Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
5,290.0 |
5,290.0 |
0.0 |
0.0% |
5,322.0 |
High |
5,303.0 |
5,293.0 |
-10.0 |
-0.2% |
5,335.0 |
Low |
5,260.0 |
5,271.0 |
11.0 |
0.2% |
5,260.0 |
Close |
5,293.0 |
5,290.0 |
-3.0 |
-0.1% |
5,290.0 |
Range |
43.0 |
22.0 |
-21.0 |
-48.8% |
75.0 |
ATR |
47.6 |
45.8 |
-1.8 |
-3.8% |
0.0 |
Volume |
15,142 |
10,562 |
-4,580 |
-30.2% |
73,476 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,350.7 |
5,342.3 |
5,302.1 |
|
R3 |
5,328.7 |
5,320.3 |
5,296.1 |
|
R2 |
5,306.7 |
5,306.7 |
5,294.0 |
|
R1 |
5,298.3 |
5,298.3 |
5,292.0 |
5,301.0 |
PP |
5,284.7 |
5,284.7 |
5,284.7 |
5,286.0 |
S1 |
5,276.3 |
5,276.3 |
5,288.0 |
5,279.0 |
S2 |
5,262.7 |
5,262.7 |
5,286.0 |
|
S3 |
5,240.7 |
5,254.3 |
5,284.0 |
|
S4 |
5,218.7 |
5,232.3 |
5,277.9 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,520.0 |
5,480.0 |
5,331.3 |
|
R3 |
5,445.0 |
5,405.0 |
5,310.6 |
|
R2 |
5,370.0 |
5,370.0 |
5,303.8 |
|
R1 |
5,330.0 |
5,330.0 |
5,296.9 |
5,312.5 |
PP |
5,295.0 |
5,295.0 |
5,295.0 |
5,286.3 |
S1 |
5,255.0 |
5,255.0 |
5,283.1 |
5,237.5 |
S2 |
5,220.0 |
5,220.0 |
5,276.3 |
|
S3 |
5,145.0 |
5,180.0 |
5,269.4 |
|
S4 |
5,070.0 |
5,105.0 |
5,248.8 |
|
|
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% |
41.0 |
0.8% |
40% |
False |
False |
14,695 |
10 |
5,358.0 |
5,260.0 |
98.0 |
1.9% |
39.5 |
0.7% |
31% |
False |
False |
13,469 |
20 |
5,358.0 |
4,993.0 |
365.0 |
6.9% |
49.4 |
0.9% |
81% |
False |
False |
25,567 |
40 |
5,383.0 |
4,993.0 |
390.0 |
7.4% |
35.8 |
0.7% |
76% |
False |
False |
12,933 |
60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
25.2 |
0.5% |
73% |
False |
False |
8,642 |
80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
21.2 |
0.4% |
73% |
False |
False |
6,497 |
100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
16.9 |
0.3% |
73% |
False |
False |
5,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,386.5 |
2.618 |
5,350.6 |
1.618 |
5,328.6 |
1.000 |
5,315.0 |
0.618 |
5,306.6 |
HIGH |
5,293.0 |
0.618 |
5,284.6 |
0.500 |
5,282.0 |
0.382 |
5,279.4 |
LOW |
5,271.0 |
0.618 |
5,257.4 |
1.000 |
5,249.0 |
1.618 |
5,235.4 |
2.618 |
5,213.4 |
4.250 |
5,177.5 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5,287.3 |
5,292.0 |
PP |
5,284.7 |
5,291.3 |
S1 |
5,282.0 |
5,290.7 |
|