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 |
1,196.9 |
1,204.0 |
7.1 |
0.6% |
1,205.0 |
High |
1,214.4 |
1,231.6 |
17.2 |
1.4% |
1,219.3 |
Low |
1,182.3 |
1,203.7 |
21.4 |
1.8% |
1,192.9 |
Close |
1,203.0 |
1,225.9 |
22.9 |
1.9% |
1,214.7 |
Range |
32.1 |
27.9 |
-4.2 |
-13.1% |
26.4 |
ATR |
21.5 |
22.0 |
0.5 |
2.4% |
0.0 |
Volume |
2,517 |
3,274 |
757 |
30.1% |
15,525 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.1 |
1,292.9 |
1,241.2 |
|
R3 |
1,276.2 |
1,265.0 |
1,233.6 |
|
R2 |
1,248.3 |
1,248.3 |
1,231.0 |
|
R1 |
1,237.1 |
1,237.1 |
1,228.5 |
1,242.7 |
PP |
1,220.4 |
1,220.4 |
1,220.4 |
1,223.2 |
S1 |
1,209.2 |
1,209.2 |
1,223.3 |
1,214.8 |
S2 |
1,192.5 |
1,192.5 |
1,220.8 |
|
S3 |
1,164.6 |
1,181.3 |
1,218.2 |
|
S4 |
1,136.7 |
1,153.4 |
1,210.6 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.2 |
1,277.8 |
1,229.2 |
|
R3 |
1,261.8 |
1,251.4 |
1,222.0 |
|
R2 |
1,235.4 |
1,235.4 |
1,219.5 |
|
R1 |
1,225.0 |
1,225.0 |
1,217.1 |
1,230.2 |
PP |
1,209.0 |
1,209.0 |
1,209.0 |
1,211.6 |
S1 |
1,198.6 |
1,198.6 |
1,212.3 |
1,203.8 |
S2 |
1,182.6 |
1,182.6 |
1,209.9 |
|
S3 |
1,156.2 |
1,172.2 |
1,207.4 |
|
S4 |
1,129.8 |
1,145.8 |
1,200.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,231.6 |
1,182.3 |
49.3 |
4.0% |
20.6 |
1.7% |
88% |
True |
False |
3,345 |
10 |
1,244.2 |
1,182.3 |
61.9 |
5.0% |
20.7 |
1.7% |
70% |
False |
False |
3,956 |
20 |
1,266.7 |
1,182.3 |
84.4 |
6.9% |
22.8 |
1.9% |
52% |
False |
False |
3,688 |
40 |
1,325.2 |
1,182.3 |
142.9 |
11.7% |
20.0 |
1.6% |
31% |
False |
False |
3,881 |
60 |
1,361.1 |
1,182.3 |
178.8 |
14.6% |
20.0 |
1.6% |
24% |
False |
False |
3,075 |
80 |
1,385.4 |
1,182.3 |
203.1 |
16.6% |
21.4 |
1.7% |
21% |
False |
False |
2,456 |
100 |
1,430.2 |
1,182.3 |
247.9 |
20.2% |
21.1 |
1.7% |
18% |
False |
False |
2,090 |
120 |
1,430.2 |
1,182.3 |
247.9 |
20.2% |
20.0 |
1.6% |
18% |
False |
False |
1,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,350.2 |
2.618 |
1,304.6 |
1.618 |
1,276.7 |
1.000 |
1,259.5 |
0.618 |
1,248.8 |
HIGH |
1,231.6 |
0.618 |
1,220.9 |
0.500 |
1,217.7 |
0.382 |
1,214.4 |
LOW |
1,203.7 |
0.618 |
1,186.5 |
1.000 |
1,175.8 |
1.618 |
1,158.6 |
2.618 |
1,130.7 |
4.250 |
1,085.1 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,223.2 |
1,219.6 |
PP |
1,220.4 |
1,213.3 |
S1 |
1,217.7 |
1,207.0 |
|