Trading Metrics calculated at close of trading on 02-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
3,566.50 |
3,575.75 |
9.25 |
0.3% |
3,541.00 |
High |
3,594.75 |
3,579.00 |
-15.75 |
-0.4% |
3,587.50 |
Low |
3,565.00 |
3,549.00 |
-16.00 |
-0.4% |
3,541.00 |
Close |
3,583.75 |
3,559.25 |
-24.50 |
-0.7% |
3,570.25 |
Range |
29.75 |
30.00 |
0.25 |
0.8% |
46.50 |
ATR |
31.01 |
31.28 |
0.27 |
0.9% |
0.00 |
Volume |
71,635 |
196,559 |
124,924 |
174.4% |
327,425 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,652.50 |
3,635.75 |
3,575.75 |
|
R3 |
3,622.50 |
3,605.75 |
3,567.50 |
|
R2 |
3,592.50 |
3,592.50 |
3,564.75 |
|
R1 |
3,575.75 |
3,575.75 |
3,562.00 |
3,569.00 |
PP |
3,562.50 |
3,562.50 |
3,562.50 |
3,559.00 |
S1 |
3,545.75 |
3,545.75 |
3,556.50 |
3,539.00 |
S2 |
3,532.50 |
3,532.50 |
3,553.75 |
|
S3 |
3,502.50 |
3,515.75 |
3,551.00 |
|
S4 |
3,472.50 |
3,485.75 |
3,542.75 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,705.75 |
3,684.50 |
3,595.75 |
|
R3 |
3,659.25 |
3,638.00 |
3,583.00 |
|
R2 |
3,612.75 |
3,612.75 |
3,578.75 |
|
R1 |
3,591.50 |
3,591.50 |
3,574.50 |
3,602.00 |
PP |
3,566.25 |
3,566.25 |
3,566.25 |
3,571.50 |
S1 |
3,545.00 |
3,545.00 |
3,566.00 |
3,555.50 |
S2 |
3,519.75 |
3,519.75 |
3,561.75 |
|
S3 |
3,473.25 |
3,498.50 |
3,557.50 |
|
S4 |
3,426.75 |
3,452.00 |
3,544.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,594.75 |
3,549.00 |
45.75 |
1.3% |
22.75 |
0.6% |
22% |
False |
True |
101,439 |
10 |
3,594.75 |
3,415.25 |
179.50 |
5.0% |
32.50 |
0.9% |
80% |
False |
False |
151,036 |
20 |
3,594.75 |
3,415.25 |
179.50 |
5.0% |
32.50 |
0.9% |
80% |
False |
False |
125,461 |
40 |
3,594.75 |
3,308.25 |
286.50 |
8.0% |
31.25 |
0.9% |
88% |
False |
False |
62,911 |
60 |
3,594.75 |
3,110.00 |
484.75 |
13.6% |
32.00 |
0.9% |
93% |
False |
False |
41,997 |
80 |
3,594.75 |
3,110.00 |
484.75 |
13.6% |
28.25 |
0.8% |
93% |
False |
False |
31,539 |
100 |
3,594.75 |
3,045.00 |
549.75 |
15.4% |
23.25 |
0.7% |
94% |
False |
False |
25,232 |
120 |
3,594.75 |
3,012.75 |
582.00 |
16.4% |
19.75 |
0.6% |
94% |
False |
False |
21,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,706.50 |
2.618 |
3,657.50 |
1.618 |
3,627.50 |
1.000 |
3,609.00 |
0.618 |
3,597.50 |
HIGH |
3,579.00 |
0.618 |
3,567.50 |
0.500 |
3,564.00 |
0.382 |
3,560.50 |
LOW |
3,549.00 |
0.618 |
3,530.50 |
1.000 |
3,519.00 |
1.618 |
3,500.50 |
2.618 |
3,470.50 |
4.250 |
3,421.50 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
3,564.00 |
3,572.00 |
PP |
3,562.50 |
3,567.75 |
S1 |
3,560.75 |
3,563.50 |
|