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 |
15,865 |
15,975 |
110 |
0.7% |
16,365 |
High |
16,020 |
16,190 |
170 |
1.1% |
16,450 |
Low |
15,810 |
15,965 |
155 |
1.0% |
15,915 |
Close |
15,970 |
16,070 |
100 |
0.6% |
16,130 |
Range |
210 |
225 |
15 |
7.1% |
535 |
ATR |
271 |
267 |
-3 |
-1.2% |
0 |
Volume |
16,286 |
12,950 |
-3,336 |
-20.5% |
25,516 |
|
Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,750 |
16,635 |
16,194 |
|
R3 |
16,525 |
16,410 |
16,132 |
|
R2 |
16,300 |
16,300 |
16,111 |
|
R1 |
16,185 |
16,185 |
16,091 |
16,243 |
PP |
16,075 |
16,075 |
16,075 |
16,104 |
S1 |
15,960 |
15,960 |
16,050 |
16,018 |
S2 |
15,850 |
15,850 |
16,029 |
|
S3 |
15,625 |
15,735 |
16,008 |
|
S4 |
15,400 |
15,510 |
15,946 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,770 |
17,485 |
16,424 |
|
R3 |
17,235 |
16,950 |
16,277 |
|
R2 |
16,700 |
16,700 |
16,228 |
|
R1 |
16,415 |
16,415 |
16,179 |
16,290 |
PP |
16,165 |
16,165 |
16,165 |
16,103 |
S1 |
15,880 |
15,880 |
16,081 |
15,755 |
S2 |
15,630 |
15,630 |
16,032 |
|
S3 |
15,095 |
15,345 |
15,983 |
|
S4 |
14,560 |
14,810 |
15,836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,325 |
15,775 |
550 |
3.4% |
277 |
1.7% |
54% |
False |
False |
11,351 |
10 |
16,450 |
15,775 |
675 |
4.2% |
250 |
1.6% |
44% |
False |
False |
8,854 |
20 |
16,450 |
15,245 |
1,205 |
7.5% |
270 |
1.7% |
68% |
False |
False |
11,238 |
40 |
16,450 |
14,390 |
2,060 |
12.8% |
256 |
1.6% |
82% |
False |
False |
6,763 |
60 |
16,450 |
14,070 |
2,380 |
14.8% |
197 |
1.2% |
84% |
False |
False |
4,510 |
80 |
16,450 |
13,905 |
2,545 |
15.8% |
170 |
1.1% |
85% |
False |
False |
3,383 |
100 |
16,450 |
13,330 |
3,120 |
19.4% |
138 |
0.9% |
88% |
False |
False |
2,707 |
120 |
16,450 |
13,330 |
3,120 |
19.4% |
118 |
0.7% |
88% |
False |
False |
2,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,146 |
2.618 |
16,779 |
1.618 |
16,554 |
1.000 |
16,415 |
0.618 |
16,329 |
HIGH |
16,190 |
0.618 |
16,104 |
0.500 |
16,078 |
0.382 |
16,051 |
LOW |
15,965 |
0.618 |
15,826 |
1.000 |
15,740 |
1.618 |
15,601 |
2.618 |
15,376 |
4.250 |
15,009 |
|
|
Fisher Pivots for day following 08-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
16,078 |
16,043 |
PP |
16,075 |
16,017 |
S1 |
16,073 |
15,990 |
|