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 |
1,237.1 |
1,239.2 |
2.1 |
0.2% |
1,214.3 |
High |
1,248.2 |
1,244.5 |
-3.7 |
-0.3% |
1,240.4 |
Low |
1,215.3 |
1,224.9 |
9.6 |
0.8% |
1,182.3 |
Close |
1,238.7 |
1,230.2 |
-8.5 |
-0.7% |
1,239.4 |
Range |
32.9 |
19.6 |
-13.3 |
-40.4% |
58.1 |
ATR |
22.5 |
22.3 |
-0.2 |
-0.9% |
0.0 |
Volume |
4,123 |
10,510 |
6,387 |
154.9% |
21,119 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,292.0 |
1,280.7 |
1,241.0 |
|
R3 |
1,272.4 |
1,261.1 |
1,235.6 |
|
R2 |
1,252.8 |
1,252.8 |
1,233.8 |
|
R1 |
1,241.5 |
1,241.5 |
1,232.0 |
1,237.4 |
PP |
1,233.2 |
1,233.2 |
1,233.2 |
1,231.1 |
S1 |
1,221.9 |
1,221.9 |
1,228.4 |
1,217.8 |
S2 |
1,213.6 |
1,213.6 |
1,226.6 |
|
S3 |
1,194.0 |
1,202.3 |
1,224.8 |
|
S4 |
1,174.4 |
1,182.7 |
1,219.4 |
|
|
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 |
5.4% |
26.1 |
2.1% |
73% |
False |
False |
6,401 |
10 |
1,248.2 |
1,182.3 |
65.9 |
5.4% |
19.5 |
1.6% |
73% |
False |
False |
5,127 |
20 |
1,266.7 |
1,182.3 |
84.4 |
6.9% |
21.5 |
1.7% |
57% |
False |
False |
4,428 |
40 |
1,313.3 |
1,182.3 |
131.0 |
10.6% |
20.6 |
1.7% |
37% |
False |
False |
4,418 |
60 |
1,361.1 |
1,182.3 |
178.8 |
14.5% |
20.2 |
1.6% |
27% |
False |
False |
3,395 |
80 |
1,375.3 |
1,182.3 |
193.0 |
15.7% |
21.4 |
1.7% |
25% |
False |
False |
2,769 |
100 |
1,430.2 |
1,182.3 |
247.9 |
20.2% |
21.3 |
1.7% |
19% |
False |
False |
2,338 |
120 |
1,430.2 |
1,182.3 |
247.9 |
20.2% |
20.4 |
1.7% |
19% |
False |
False |
2,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,327.8 |
2.618 |
1,295.8 |
1.618 |
1,276.2 |
1.000 |
1,264.1 |
0.618 |
1,256.6 |
HIGH |
1,244.5 |
0.618 |
1,237.0 |
0.500 |
1,234.7 |
0.382 |
1,232.4 |
LOW |
1,224.9 |
0.618 |
1,212.8 |
1.000 |
1,205.3 |
1.618 |
1,193.2 |
2.618 |
1,173.6 |
4.250 |
1,141.6 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,234.7 |
1,231.8 |
PP |
1,233.2 |
1,231.2 |
S1 |
1,231.7 |
1,230.7 |
|