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 |
1,222.6 |
1,237.1 |
14.5 |
1.2% |
1,214.3 |
High |
1,240.4 |
1,248.2 |
7.8 |
0.6% |
1,240.4 |
Low |
1,222.6 |
1,215.3 |
-7.3 |
-0.6% |
1,182.3 |
Close |
1,239.4 |
1,238.7 |
-0.7 |
-0.1% |
1,239.4 |
Range |
17.8 |
32.9 |
15.1 |
84.8% |
58.1 |
ATR |
21.7 |
22.5 |
0.8 |
3.7% |
0.0 |
Volume |
11,583 |
4,123 |
-7,460 |
-64.4% |
21,119 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.8 |
1,318.6 |
1,256.8 |
|
R3 |
1,299.9 |
1,285.7 |
1,247.7 |
|
R2 |
1,267.0 |
1,267.0 |
1,244.7 |
|
R1 |
1,252.8 |
1,252.8 |
1,241.7 |
1,259.9 |
PP |
1,234.1 |
1,234.1 |
1,234.1 |
1,237.6 |
S1 |
1,219.9 |
1,219.9 |
1,235.7 |
1,227.0 |
S2 |
1,201.2 |
1,201.2 |
1,232.7 |
|
S3 |
1,168.3 |
1,187.0 |
1,229.7 |
|
S4 |
1,135.4 |
1,154.1 |
1,220.6 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.0 |
1,375.3 |
1,271.4 |
|
R3 |
1,336.9 |
1,317.2 |
1,255.4 |
|
R2 |
1,278.8 |
1,278.8 |
1,250.1 |
|
R1 |
1,259.1 |
1,259.1 |
1,244.7 |
1,269.0 |
PP |
1,220.7 |
1,220.7 |
1,220.7 |
1,225.6 |
S1 |
1,201.0 |
1,201.0 |
1,234.1 |
1,210.9 |
S2 |
1,162.6 |
1,162.6 |
1,228.7 |
|
S3 |
1,104.5 |
1,142.9 |
1,223.4 |
|
S4 |
1,046.4 |
1,084.8 |
1,207.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,248.2 |
1,182.3 |
65.9 |
5.3% |
26.2 |
2.1% |
86% |
True |
False |
5,048 |
10 |
1,248.2 |
1,182.3 |
65.9 |
5.3% |
19.3 |
1.6% |
86% |
True |
False |
4,625 |
20 |
1,266.7 |
1,182.3 |
84.4 |
6.8% |
22.2 |
1.8% |
67% |
False |
False |
4,183 |
40 |
1,325.2 |
1,182.3 |
142.9 |
11.5% |
20.7 |
1.7% |
39% |
False |
False |
4,200 |
60 |
1,361.1 |
1,182.3 |
178.8 |
14.4% |
20.2 |
1.6% |
32% |
False |
False |
3,252 |
80 |
1,375.3 |
1,182.3 |
193.0 |
15.6% |
21.7 |
1.7% |
29% |
False |
False |
2,641 |
100 |
1,430.2 |
1,182.3 |
247.9 |
20.0% |
21.2 |
1.7% |
23% |
False |
False |
2,236 |
120 |
1,430.2 |
1,182.3 |
247.9 |
20.0% |
20.3 |
1.6% |
23% |
False |
False |
2,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,388.0 |
2.618 |
1,334.3 |
1.618 |
1,301.4 |
1.000 |
1,281.1 |
0.618 |
1,268.5 |
HIGH |
1,248.2 |
0.618 |
1,235.6 |
0.500 |
1,231.8 |
0.382 |
1,227.9 |
LOW |
1,215.3 |
0.618 |
1,195.0 |
1.000 |
1,182.4 |
1.618 |
1,162.1 |
2.618 |
1,129.2 |
4.250 |
1,075.5 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,236.4 |
1,234.5 |
PP |
1,234.1 |
1,230.2 |
S1 |
1,231.8 |
1,226.0 |
|