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 |
1,818.00 |
1,814.00 |
-4.00 |
-0.2% |
1,829.50 |
High |
1,825.75 |
1,828.00 |
2.25 |
0.1% |
1,839.75 |
Low |
1,811.00 |
1,813.75 |
2.75 |
0.2% |
1,814.50 |
Close |
1,814.00 |
1,824.00 |
10.00 |
0.6% |
1,819.00 |
Range |
14.75 |
14.25 |
-0.50 |
-3.4% |
25.25 |
ATR |
13.49 |
13.54 |
0.05 |
0.4% |
0.00 |
Volume |
1,536 |
2,389 |
853 |
55.5% |
14,881 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.75 |
1,858.50 |
1,831.75 |
|
R3 |
1,850.50 |
1,844.25 |
1,828.00 |
|
R2 |
1,836.25 |
1,836.25 |
1,826.50 |
|
R1 |
1,830.00 |
1,830.00 |
1,825.25 |
1,833.00 |
PP |
1,822.00 |
1,822.00 |
1,822.00 |
1,823.50 |
S1 |
1,815.75 |
1,815.75 |
1,822.75 |
1,819.00 |
S2 |
1,807.75 |
1,807.75 |
1,821.50 |
|
S3 |
1,793.50 |
1,801.50 |
1,820.00 |
|
S4 |
1,779.25 |
1,787.25 |
1,816.25 |
|
|
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 |
1,811.00 |
28.75 |
1.6% |
14.25 |
0.8% |
45% |
False |
False |
3,637 |
10 |
1,839.75 |
1,810.00 |
29.75 |
1.6% |
10.50 |
0.6% |
47% |
False |
False |
2,245 |
20 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
14.25 |
0.8% |
83% |
False |
False |
1,331 |
40 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
13.25 |
0.7% |
86% |
False |
False |
723 |
60 |
1,839.75 |
1,670.25 |
169.50 |
9.3% |
12.50 |
0.7% |
91% |
False |
False |
501 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
12.00 |
0.7% |
92% |
False |
False |
391 |
100 |
1,839.75 |
1,608.25 |
231.50 |
12.7% |
10.50 |
0.6% |
93% |
False |
False |
314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,888.50 |
2.618 |
1,865.25 |
1.618 |
1,851.00 |
1.000 |
1,842.25 |
0.618 |
1,836.75 |
HIGH |
1,828.00 |
0.618 |
1,822.50 |
0.500 |
1,821.00 |
0.382 |
1,819.25 |
LOW |
1,813.75 |
0.618 |
1,805.00 |
1.000 |
1,799.50 |
1.618 |
1,790.75 |
2.618 |
1,776.50 |
4.250 |
1,753.25 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,823.00 |
1,822.50 |
PP |
1,822.00 |
1,821.00 |
S1 |
1,821.00 |
1,819.50 |
|