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 |
6,675.0 |
6,700.0 |
25.0 |
0.4% |
6,699.0 |
High |
6,716.0 |
6,710.5 |
-5.5 |
-0.1% |
6,722.5 |
Low |
6,663.5 |
6,658.5 |
-5.0 |
-0.1% |
6,645.5 |
Close |
6,699.5 |
6,663.5 |
-36.0 |
-0.5% |
6,672.0 |
Range |
52.5 |
52.0 |
-0.5 |
-1.0% |
77.0 |
ATR |
63.5 |
62.6 |
-0.8 |
-1.3% |
0.0 |
Volume |
78,139 |
102,983 |
24,844 |
31.8% |
256,093 |
|
Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,833.5 |
6,800.5 |
6,692.0 |
|
R3 |
6,781.5 |
6,748.5 |
6,678.0 |
|
R2 |
6,729.5 |
6,729.5 |
6,673.0 |
|
R1 |
6,696.5 |
6,696.5 |
6,668.5 |
6,687.0 |
PP |
6,677.5 |
6,677.5 |
6,677.5 |
6,673.0 |
S1 |
6,644.5 |
6,644.5 |
6,658.5 |
6,635.0 |
S2 |
6,625.5 |
6,625.5 |
6,654.0 |
|
S3 |
6,573.5 |
6,592.5 |
6,649.0 |
|
S4 |
6,521.5 |
6,540.5 |
6,635.0 |
|
|
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 |
6,722.5 |
6,645.5 |
77.0 |
1.2% |
53.5 |
0.8% |
23% |
False |
False |
84,520 |
10 |
6,726.0 |
6,558.0 |
168.0 |
2.5% |
53.5 |
0.8% |
63% |
False |
False |
64,548 |
20 |
6,726.0 |
6,349.0 |
377.0 |
5.7% |
64.0 |
1.0% |
83% |
False |
False |
84,789 |
40 |
6,726.0 |
6,349.0 |
377.0 |
5.7% |
53.5 |
0.8% |
83% |
False |
False |
44,450 |
60 |
6,740.0 |
6,349.0 |
391.0 |
5.9% |
48.5 |
0.7% |
80% |
False |
False |
29,734 |
80 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
40.5 |
0.6% |
84% |
False |
False |
22,332 |
100 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
34.0 |
0.5% |
84% |
False |
False |
17,869 |
120 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
28.5 |
0.4% |
84% |
False |
False |
14,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,931.5 |
2.618 |
6,846.5 |
1.618 |
6,794.5 |
1.000 |
6,762.5 |
0.618 |
6,742.5 |
HIGH |
6,710.5 |
0.618 |
6,690.5 |
0.500 |
6,684.5 |
0.382 |
6,678.5 |
LOW |
6,658.5 |
0.618 |
6,626.5 |
1.000 |
6,606.5 |
1.618 |
6,574.5 |
2.618 |
6,522.5 |
4.250 |
6,437.5 |
|
|
Fisher Pivots for day following 08-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,684.5 |
6,687.0 |
PP |
6,677.5 |
6,679.5 |
S1 |
6,670.5 |
6,671.5 |
|