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 |
1,835.50 |
1,837.75 |
2.25 |
0.1% |
1,817.00 |
High |
1,846.50 |
1,840.75 |
-5.75 |
-0.3% |
1,840.00 |
Low |
1,834.25 |
1,821.75 |
-12.50 |
-0.7% |
1,816.75 |
Close |
1,841.00 |
1,826.50 |
-14.50 |
-0.8% |
1,836.50 |
Range |
12.25 |
19.00 |
6.75 |
55.1% |
23.25 |
ATR |
14.15 |
14.52 |
0.36 |
2.6% |
0.00 |
Volume |
653,055 |
1,243,227 |
590,172 |
90.4% |
2,113,200 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,886.75 |
1,875.50 |
1,837.00 |
|
R3 |
1,867.75 |
1,856.50 |
1,831.75 |
|
R2 |
1,848.75 |
1,848.75 |
1,830.00 |
|
R1 |
1,837.50 |
1,837.50 |
1,828.25 |
1,833.50 |
PP |
1,829.75 |
1,829.75 |
1,829.75 |
1,827.75 |
S1 |
1,818.50 |
1,818.50 |
1,824.75 |
1,814.50 |
S2 |
1,810.75 |
1,810.75 |
1,823.00 |
|
S3 |
1,791.75 |
1,799.50 |
1,821.25 |
|
S4 |
1,772.75 |
1,780.50 |
1,816.00 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,900.75 |
1,892.00 |
1,849.25 |
|
R3 |
1,877.50 |
1,868.75 |
1,843.00 |
|
R2 |
1,854.25 |
1,854.25 |
1,840.75 |
|
R1 |
1,845.50 |
1,845.50 |
1,838.75 |
1,850.00 |
PP |
1,831.00 |
1,831.00 |
1,831.00 |
1,833.25 |
S1 |
1,822.25 |
1,822.25 |
1,834.25 |
1,826.50 |
S2 |
1,807.75 |
1,807.75 |
1,832.25 |
|
S3 |
1,784.50 |
1,799.00 |
1,830.00 |
|
S4 |
1,761.25 |
1,775.75 |
1,823.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,846.50 |
1,821.75 |
24.75 |
1.4% |
10.25 |
0.6% |
19% |
False |
True |
707,899 |
10 |
1,846.50 |
1,760.75 |
85.75 |
4.7% |
14.00 |
0.8% |
77% |
False |
False |
1,016,604 |
20 |
1,846.50 |
1,754.00 |
92.50 |
5.1% |
15.50 |
0.8% |
78% |
False |
False |
843,663 |
40 |
1,846.50 |
1,729.50 |
117.00 |
6.4% |
15.00 |
0.8% |
83% |
False |
False |
425,737 |
60 |
1,846.50 |
1,633.50 |
213.00 |
11.7% |
16.00 |
0.9% |
91% |
False |
False |
285,709 |
80 |
1,846.50 |
1,633.50 |
213.00 |
11.7% |
15.50 |
0.9% |
91% |
False |
False |
214,971 |
100 |
1,846.50 |
1,613.00 |
233.50 |
12.8% |
15.50 |
0.8% |
91% |
False |
False |
171,989 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.8% |
14.50 |
0.8% |
91% |
False |
False |
143,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,921.50 |
2.618 |
1,890.50 |
1.618 |
1,871.50 |
1.000 |
1,859.75 |
0.618 |
1,852.50 |
HIGH |
1,840.75 |
0.618 |
1,833.50 |
0.500 |
1,831.25 |
0.382 |
1,829.00 |
LOW |
1,821.75 |
0.618 |
1,810.00 |
1.000 |
1,802.75 |
1.618 |
1,791.00 |
2.618 |
1,772.00 |
4.250 |
1,741.00 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,831.25 |
1,834.00 |
PP |
1,829.75 |
1,831.50 |
S1 |
1,828.00 |
1,829.00 |
|