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 |
15,975 |
16,065 |
90 |
0.6% |
16,365 |
High |
16,190 |
16,070 |
-120 |
-0.7% |
16,450 |
Low |
15,965 |
15,860 |
-105 |
-0.7% |
15,915 |
Close |
16,070 |
15,970 |
-100 |
-0.6% |
16,130 |
Range |
225 |
210 |
-15 |
-6.7% |
535 |
ATR |
267 |
263 |
-4 |
-1.5% |
0 |
Volume |
12,950 |
11,080 |
-1,870 |
-14.4% |
25,516 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,597 |
16,493 |
16,086 |
|
R3 |
16,387 |
16,283 |
16,028 |
|
R2 |
16,177 |
16,177 |
16,009 |
|
R1 |
16,073 |
16,073 |
15,989 |
16,020 |
PP |
15,967 |
15,967 |
15,967 |
15,940 |
S1 |
15,863 |
15,863 |
15,951 |
15,810 |
S2 |
15,757 |
15,757 |
15,932 |
|
S3 |
15,547 |
15,653 |
15,912 |
|
S4 |
15,337 |
15,443 |
15,855 |
|
|
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 |
16,205 |
15,775 |
430 |
2.7% |
261 |
1.6% |
45% |
False |
False |
12,380 |
10 |
16,450 |
15,775 |
675 |
4.2% |
251 |
1.6% |
29% |
False |
False |
9,333 |
20 |
16,450 |
15,245 |
1,205 |
7.5% |
269 |
1.7% |
60% |
False |
False |
9,991 |
40 |
16,450 |
14,510 |
1,940 |
12.1% |
259 |
1.6% |
75% |
False |
False |
7,039 |
60 |
16,450 |
14,070 |
2,380 |
14.9% |
200 |
1.3% |
80% |
False |
False |
4,694 |
80 |
16,450 |
13,905 |
2,545 |
15.9% |
172 |
1.1% |
81% |
False |
False |
3,522 |
100 |
16,450 |
13,330 |
3,120 |
19.5% |
140 |
0.9% |
85% |
False |
False |
2,818 |
120 |
16,450 |
13,330 |
3,120 |
19.5% |
120 |
0.8% |
85% |
False |
False |
2,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,963 |
2.618 |
16,620 |
1.618 |
16,410 |
1.000 |
16,280 |
0.618 |
16,200 |
HIGH |
16,070 |
0.618 |
15,990 |
0.500 |
15,965 |
0.382 |
15,940 |
LOW |
15,860 |
0.618 |
15,730 |
1.000 |
15,650 |
1.618 |
15,520 |
2.618 |
15,310 |
4.250 |
14,968 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
15,968 |
16,000 |
PP |
15,967 |
15,990 |
S1 |
15,965 |
15,980 |
|