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 |
9,447.0 |
9,510.5 |
63.5 |
0.7% |
9,599.0 |
High |
9,525.0 |
9,530.0 |
5.0 |
0.1% |
9,637.0 |
Low |
9,424.5 |
9,475.0 |
50.5 |
0.5% |
9,380.5 |
Close |
9,509.5 |
9,490.5 |
-19.0 |
-0.2% |
9,442.5 |
Range |
100.5 |
55.0 |
-45.5 |
-45.3% |
256.5 |
ATR |
107.6 |
103.9 |
-3.8 |
-3.5% |
0.0 |
Volume |
79,384 |
106,487 |
27,103 |
34.1% |
240,822 |
|
Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,663.5 |
9,632.0 |
9,520.8 |
|
R3 |
9,608.5 |
9,577.0 |
9,505.6 |
|
R2 |
9,553.5 |
9,553.5 |
9,500.6 |
|
R1 |
9,522.0 |
9,522.0 |
9,495.5 |
9,510.3 |
PP |
9,498.5 |
9,498.5 |
9,498.5 |
9,492.6 |
S1 |
9,467.0 |
9,467.0 |
9,485.5 |
9,455.3 |
S2 |
9,443.5 |
9,443.5 |
9,480.4 |
|
S3 |
9,388.5 |
9,412.0 |
9,475.4 |
|
S4 |
9,333.5 |
9,357.0 |
9,460.3 |
|
|
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% |
112.5 |
1.2% |
43% |
False |
False |
81,336 |
10 |
9,637.0 |
9,262.0 |
375.0 |
4.0% |
90.9 |
1.0% |
61% |
False |
False |
71,871 |
20 |
9,637.0 |
8,998.0 |
639.0 |
6.7% |
99.7 |
1.1% |
77% |
False |
False |
49,504 |
40 |
9,637.0 |
8,998.0 |
639.0 |
6.7% |
91.7 |
1.0% |
77% |
False |
False |
25,026 |
60 |
9,637.0 |
8,563.0 |
1,074.0 |
11.3% |
84.7 |
0.9% |
86% |
False |
False |
16,736 |
80 |
9,637.0 |
8,479.0 |
1,158.0 |
12.2% |
81.3 |
0.9% |
87% |
False |
False |
12,582 |
100 |
9,637.0 |
8,125.0 |
1,512.0 |
15.9% |
76.8 |
0.8% |
90% |
False |
False |
10,072 |
120 |
9,637.0 |
8,125.0 |
1,512.0 |
15.9% |
74.3 |
0.8% |
90% |
False |
False |
8,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,763.8 |
2.618 |
9,674.0 |
1.618 |
9,619.0 |
1.000 |
9,585.0 |
0.618 |
9,564.0 |
HIGH |
9,530.0 |
0.618 |
9,509.0 |
0.500 |
9,502.5 |
0.382 |
9,496.0 |
LOW |
9,475.0 |
0.618 |
9,441.0 |
1.000 |
9,420.0 |
1.618 |
9,386.0 |
2.618 |
9,331.0 |
4.250 |
9,241.3 |
|
|
Fisher Pivots for day following 08-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,502.5 |
9,483.2 |
PP |
9,498.5 |
9,475.8 |
S1 |
9,494.5 |
9,468.5 |
|