 |
47.6 |
-0.4 |
-0.7% |
0.0 |
Volume |
14,482 |
15,142 |
660 |
4.6% |
48,210 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,414.3 |
5,396.7 |
5,316.7 |
|
R3 |
5,371.3 |
5,353.7 |
5,304.8 |
|
R2 |
5,328.3 |
5,328.3 |
5,300.9 |
|
R1 |
5,310.7 |
5,310.7 |
5,296.9 |
5,319.5 |
PP |
5,285.3 |
5,285.3 |
5,285.3 |
5,289.8 |
S1 |
5,267.7 |
5,267.7 |
5,289.1 |
5,276.5 |
S2 |
5,242.3 |
5,242.3 |
5,285.1 |
|
S3 |
5,199.3 |
5,224.7 |
5,281.2 |
|
S4 |
5,156.3 |
5,181.7 |
5,269.4 |
|
|
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 |
5,335.0 |
5,260.0 |
75.0 |
1.4% |
43.0 |
0.8% |
44% |
False |
True |
15,554 |
10 |
5,358.0 |
5,260.0 |
98.0 |
1.9% |
41.7 |
0.8% |
34% |
False |
True |
13,417 |
20 |
5,358.0 |
4,993.0 |
365.0 |
6.9% |
50.1 |
0.9% |
82% |
False |
False |
25,177 |
40 |
5,383.0 |
4,993.0 |
390.0 |
7.4% |
35.2 |
0.7% |
77% |
False |
False |
12,669 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
24.9 |
0.5% |
74% |
False |
False |
8,469 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
20.9 |
0.4% |
74% |
False |
False |
6,365 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
16.7 |
0.3% |
74% |
False |
False |
5,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,485.8 |
2.618 |
5,415.6 |
1.618 |
5,372.6 |
1.000 |
5,346.0 |
0.618 |
5,329.6 |
HIGH |
5,303.0 |
0.618 |
5,286.6 |
0.500 |
5,281.5 |
0.382 |
5,276.4 |
LOW |
5,260.0 |
0.618 |
5,233.4 |
1.000 |
5,217.0 |
1.618 |
5,190.4 |
2.618 |
5,147.4 |
4.250 |
5,077.3 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,289.2 |
5,292.7 |
PP |
5,285.3 |
5,292.3 |
S1 |
5,281.5 |
5,292.0 |
|