Trading Metrics calculated at close of trading on 08-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,819.75 |
1,830.75 |
11.00 |
0.6% |
1,836.00 |
High |
1,834.75 |
1,834.75 |
0.00 |
0.0% |
1,846.50 |
Low |
1,819.50 |
1,825.50 |
6.00 |
0.3% |
1,820.50 |
Close |
1,830.75 |
1,832.50 |
1.75 |
0.1% |
1,825.50 |
Range |
15.25 |
9.25 |
-6.00 |
-39.3% |
26.00 |
ATR |
14.49 |
14.12 |
-0.37 |
-2.6% |
0.00 |
Volume |
1,162,443 |
1,330,414 |
167,971 |
14.4% |
3,439,460 |
|
Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,858.75 |
1,854.75 |
1,837.50 |
|
R3 |
1,849.50 |
1,845.50 |
1,835.00 |
|
R2 |
1,840.25 |
1,840.25 |
1,834.25 |
|
R1 |
1,836.25 |
1,836.25 |
1,833.25 |
1,838.25 |
PP |
1,831.00 |
1,831.00 |
1,831.00 |
1,832.00 |
S1 |
1,827.00 |
1,827.00 |
1,831.75 |
1,829.00 |
S2 |
1,821.75 |
1,821.75 |
1,830.75 |
|
S3 |
1,812.50 |
1,817.75 |
1,830.00 |
|
S4 |
1,803.25 |
1,808.50 |
1,827.50 |
|
|
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 |
1,840.75 |
1,817.25 |
23.50 |
1.3% |
14.25 |
0.8% |
65% |
False |
False |
1,213,378 |
10 |
1,846.50 |
1,817.25 |
29.25 |
1.6% |
11.25 |
0.6% |
52% |
False |
False |
867,757 |
20 |
1,846.50 |
1,754.00 |
92.50 |
5.0% |
15.00 |
0.8% |
85% |
False |
False |
1,075,131 |
40 |
1,846.50 |
1,748.00 |
98.50 |
5.4% |
14.00 |
0.8% |
86% |
False |
False |
545,912 |
60 |
1,846.50 |
1,674.25 |
172.25 |
9.4% |
15.00 |
0.8% |
92% |
False |
False |
365,642 |
80 |
1,846.50 |
1,633.50 |
213.00 |
11.6% |
15.75 |
0.9% |
93% |
False |
False |
275,256 |
100 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
15.50 |
0.8% |
94% |
False |
False |
220,224 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
14.50 |
0.8% |
94% |
False |
False |
183,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,874.00 |
2.618 |
1,859.00 |
1.618 |
1,849.75 |
1.000 |
1,844.00 |
0.618 |
1,840.50 |
HIGH |
1,834.75 |
0.618 |
1,831.25 |
0.500 |
1,830.00 |
0.382 |
1,829.00 |
LOW |
1,825.50 |
0.618 |
1,819.75 |
1.000 |
1,816.25 |
1.618 |
1,810.50 |
2.618 |
1,801.25 |
4.250 |
1,786.25 |
|
|
Fisher Pivots for day following 08-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,831.75 |
1,830.25 |
PP |
1,831.00 |
1,828.25 |
S1 |
1,830.00 |
1,826.00 |
|