Trading Metrics calculated at close of trading on 03-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,833.00 |
1,821.25 |
-11.75 |
-0.6% |
1,829.50 |
High |
1,834.00 |
1,826.25 |
-7.75 |
-0.4% |
1,839.75 |
Low |
1,815.50 |
1,814.50 |
-1.00 |
-0.1% |
1,814.50 |
Close |
1,820.00 |
1,819.00 |
-1.00 |
-0.1% |
1,819.00 |
Range |
18.50 |
11.75 |
-6.75 |
-36.5% |
25.25 |
ATR |
13.52 |
13.39 |
-0.13 |
-0.9% |
0.00 |
Volume |
2,450 |
9,231 |
6,781 |
276.8% |
14,881 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,855.25 |
1,848.75 |
1,825.50 |
|
R3 |
1,843.50 |
1,837.00 |
1,822.25 |
|
R2 |
1,831.75 |
1,831.75 |
1,821.25 |
|
R1 |
1,825.25 |
1,825.25 |
1,820.00 |
1,822.50 |
PP |
1,820.00 |
1,820.00 |
1,820.00 |
1,818.50 |
S1 |
1,813.50 |
1,813.50 |
1,818.00 |
1,811.00 |
S2 |
1,808.25 |
1,808.25 |
1,816.75 |
|
S3 |
1,796.50 |
1,801.75 |
1,815.75 |
|
S4 |
1,784.75 |
1,790.00 |
1,812.50 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,900.25 |
1,884.75 |
1,833.00 |
|
R3 |
1,875.00 |
1,859.50 |
1,826.00 |
|
R2 |
1,849.75 |
1,849.75 |
1,823.75 |
|
R1 |
1,834.25 |
1,834.25 |
1,821.25 |
1,829.50 |
PP |
1,824.50 |
1,824.50 |
1,824.50 |
1,822.00 |
S1 |
1,809.00 |
1,809.00 |
1,816.75 |
1,804.00 |
S2 |
1,799.25 |
1,799.25 |
1,814.25 |
|
S3 |
1,774.00 |
1,783.75 |
1,812.00 |
|
S4 |
1,748.75 |
1,758.50 |
1,805.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,839.75 |
1,814.50 |
25.25 |
1.4% |
10.50 |
0.6% |
18% |
False |
True |
3,050 |
10 |
1,839.75 |
1,788.00 |
51.75 |
2.8% |
10.25 |
0.6% |
60% |
False |
False |
2,006 |
20 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
14.00 |
0.8% |
78% |
False |
False |
1,141 |
40 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
13.50 |
0.7% |
82% |
False |
False |
627 |
60 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
12.75 |
0.7% |
90% |
False |
False |
439 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
11.75 |
0.6% |
90% |
False |
False |
342 |
100 |
1,839.75 |
1,608.25 |
231.50 |
12.7% |
10.25 |
0.6% |
91% |
False |
False |
274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,876.25 |
2.618 |
1,857.00 |
1.618 |
1,845.25 |
1.000 |
1,838.00 |
0.618 |
1,833.50 |
HIGH |
1,826.25 |
0.618 |
1,821.75 |
0.500 |
1,820.50 |
0.382 |
1,819.00 |
LOW |
1,814.50 |
0.618 |
1,807.25 |
1.000 |
1,802.75 |
1.618 |
1,795.50 |
2.618 |
1,783.75 |
4.250 |
1,764.50 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,820.50 |
1,827.00 |
PP |
1,820.00 |
1,824.50 |
S1 |
1,819.50 |
1,821.75 |
|