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 |
1,827.25 |
1,824.00 |
-3.25 |
-0.2% |
1,836.00 |
High |
1,833.00 |
1,832.50 |
-0.50 |
0.0% |
1,846.50 |
Low |
1,820.50 |
1,817.25 |
-3.25 |
-0.2% |
1,820.50 |
Close |
1,825.50 |
1,820.75 |
-4.75 |
-0.3% |
1,825.50 |
Range |
12.50 |
15.25 |
2.75 |
22.0% |
26.00 |
ATR |
14.37 |
14.43 |
0.06 |
0.4% |
0.00 |
Volume |
961,601 |
1,369,207 |
407,606 |
42.4% |
3,439,460 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.25 |
1,860.25 |
1,829.25 |
|
R3 |
1,854.00 |
1,845.00 |
1,825.00 |
|
R2 |
1,838.75 |
1,838.75 |
1,823.50 |
|
R1 |
1,829.75 |
1,829.75 |
1,822.25 |
1,826.50 |
PP |
1,823.50 |
1,823.50 |
1,823.50 |
1,822.00 |
S1 |
1,814.50 |
1,814.50 |
1,819.25 |
1,811.50 |
S2 |
1,808.25 |
1,808.25 |
1,818.00 |
|
S3 |
1,793.00 |
1,799.25 |
1,816.50 |
|
S4 |
1,777.75 |
1,784.00 |
1,812.25 |
|
|
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 |
1,817.25 |
29.25 |
1.6% |
12.75 |
0.7% |
12% |
False |
True |
961,733 |
10 |
1,846.50 |
1,802.50 |
44.00 |
2.4% |
11.00 |
0.6% |
41% |
False |
False |
827,797 |
20 |
1,846.50 |
1,754.00 |
92.50 |
5.1% |
15.25 |
0.8% |
72% |
False |
False |
957,230 |
40 |
1,846.50 |
1,729.50 |
117.00 |
6.4% |
15.00 |
0.8% |
78% |
False |
False |
483,784 |
60 |
1,846.50 |
1,644.25 |
202.25 |
11.1% |
15.75 |
0.9% |
87% |
False |
False |
324,375 |
80 |
1,846.50 |
1,633.50 |
213.00 |
11.7% |
15.75 |
0.9% |
88% |
False |
False |
244,102 |
100 |
1,846.50 |
1,613.00 |
233.50 |
12.8% |
15.50 |
0.9% |
89% |
False |
False |
195,297 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.8% |
14.50 |
0.8% |
89% |
False |
False |
162,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,897.25 |
2.618 |
1,872.50 |
1.618 |
1,857.25 |
1.000 |
1,847.75 |
0.618 |
1,842.00 |
HIGH |
1,832.50 |
0.618 |
1,826.75 |
0.500 |
1,825.00 |
0.382 |
1,823.00 |
LOW |
1,817.25 |
0.618 |
1,807.75 |
1.000 |
1,802.00 |
1.618 |
1,792.50 |
2.618 |
1,777.25 |
4.250 |
1,752.50 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,825.00 |
1,829.00 |
PP |
1,823.50 |
1,826.25 |
S1 |
1,822.00 |
1,823.50 |
|