Trading Metrics calculated at close of trading on 07-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
3,530.50 |
3,516.25 |
-14.25 |
-0.4% |
3,569.75 |
High |
3,540.25 |
3,557.25 |
17.00 |
0.5% |
3,594.75 |
Low |
3,505.75 |
3,516.00 |
10.25 |
0.3% |
3,527.25 |
Close |
3,517.75 |
3,548.75 |
31.00 |
0.9% |
3,531.50 |
Range |
34.50 |
41.25 |
6.75 |
19.6% |
67.50 |
ATR |
32.04 |
32.70 |
0.66 |
2.1% |
0.00 |
Volume |
246,009 |
191,716 |
-54,293 |
-22.1% |
553,842 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,664.50 |
3,647.75 |
3,571.50 |
|
R3 |
3,623.25 |
3,606.50 |
3,560.00 |
|
R2 |
3,582.00 |
3,582.00 |
3,556.25 |
|
R1 |
3,565.25 |
3,565.25 |
3,552.50 |
3,573.50 |
PP |
3,540.75 |
3,540.75 |
3,540.75 |
3,544.75 |
S1 |
3,524.00 |
3,524.00 |
3,545.00 |
3,532.50 |
S2 |
3,499.50 |
3,499.50 |
3,541.25 |
|
S3 |
3,458.25 |
3,482.75 |
3,537.50 |
|
S4 |
3,417.00 |
3,441.50 |
3,526.00 |
|
|
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 |
3,505.75 |
89.00 |
2.5% |
35.00 |
1.0% |
48% |
False |
False |
180,274 |
10 |
3,594.75 |
3,505.75 |
89.00 |
2.5% |
26.75 |
0.8% |
48% |
False |
False |
131,899 |
20 |
3,594.75 |
3,415.25 |
179.50 |
5.1% |
33.50 |
0.9% |
74% |
False |
False |
156,616 |
40 |
3,594.75 |
3,308.50 |
286.25 |
8.1% |
31.00 |
0.9% |
84% |
False |
False |
78,733 |
60 |
3,594.75 |
3,188.75 |
406.00 |
11.4% |
31.25 |
0.9% |
89% |
False |
False |
52,539 |
80 |
3,594.75 |
3,110.00 |
484.75 |
13.7% |
29.50 |
0.8% |
91% |
False |
False |
39,454 |
100 |
3,594.75 |
3,045.00 |
549.75 |
15.5% |
24.25 |
0.7% |
92% |
False |
False |
31,563 |
120 |
3,594.75 |
3,012.75 |
582.00 |
16.4% |
20.75 |
0.6% |
92% |
False |
False |
26,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,732.50 |
2.618 |
3,665.25 |
1.618 |
3,624.00 |
1.000 |
3,598.50 |
0.618 |
3,582.75 |
HIGH |
3,557.25 |
0.618 |
3,541.50 |
0.500 |
3,536.50 |
0.382 |
3,531.75 |
LOW |
3,516.00 |
0.618 |
3,490.50 |
1.000 |
3,474.75 |
1.618 |
3,449.25 |
2.618 |
3,408.00 |
4.250 |
3,340.75 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
3,544.75 |
3,544.50 |
PP |
3,540.75 |
3,540.25 |
S1 |
3,536.50 |
3,536.00 |
|