Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,831.75 |
1,833.25 |
1.50 |
0.1% |
1,824.00 |
High |
1,839.00 |
1,842.50 |
3.50 |
0.2% |
1,842.50 |
Low |
1,824.25 |
1,826.25 |
2.00 |
0.1% |
1,817.25 |
Close |
1,833.00 |
1,837.75 |
4.75 |
0.3% |
1,837.75 |
Range |
14.75 |
16.25 |
1.50 |
10.2% |
25.25 |
ATR |
14.16 |
14.31 |
0.15 |
1.1% |
0.00 |
Volume |
1,324,605 |
1,455,887 |
131,282 |
9.9% |
6,642,556 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,884.25 |
1,877.25 |
1,846.75 |
|
R3 |
1,868.00 |
1,861.00 |
1,842.25 |
|
R2 |
1,851.75 |
1,851.75 |
1,840.75 |
|
R1 |
1,844.75 |
1,844.75 |
1,839.25 |
1,848.25 |
PP |
1,835.50 |
1,835.50 |
1,835.50 |
1,837.25 |
S1 |
1,828.50 |
1,828.50 |
1,836.25 |
1,832.00 |
S2 |
1,819.25 |
1,819.25 |
1,834.75 |
|
S3 |
1,803.00 |
1,812.25 |
1,833.25 |
|
S4 |
1,786.75 |
1,796.00 |
1,828.75 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,908.25 |
1,898.25 |
1,851.75 |
|
R3 |
1,883.00 |
1,873.00 |
1,844.75 |
|
R2 |
1,857.75 |
1,857.75 |
1,842.50 |
|
R1 |
1,847.75 |
1,847.75 |
1,840.00 |
1,852.75 |
PP |
1,832.50 |
1,832.50 |
1,832.50 |
1,835.00 |
S1 |
1,822.50 |
1,822.50 |
1,835.50 |
1,827.50 |
S2 |
1,807.25 |
1,807.25 |
1,833.00 |
|
S3 |
1,782.00 |
1,797.25 |
1,830.75 |
|
S4 |
1,756.75 |
1,772.00 |
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 |
1,842.50 |
1,817.25 |
25.25 |
1.4% |
14.25 |
0.8% |
81% |
True |
False |
1,328,511 |
10 |
1,846.50 |
1,817.25 |
29.25 |
1.6% |
12.50 |
0.7% |
70% |
False |
False |
1,070,471 |
20 |
1,846.50 |
1,754.00 |
92.50 |
5.0% |
14.50 |
0.8% |
91% |
False |
False |
1,189,092 |
40 |
1,846.50 |
1,748.00 |
98.50 |
5.4% |
14.50 |
0.8% |
91% |
False |
False |
615,142 |
60 |
1,846.50 |
1,685.00 |
161.50 |
8.8% |
14.75 |
0.8% |
95% |
False |
False |
411,839 |
80 |
1,846.50 |
1,633.50 |
213.00 |
11.6% |
15.75 |
0.9% |
96% |
False |
False |
310,004 |
100 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
15.50 |
0.8% |
96% |
False |
False |
248,027 |
120 |
1,846.50 |
1,613.00 |
233.50 |
12.7% |
14.75 |
0.8% |
96% |
False |
False |
206,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,911.50 |
2.618 |
1,885.00 |
1.618 |
1,868.75 |
1.000 |
1,858.75 |
0.618 |
1,852.50 |
HIGH |
1,842.50 |
0.618 |
1,836.25 |
0.500 |
1,834.50 |
0.382 |
1,832.50 |
LOW |
1,826.25 |
0.618 |
1,816.25 |
1.000 |
1,810.00 |
1.618 |
1,800.00 |
2.618 |
1,783.75 |
4.250 |
1,757.25 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,836.50 |
1,836.25 |
PP |
1,835.50 |
1,834.75 |
S1 |
1,834.50 |
1,833.50 |
|