Trading Metrics calculated at close of trading on 03-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
6,707.0 |
6,677.5 |
-29.5 |
-0.4% |
6,699.0 |
High |
6,722.5 |
6,698.5 |
-24.0 |
-0.4% |
6,722.5 |
Low |
6,652.0 |
6,645.5 |
-6.5 |
-0.1% |
6,645.5 |
Close |
6,668.0 |
6,672.0 |
4.0 |
0.1% |
6,672.0 |
Range |
70.5 |
53.0 |
-17.5 |
-24.8% |
77.0 |
ATR |
67.2 |
66.2 |
-1.0 |
-1.5% |
0.0 |
Volume |
71,778 |
91,923 |
20,145 |
28.1% |
256,093 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,831.0 |
6,804.5 |
6,701.0 |
|
R3 |
6,778.0 |
6,751.5 |
6,686.5 |
|
R2 |
6,725.0 |
6,725.0 |
6,681.5 |
|
R1 |
6,698.5 |
6,698.5 |
6,677.0 |
6,685.0 |
PP |
6,672.0 |
6,672.0 |
6,672.0 |
6,665.5 |
S1 |
6,645.5 |
6,645.5 |
6,667.0 |
6,632.0 |
S2 |
6,619.0 |
6,619.0 |
6,662.5 |
|
S3 |
6,566.0 |
6,592.5 |
6,657.5 |
|
S4 |
6,513.0 |
6,539.5 |
6,643.0 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,911.0 |
6,868.5 |
6,714.5 |
|
R3 |
6,834.0 |
6,791.5 |
6,693.0 |
|
R2 |
6,757.0 |
6,757.0 |
6,686.0 |
|
R1 |
6,714.5 |
6,714.5 |
6,679.0 |
6,697.0 |
PP |
6,680.0 |
6,680.0 |
6,680.0 |
6,671.5 |
S1 |
6,637.5 |
6,637.5 |
6,665.0 |
6,620.0 |
S2 |
6,603.0 |
6,603.0 |
6,658.0 |
|
S3 |
6,526.0 |
6,560.5 |
6,651.0 |
|
S4 |
6,449.0 |
6,483.5 |
6,629.5 |
|
|
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 |
6,645.5 |
80.5 |
1.2% |
53.0 |
0.8% |
33% |
False |
True |
63,570 |
10 |
6,726.0 |
6,381.0 |
345.0 |
5.2% |
70.0 |
1.0% |
84% |
False |
False |
63,998 |
20 |
6,726.0 |
6,349.0 |
377.0 |
5.7% |
66.0 |
1.0% |
86% |
False |
False |
73,212 |
40 |
6,726.0 |
6,349.0 |
377.0 |
5.7% |
56.0 |
0.8% |
86% |
False |
False |
38,054 |
60 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
48.0 |
0.7% |
85% |
False |
False |
25,424 |
80 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
39.0 |
0.6% |
85% |
False |
False |
19,095 |
100 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
32.5 |
0.5% |
85% |
False |
False |
15,280 |
120 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
27.0 |
0.4% |
85% |
False |
False |
12,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,924.0 |
2.618 |
6,837.5 |
1.618 |
6,784.5 |
1.000 |
6,751.5 |
0.618 |
6,731.5 |
HIGH |
6,698.5 |
0.618 |
6,678.5 |
0.500 |
6,672.0 |
0.382 |
6,665.5 |
LOW |
6,645.5 |
0.618 |
6,612.5 |
1.000 |
6,592.5 |
1.618 |
6,559.5 |
2.618 |
6,506.5 |
4.250 |
6,420.0 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,672.0 |
6,684.0 |
PP |
6,672.0 |
6,680.0 |
S1 |
6,672.0 |
6,676.0 |
|