Trading Metrics calculated at close of trading on 06-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
6,677.5 |
6,688.0 |
10.5 |
0.2% |
6,699.0 |
High |
6,698.5 |
6,700.5 |
2.0 |
0.0% |
6,722.5 |
Low |
6,645.5 |
6,660.5 |
15.0 |
0.2% |
6,645.5 |
Close |
6,672.0 |
6,676.5 |
4.5 |
0.1% |
6,672.0 |
Range |
53.0 |
40.0 |
-13.0 |
-24.5% |
77.0 |
ATR |
66.2 |
64.3 |
-1.9 |
-2.8% |
0.0 |
Volume |
91,923 |
77,781 |
-14,142 |
-15.4% |
256,093 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,799.0 |
6,778.0 |
6,698.5 |
|
R3 |
6,759.0 |
6,738.0 |
6,687.5 |
|
R2 |
6,719.0 |
6,719.0 |
6,684.0 |
|
R1 |
6,698.0 |
6,698.0 |
6,680.0 |
6,688.5 |
PP |
6,679.0 |
6,679.0 |
6,679.0 |
6,674.5 |
S1 |
6,658.0 |
6,658.0 |
6,673.0 |
6,648.5 |
S2 |
6,639.0 |
6,639.0 |
6,669.0 |
|
S3 |
6,599.0 |
6,618.0 |
6,665.5 |
|
S4 |
6,559.0 |
6,578.0 |
6,654.5 |
|
|
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 |
6,722.5 |
6,645.5 |
77.0 |
1.2% |
48.0 |
0.7% |
40% |
False |
False |
66,774 |
10 |
6,726.0 |
6,487.5 |
238.5 |
3.6% |
60.0 |
0.9% |
79% |
False |
False |
62,631 |
20 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
63.5 |
1.0% |
87% |
False |
False |
76,315 |
40 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
56.5 |
0.8% |
87% |
False |
False |
39,960 |
60 |
6,740.0 |
6,311.0 |
429.0 |
6.4% |
48.5 |
0.7% |
85% |
False |
False |
26,720 |
80 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
39.5 |
0.6% |
86% |
False |
False |
20,068 |
100 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
33.0 |
0.5% |
86% |
False |
False |
16,057 |
120 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
27.5 |
0.4% |
86% |
False |
False |
13,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,870.5 |
2.618 |
6,805.0 |
1.618 |
6,765.0 |
1.000 |
6,740.5 |
0.618 |
6,725.0 |
HIGH |
6,700.5 |
0.618 |
6,685.0 |
0.500 |
6,680.5 |
0.382 |
6,676.0 |
LOW |
6,660.5 |
0.618 |
6,636.0 |
1.000 |
6,620.5 |
1.618 |
6,596.0 |
2.618 |
6,556.0 |
4.250 |
6,490.5 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,680.5 |
6,684.0 |
PP |
6,679.0 |
6,681.5 |
S1 |
6,678.0 |
6,679.0 |
|