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 |
9,510.5 |
9,492.0 |
-18.5 |
-0.2% |
9,599.0 |
High |
9,530.0 |
9,557.5 |
27.5 |
0.3% |
9,637.0 |
Low |
9,475.0 |
9,410.0 |
-65.0 |
-0.7% |
9,380.5 |
Close |
9,490.5 |
9,425.5 |
-65.0 |
-0.7% |
9,442.5 |
Range |
55.0 |
147.5 |
92.5 |
168.2% |
256.5 |
ATR |
103.9 |
107.0 |
3.1 |
3.0% |
0.0 |
Volume |
106,487 |
93,920 |
-12,567 |
-11.8% |
240,822 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,906.8 |
9,813.7 |
9,506.6 |
|
R3 |
9,759.3 |
9,666.2 |
9,466.1 |
|
R2 |
9,611.8 |
9,611.8 |
9,452.5 |
|
R1 |
9,518.7 |
9,518.7 |
9,439.0 |
9,491.5 |
PP |
9,464.3 |
9,464.3 |
9,464.3 |
9,450.8 |
S1 |
9,371.2 |
9,371.2 |
9,412.0 |
9,344.0 |
S2 |
9,316.8 |
9,316.8 |
9,398.5 |
|
S3 |
9,169.3 |
9,223.7 |
9,384.9 |
|
S4 |
9,021.8 |
9,076.2 |
9,344.4 |
|
|
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 |
9,557.5 |
9,380.5 |
177.0 |
1.9% |
91.1 |
1.0% |
25% |
True |
False |
86,195 |
10 |
9,637.0 |
9,365.0 |
272.0 |
2.9% |
94.7 |
1.0% |
22% |
False |
False |
72,617 |
20 |
9,637.0 |
8,998.0 |
639.0 |
6.8% |
102.5 |
1.1% |
67% |
False |
False |
54,046 |
40 |
9,637.0 |
8,998.0 |
639.0 |
6.8% |
90.9 |
1.0% |
67% |
False |
False |
27,367 |
60 |
9,637.0 |
8,693.0 |
944.0 |
10.0% |
84.0 |
0.9% |
78% |
False |
False |
18,297 |
80 |
9,637.0 |
8,479.0 |
1,158.0 |
12.3% |
82.6 |
0.9% |
82% |
False |
False |
13,756 |
100 |
9,637.0 |
8,125.0 |
1,512.0 |
16.0% |
77.8 |
0.8% |
86% |
False |
False |
11,011 |
120 |
9,637.0 |
8,125.0 |
1,512.0 |
16.0% |
74.7 |
0.8% |
86% |
False |
False |
9,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,184.4 |
2.618 |
9,943.7 |
1.618 |
9,796.2 |
1.000 |
9,705.0 |
0.618 |
9,648.7 |
HIGH |
9,557.5 |
0.618 |
9,501.2 |
0.500 |
9,483.8 |
0.382 |
9,466.3 |
LOW |
9,410.0 |
0.618 |
9,318.8 |
1.000 |
9,262.5 |
1.618 |
9,171.3 |
2.618 |
9,023.8 |
4.250 |
8,783.1 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
9,483.8 |
9,483.8 |
PP |
9,464.3 |
9,464.3 |
S1 |
9,444.9 |
9,444.9 |
|