Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
6,669.0 |
6,654.5 |
-14.5 |
-0.2% |
6,688.0 |
High |
6,694.0 |
6,718.0 |
24.0 |
0.4% |
6,718.0 |
Low |
6,623.5 |
6,654.5 |
31.0 |
0.5% |
6,623.5 |
Close |
6,636.0 |
6,687.5 |
51.5 |
0.8% |
6,687.5 |
Range |
70.5 |
63.5 |
-7.0 |
-9.9% |
94.5 |
ATR |
63.2 |
64.5 |
1.3 |
2.1% |
0.0 |
Volume |
115,236 |
73,244 |
-41,992 |
-36.4% |
447,383 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,877.0 |
6,846.0 |
6,722.5 |
|
R3 |
6,813.5 |
6,782.5 |
6,705.0 |
|
R2 |
6,750.0 |
6,750.0 |
6,699.0 |
|
R1 |
6,719.0 |
6,719.0 |
6,693.5 |
6,734.5 |
PP |
6,686.5 |
6,686.5 |
6,686.5 |
6,694.5 |
S1 |
6,655.5 |
6,655.5 |
6,681.5 |
6,671.0 |
S2 |
6,623.0 |
6,623.0 |
6,676.0 |
|
S3 |
6,559.5 |
6,592.0 |
6,670.0 |
|
S4 |
6,496.0 |
6,528.5 |
6,652.5 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,960.0 |
6,918.0 |
6,739.5 |
|
R3 |
6,865.5 |
6,823.5 |
6,713.5 |
|
R2 |
6,771.0 |
6,771.0 |
6,705.0 |
|
R1 |
6,729.0 |
6,729.0 |
6,696.0 |
6,703.0 |
PP |
6,676.5 |
6,676.5 |
6,676.5 |
6,663.0 |
S1 |
6,634.5 |
6,634.5 |
6,679.0 |
6,608.0 |
S2 |
6,582.0 |
6,582.0 |
6,670.0 |
|
S3 |
6,487.5 |
6,540.0 |
6,661.5 |
|
S4 |
6,393.0 |
6,445.5 |
6,635.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,718.0 |
6,623.5 |
94.5 |
1.4% |
55.5 |
0.8% |
68% |
True |
False |
89,476 |
10 |
6,726.0 |
6,623.5 |
102.5 |
1.5% |
54.5 |
0.8% |
62% |
False |
False |
76,523 |
20 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
65.5 |
1.0% |
90% |
False |
False |
90,586 |
40 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
56.5 |
0.8% |
90% |
False |
False |
49,112 |
60 |
6,740.0 |
6,349.0 |
391.0 |
5.8% |
50.5 |
0.8% |
87% |
False |
False |
32,875 |
80 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
42.0 |
0.6% |
89% |
False |
False |
24,687 |
100 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
35.5 |
0.5% |
89% |
False |
False |
19,753 |
120 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
29.5 |
0.4% |
89% |
False |
False |
16,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,988.0 |
2.618 |
6,884.0 |
1.618 |
6,820.5 |
1.000 |
6,781.5 |
0.618 |
6,757.0 |
HIGH |
6,718.0 |
0.618 |
6,693.5 |
0.500 |
6,686.0 |
0.382 |
6,679.0 |
LOW |
6,654.5 |
0.618 |
6,615.5 |
1.000 |
6,591.0 |
1.618 |
6,552.0 |
2.618 |
6,488.5 |
4.250 |
6,384.5 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
6,687.0 |
6,682.0 |
PP |
6,686.5 |
6,676.5 |
S1 |
6,686.0 |
6,671.0 |
|