Trading Metrics calculated at close of trading on 07-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,824.00 |
1,819.75 |
-4.25 |
-0.2% |
1,836.00 |
High |
1,832.50 |
1,834.75 |
2.25 |
0.1% |
1,846.50 |
Low |
1,817.25 |
1,819.50 |
2.25 |
0.1% |
1,820.50 |
Close |
1,820.75 |
1,830.75 |
10.00 |
0.5% |
1,825.50 |
Range |
15.25 |
15.25 |
0.00 |
0.0% |
26.00 |
ATR |
14.43 |
14.49 |
0.06 |
0.4% |
0.00 |
Volume |
1,369,207 |
1,162,443 |
-206,764 |
-15.1% |
3,439,460 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.00 |
1,867.75 |
1,839.25 |
|
R3 |
1,858.75 |
1,852.50 |
1,835.00 |
|
R2 |
1,843.50 |
1,843.50 |
1,833.50 |
|
R1 |
1,837.25 |
1,837.25 |
1,832.25 |
1,840.50 |
PP |
1,828.25 |
1,828.25 |
1,828.25 |
1,830.00 |
S1 |
1,822.00 |
1,822.00 |
1,829.25 |
1,825.00 |
S2 |
1,813.00 |
1,813.00 |
1,828.00 |
|
S3 |
1,797.75 |
1,806.75 |
1,826.50 |
|
S4 |
1,782.50 |
1,791.50 |
1,822.25 |
|
|
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% |
14.75 |
0.8% |
46% |
False |
False |
1,077,906 |
10 |
1,846.50 |
1,816.75 |
29.75 |
1.6% |
11.00 |
0.6% |
47% |
False |
False |
808,431 |
20 |
1,846.50 |
1,754.00 |
92.50 |
5.1% |
14.75 |
0.8% |
83% |
False |
False |
1,012,006 |
40 |
1,846.50 |
1,729.50 |
117.00 |
6.4% |
14.75 |
0.8% |
87% |
False |
False |
512,781 |
60 |
1,846.50 |
1,666.75 |
179.75 |
9.8% |
15.25 |
0.8% |
91% |
False |
False |
343,599 |
80 |
1,846.50 |
1,633.50 |
213.00 |
11.6% |
15.75 |
0.9% |
93% |
False |
False |
258,627 |
100 |
1,846.50 |
1,613.00 |
233.50 |
12.8% |
15.50 |
0.9% |
93% |
False |
False |
206,920 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.8% |
14.75 |
0.8% |
93% |
False |
False |
172,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,899.50 |
2.618 |
1,874.75 |
1.618 |
1,859.50 |
1.000 |
1,850.00 |
0.618 |
1,844.25 |
HIGH |
1,834.75 |
0.618 |
1,829.00 |
0.500 |
1,827.00 |
0.382 |
1,825.25 |
LOW |
1,819.50 |
0.618 |
1,810.00 |
1.000 |
1,804.25 |
1.618 |
1,794.75 |
2.618 |
1,779.50 |
4.250 |
1,754.75 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,829.50 |
1,829.25 |
PP |
1,828.25 |
1,827.50 |
S1 |
1,827.00 |
1,826.00 |
|