Trading Metrics calculated at close of trading on 02-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
6,692.5 |
6,707.0 |
14.5 |
0.2% |
6,566.0 |
High |
6,708.5 |
6,722.5 |
14.0 |
0.2% |
6,726.0 |
Low |
6,685.5 |
6,652.0 |
-33.5 |
-0.5% |
6,558.0 |
Close |
6,697.5 |
6,668.0 |
-29.5 |
-0.4% |
6,704.5 |
Range |
23.0 |
70.5 |
47.5 |
206.5% |
168.0 |
ATR |
66.9 |
67.2 |
0.3 |
0.4% |
0.0 |
Volume |
73,558 |
71,778 |
-1,780 |
-2.4% |
130,486 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,892.5 |
6,850.5 |
6,707.0 |
|
R3 |
6,822.0 |
6,780.0 |
6,687.5 |
|
R2 |
6,751.5 |
6,751.5 |
6,681.0 |
|
R1 |
6,709.5 |
6,709.5 |
6,674.5 |
6,695.0 |
PP |
6,681.0 |
6,681.0 |
6,681.0 |
6,673.5 |
S1 |
6,639.0 |
6,639.0 |
6,661.5 |
6,625.0 |
S2 |
6,610.5 |
6,610.5 |
6,655.0 |
|
S3 |
6,540.0 |
6,568.5 |
6,648.5 |
|
S4 |
6,469.5 |
6,498.0 |
6,629.0 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,167.0 |
7,103.5 |
6,797.0 |
|
R3 |
6,999.0 |
6,935.5 |
6,750.5 |
|
R2 |
6,831.0 |
6,831.0 |
6,735.5 |
|
R1 |
6,767.5 |
6,767.5 |
6,720.0 |
6,799.0 |
PP |
6,663.0 |
6,663.0 |
6,663.0 |
6,678.5 |
S1 |
6,599.5 |
6,599.5 |
6,689.0 |
6,631.0 |
S2 |
6,495.0 |
6,495.0 |
6,673.5 |
|
S3 |
6,327.0 |
6,431.5 |
6,658.5 |
|
S4 |
6,159.0 |
6,263.5 |
6,612.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,726.0 |
6,615.0 |
111.0 |
1.7% |
52.0 |
0.8% |
48% |
False |
False |
56,063 |
10 |
6,726.0 |
6,381.0 |
345.0 |
5.2% |
68.0 |
1.0% |
83% |
False |
False |
69,801 |
20 |
6,726.0 |
6,349.0 |
377.0 |
5.7% |
67.0 |
1.0% |
85% |
False |
False |
68,723 |
40 |
6,726.0 |
6,349.0 |
377.0 |
5.7% |
56.5 |
0.8% |
85% |
False |
False |
35,770 |
60 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
47.5 |
0.7% |
85% |
False |
False |
23,892 |
80 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
38.0 |
0.6% |
85% |
False |
False |
17,946 |
100 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
32.0 |
0.5% |
85% |
False |
False |
14,360 |
120 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
26.5 |
0.4% |
85% |
False |
False |
11,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,022.0 |
2.618 |
6,907.0 |
1.618 |
6,836.5 |
1.000 |
6,793.0 |
0.618 |
6,766.0 |
HIGH |
6,722.5 |
0.618 |
6,695.5 |
0.500 |
6,687.0 |
0.382 |
6,679.0 |
LOW |
6,652.0 |
0.618 |
6,608.5 |
1.000 |
6,581.5 |
1.618 |
6,538.0 |
2.618 |
6,467.5 |
4.250 |
6,352.5 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,687.0 |
6,687.0 |
PP |
6,681.0 |
6,681.0 |
S1 |
6,674.5 |
6,674.5 |
|