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 |
3,562.75 |
3,549.75 |
-13.00 |
-0.4% |
3,530.50 |
High |
3,577.00 |
3,572.00 |
-5.00 |
-0.1% |
3,577.00 |
Low |
3,535.50 |
3,529.50 |
-6.00 |
-0.2% |
3,505.75 |
Close |
3,547.75 |
3,561.50 |
13.75 |
0.4% |
3,561.50 |
Range |
41.50 |
42.50 |
1.00 |
2.4% |
71.25 |
ATR |
32.85 |
33.54 |
0.69 |
2.1% |
0.00 |
Volume |
214,724 |
263,424 |
48,700 |
22.7% |
1,124,036 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,681.75 |
3,664.25 |
3,585.00 |
|
R3 |
3,639.25 |
3,621.75 |
3,573.25 |
|
R2 |
3,596.75 |
3,596.75 |
3,569.25 |
|
R1 |
3,579.25 |
3,579.25 |
3,565.50 |
3,588.00 |
PP |
3,554.25 |
3,554.25 |
3,554.25 |
3,558.75 |
S1 |
3,536.75 |
3,536.75 |
3,557.50 |
3,545.50 |
S2 |
3,511.75 |
3,511.75 |
3,553.75 |
|
S3 |
3,469.25 |
3,494.25 |
3,549.75 |
|
S4 |
3,426.75 |
3,451.75 |
3,538.00 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,761.75 |
3,733.00 |
3,600.75 |
|
R3 |
3,690.50 |
3,661.75 |
3,581.00 |
|
R2 |
3,619.25 |
3,619.25 |
3,574.50 |
|
R1 |
3,590.50 |
3,590.50 |
3,568.00 |
3,605.00 |
PP |
3,548.00 |
3,548.00 |
3,548.00 |
3,555.25 |
S1 |
3,519.25 |
3,519.25 |
3,555.00 |
3,533.50 |
S2 |
3,476.75 |
3,476.75 |
3,548.50 |
|
S3 |
3,405.50 |
3,448.00 |
3,542.00 |
|
S4 |
3,334.25 |
3,376.75 |
3,522.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,577.00 |
3,505.75 |
71.25 |
2.0% |
37.00 |
1.0% |
78% |
False |
False |
224,807 |
10 |
3,594.75 |
3,505.75 |
89.00 |
2.5% |
32.25 |
0.9% |
63% |
False |
False |
177,267 |
20 |
3,594.75 |
3,415.25 |
179.50 |
5.0% |
34.25 |
1.0% |
81% |
False |
False |
188,630 |
40 |
3,594.75 |
3,343.00 |
251.75 |
7.1% |
31.50 |
0.9% |
87% |
False |
False |
95,887 |
60 |
3,594.75 |
3,238.00 |
356.75 |
10.0% |
31.00 |
0.9% |
91% |
False |
False |
63,969 |
80 |
3,594.75 |
3,110.00 |
484.75 |
13.6% |
30.75 |
0.9% |
93% |
False |
False |
48,033 |
100 |
3,594.75 |
3,045.00 |
549.75 |
15.4% |
25.25 |
0.7% |
94% |
False |
False |
38,427 |
120 |
3,594.75 |
3,012.75 |
582.00 |
16.3% |
21.75 |
0.6% |
94% |
False |
False |
32,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,752.50 |
2.618 |
3,683.25 |
1.618 |
3,640.75 |
1.000 |
3,614.50 |
0.618 |
3,598.25 |
HIGH |
3,572.00 |
0.618 |
3,555.75 |
0.500 |
3,550.75 |
0.382 |
3,545.75 |
LOW |
3,529.50 |
0.618 |
3,503.25 |
1.000 |
3,487.00 |
1.618 |
3,460.75 |
2.618 |
3,418.25 |
4.250 |
3,349.00 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
3,558.00 |
3,558.75 |
PP |
3,554.25 |
3,556.00 |
S1 |
3,550.75 |
3,553.25 |
|