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 |
1,837.75 |
1,827.25 |
-10.50 |
-0.6% |
1,836.00 |
High |
1,840.75 |
1,833.00 |
-7.75 |
-0.4% |
1,846.50 |
Low |
1,821.75 |
1,820.50 |
-1.25 |
-0.1% |
1,820.50 |
Close |
1,826.50 |
1,825.50 |
-1.00 |
-0.1% |
1,825.50 |
Range |
19.00 |
12.50 |
-6.50 |
-34.2% |
26.00 |
ATR |
14.52 |
14.37 |
-0.14 |
-1.0% |
0.00 |
Volume |
1,243,227 |
961,601 |
-281,626 |
-22.7% |
3,439,460 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.75 |
1,857.25 |
1,832.50 |
|
R3 |
1,851.25 |
1,844.75 |
1,829.00 |
|
R2 |
1,838.75 |
1,838.75 |
1,827.75 |
|
R1 |
1,832.25 |
1,832.25 |
1,826.75 |
1,829.25 |
PP |
1,826.25 |
1,826.25 |
1,826.25 |
1,825.00 |
S1 |
1,819.75 |
1,819.75 |
1,824.25 |
1,816.75 |
S2 |
1,813.75 |
1,813.75 |
1,823.25 |
|
S3 |
1,801.25 |
1,807.25 |
1,822.00 |
|
S4 |
1,788.75 |
1,794.75 |
1,818.50 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,908.75 |
1,893.25 |
1,839.75 |
|
R3 |
1,882.75 |
1,867.25 |
1,832.75 |
|
R2 |
1,856.75 |
1,856.75 |
1,830.25 |
|
R1 |
1,841.25 |
1,841.25 |
1,828.00 |
1,836.00 |
PP |
1,830.75 |
1,830.75 |
1,830.75 |
1,828.25 |
S1 |
1,815.25 |
1,815.25 |
1,823.00 |
1,810.00 |
S2 |
1,804.75 |
1,804.75 |
1,820.75 |
|
S3 |
1,778.75 |
1,789.25 |
1,818.25 |
|
S4 |
1,752.75 |
1,763.25 |
1,811.25 |
|
|
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 |
1,820.50 |
26.00 |
1.4% |
11.00 |
0.6% |
19% |
False |
True |
812,432 |
10 |
1,846.50 |
1,795.00 |
51.50 |
2.8% |
10.75 |
0.6% |
59% |
False |
False |
842,527 |
20 |
1,846.50 |
1,754.00 |
92.50 |
5.1% |
15.00 |
0.8% |
77% |
False |
False |
890,692 |
40 |
1,846.50 |
1,729.50 |
117.00 |
6.4% |
15.00 |
0.8% |
82% |
False |
False |
449,746 |
60 |
1,846.50 |
1,633.50 |
213.00 |
11.7% |
15.75 |
0.9% |
90% |
False |
False |
301,632 |
80 |
1,846.50 |
1,633.50 |
213.00 |
11.7% |
15.50 |
0.9% |
90% |
False |
False |
226,990 |
100 |
1,846.50 |
1,613.00 |
233.50 |
12.8% |
15.50 |
0.8% |
91% |
False |
False |
181,605 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.8% |
14.50 |
0.8% |
91% |
False |
False |
151,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,886.00 |
2.618 |
1,865.75 |
1.618 |
1,853.25 |
1.000 |
1,845.50 |
0.618 |
1,840.75 |
HIGH |
1,833.00 |
0.618 |
1,828.25 |
0.500 |
1,826.75 |
0.382 |
1,825.25 |
LOW |
1,820.50 |
0.618 |
1,812.75 |
1.000 |
1,808.00 |
1.618 |
1,800.25 |
2.618 |
1,787.75 |
4.250 |
1,767.50 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,826.75 |
1,833.50 |
PP |
1,826.25 |
1,830.75 |
S1 |
1,826.00 |
1,828.25 |
|