Trading Metrics calculated at close of trading on 03-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
3,575.75 |
3,560.25 |
-15.50 |
-0.4% |
3,569.75 |
High |
3,579.00 |
3,566.50 |
-12.50 |
-0.3% |
3,594.75 |
Low |
3,549.00 |
3,527.25 |
-21.75 |
-0.6% |
3,527.25 |
Close |
3,559.25 |
3,531.50 |
-27.75 |
-0.8% |
3,531.50 |
Range |
30.00 |
39.25 |
9.25 |
30.8% |
67.50 |
ATR |
31.28 |
31.85 |
0.57 |
1.8% |
0.00 |
Volume |
196,559 |
195,452 |
-1,107 |
-0.6% |
553,842 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,659.50 |
3,634.75 |
3,553.00 |
|
R3 |
3,620.25 |
3,595.50 |
3,542.25 |
|
R2 |
3,581.00 |
3,581.00 |
3,538.75 |
|
R1 |
3,556.25 |
3,556.25 |
3,535.00 |
3,549.00 |
PP |
3,541.75 |
3,541.75 |
3,541.75 |
3,538.00 |
S1 |
3,517.00 |
3,517.00 |
3,528.00 |
3,509.75 |
S2 |
3,502.50 |
3,502.50 |
3,524.25 |
|
S3 |
3,463.25 |
3,477.75 |
3,520.75 |
|
S4 |
3,424.00 |
3,438.50 |
3,510.00 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,753.75 |
3,710.00 |
3,568.50 |
|
R3 |
3,686.25 |
3,642.50 |
3,550.00 |
|
R2 |
3,618.75 |
3,618.75 |
3,544.00 |
|
R1 |
3,575.00 |
3,575.00 |
3,537.75 |
3,563.00 |
PP |
3,551.25 |
3,551.25 |
3,551.25 |
3,545.25 |
S1 |
3,507.50 |
3,507.50 |
3,525.25 |
3,495.50 |
S2 |
3,483.75 |
3,483.75 |
3,519.00 |
|
S3 |
3,416.25 |
3,440.00 |
3,513.00 |
|
S4 |
3,348.75 |
3,372.50 |
3,494.50 |
|
|
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 |
3,527.25 |
67.50 |
1.9% |
27.50 |
0.8% |
6% |
False |
True |
129,728 |
10 |
3,594.75 |
3,478.00 |
116.75 |
3.3% |
27.00 |
0.8% |
46% |
False |
False |
130,787 |
20 |
3,594.75 |
3,415.25 |
179.50 |
5.1% |
32.50 |
0.9% |
65% |
False |
False |
135,127 |
40 |
3,594.75 |
3,308.25 |
286.50 |
8.1% |
31.50 |
0.9% |
78% |
False |
False |
67,791 |
60 |
3,594.75 |
3,110.00 |
484.75 |
13.7% |
31.75 |
0.9% |
87% |
False |
False |
45,255 |
80 |
3,594.75 |
3,110.00 |
484.75 |
13.7% |
28.75 |
0.8% |
87% |
False |
False |
33,983 |
100 |
3,594.75 |
3,045.00 |
549.75 |
15.6% |
23.50 |
0.7% |
88% |
False |
False |
27,186 |
120 |
3,594.75 |
3,012.75 |
582.00 |
16.5% |
20.00 |
0.6% |
89% |
False |
False |
22,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,733.25 |
2.618 |
3,669.25 |
1.618 |
3,630.00 |
1.000 |
3,605.75 |
0.618 |
3,590.75 |
HIGH |
3,566.50 |
0.618 |
3,551.50 |
0.500 |
3,547.00 |
0.382 |
3,542.25 |
LOW |
3,527.25 |
0.618 |
3,503.00 |
1.000 |
3,488.00 |
1.618 |
3,463.75 |
2.618 |
3,424.50 |
4.250 |
3,360.50 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
3,547.00 |
3,561.00 |
PP |
3,541.75 |
3,551.25 |
S1 |
3,536.50 |
3,541.25 |
|