Trading Metrics calculated at close of trading on 06-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
3,560.25 |
3,530.50 |
-29.75 |
-0.8% |
3,569.75 |
High |
3,566.50 |
3,540.25 |
-26.25 |
-0.7% |
3,594.75 |
Low |
3,527.25 |
3,505.75 |
-21.50 |
-0.6% |
3,527.25 |
Close |
3,531.50 |
3,517.75 |
-13.75 |
-0.4% |
3,531.50 |
Range |
39.25 |
34.50 |
-4.75 |
-12.1% |
67.50 |
ATR |
31.85 |
32.04 |
0.19 |
0.6% |
0.00 |
Volume |
195,452 |
246,009 |
50,557 |
25.9% |
553,842 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,624.75 |
3,605.75 |
3,536.75 |
|
R3 |
3,590.25 |
3,571.25 |
3,527.25 |
|
R2 |
3,555.75 |
3,555.75 |
3,524.00 |
|
R1 |
3,536.75 |
3,536.75 |
3,521.00 |
3,529.00 |
PP |
3,521.25 |
3,521.25 |
3,521.25 |
3,517.50 |
S1 |
3,502.25 |
3,502.25 |
3,514.50 |
3,494.50 |
S2 |
3,486.75 |
3,486.75 |
3,511.50 |
|
S3 |
3,452.25 |
3,467.75 |
3,508.25 |
|
S4 |
3,417.75 |
3,433.25 |
3,498.75 |
|
|
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 |
3,505.75 |
89.00 |
2.5% |
30.25 |
0.9% |
13% |
False |
True |
159,970 |
10 |
3,594.75 |
3,493.25 |
101.50 |
2.9% |
27.00 |
0.8% |
24% |
False |
False |
130,090 |
20 |
3,594.75 |
3,415.25 |
179.50 |
5.1% |
33.00 |
0.9% |
57% |
False |
False |
147,267 |
40 |
3,594.75 |
3,308.25 |
286.50 |
8.1% |
31.75 |
0.9% |
73% |
False |
False |
73,941 |
60 |
3,594.75 |
3,135.00 |
459.75 |
13.1% |
31.50 |
0.9% |
83% |
False |
False |
49,350 |
80 |
3,594.75 |
3,110.00 |
484.75 |
13.8% |
29.00 |
0.8% |
84% |
False |
False |
37,057 |
100 |
3,594.75 |
3,045.00 |
549.75 |
15.6% |
24.00 |
0.7% |
86% |
False |
False |
29,646 |
120 |
3,594.75 |
3,012.75 |
582.00 |
16.5% |
20.50 |
0.6% |
87% |
False |
False |
24,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,687.00 |
2.618 |
3,630.50 |
1.618 |
3,596.00 |
1.000 |
3,574.75 |
0.618 |
3,561.50 |
HIGH |
3,540.25 |
0.618 |
3,527.00 |
0.500 |
3,523.00 |
0.382 |
3,519.00 |
LOW |
3,505.75 |
0.618 |
3,484.50 |
1.000 |
3,471.25 |
1.618 |
3,450.00 |
2.618 |
3,415.50 |
4.250 |
3,359.00 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
3,523.00 |
3,542.50 |
PP |
3,521.25 |
3,534.25 |
S1 |
3,519.50 |
3,526.00 |
|