Trading Metrics calculated at close of trading on 03-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
9,637.0 |
9,387.0 |
-250.0 |
-2.6% |
9,599.0 |
High |
9,637.0 |
9,461.5 |
-175.5 |
-1.8% |
9,637.0 |
Low |
9,382.5 |
9,380.5 |
-2.0 |
0.0% |
9,380.5 |
Close |
9,419.0 |
9,442.5 |
23.5 |
0.2% |
9,442.5 |
Range |
254.5 |
81.0 |
-173.5 |
-68.2% |
256.5 |
ATR |
113.3 |
111.0 |
-2.3 |
-2.0% |
0.0 |
Volume |
69,624 |
73,422 |
3,798 |
5.5% |
240,822 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,671.2 |
9,637.8 |
9,487.1 |
|
R3 |
9,590.2 |
9,556.8 |
9,464.8 |
|
R2 |
9,509.2 |
9,509.2 |
9,457.4 |
|
R1 |
9,475.8 |
9,475.8 |
9,449.9 |
9,492.5 |
PP |
9,428.2 |
9,428.2 |
9,428.2 |
9,436.5 |
S1 |
9,394.8 |
9,394.8 |
9,435.1 |
9,411.5 |
S2 |
9,347.2 |
9,347.2 |
9,427.7 |
|
S3 |
9,266.2 |
9,313.8 |
9,420.2 |
|
S4 |
9,185.2 |
9,232.8 |
9,398.0 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,256.2 |
10,105.8 |
9,583.6 |
|
R3 |
9,999.7 |
9,849.3 |
9,513.0 |
|
R2 |
9,743.2 |
9,743.2 |
9,489.5 |
|
R1 |
9,592.8 |
9,592.8 |
9,466.0 |
9,539.8 |
PP |
9,486.7 |
9,486.7 |
9,486.7 |
9,460.1 |
S1 |
9,336.3 |
9,336.3 |
9,419.0 |
9,283.3 |
S2 |
9,230.2 |
9,230.2 |
9,395.5 |
|
S3 |
8,973.7 |
9,079.8 |
9,372.0 |
|
S4 |
8,717.2 |
8,823.3 |
9,301.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,637.0 |
9,380.5 |
256.5 |
2.7% |
101.6 |
1.1% |
24% |
False |
True |
64,980 |
10 |
9,637.0 |
8,998.5 |
638.5 |
6.8% |
112.2 |
1.2% |
70% |
False |
False |
63,855 |
20 |
9,637.0 |
8,998.0 |
639.0 |
6.8% |
109.6 |
1.2% |
70% |
False |
False |
36,728 |
40 |
9,637.0 |
8,984.0 |
653.0 |
6.9% |
90.1 |
1.0% |
70% |
False |
False |
18,441 |
60 |
9,637.0 |
8,505.0 |
1,132.0 |
12.0% |
85.4 |
0.9% |
83% |
False |
False |
12,348 |
80 |
9,637.0 |
8,288.0 |
1,349.0 |
14.3% |
81.2 |
0.9% |
86% |
False |
False |
9,290 |
100 |
9,637.0 |
8,125.0 |
1,512.0 |
16.0% |
76.3 |
0.8% |
87% |
False |
False |
7,436 |
120 |
9,637.0 |
8,125.0 |
1,512.0 |
16.0% |
74.2 |
0.8% |
87% |
False |
False |
6,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,805.8 |
2.618 |
9,673.6 |
1.618 |
9,592.6 |
1.000 |
9,542.5 |
0.618 |
9,511.6 |
HIGH |
9,461.5 |
0.618 |
9,430.6 |
0.500 |
9,421.0 |
0.382 |
9,411.4 |
LOW |
9,380.5 |
0.618 |
9,330.4 |
1.000 |
9,299.5 |
1.618 |
9,249.4 |
2.618 |
9,168.4 |
4.250 |
9,036.3 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,435.3 |
9,508.8 |
PP |
9,428.2 |
9,486.7 |
S1 |
9,421.0 |
9,464.6 |
|