Trading Metrics calculated at close of trading on 09-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,823.75 |
1,824.75 |
1.00 |
0.1% |
1,829.50 |
High |
1,828.25 |
1,832.00 |
3.75 |
0.2% |
1,839.75 |
Low |
1,818.75 |
1,817.75 |
-1.00 |
-0.1% |
1,814.50 |
Close |
1,826.00 |
1,826.50 |
0.50 |
0.0% |
1,819.00 |
Range |
9.50 |
14.25 |
4.75 |
50.0% |
25.25 |
ATR |
13.25 |
13.33 |
0.07 |
0.5% |
0.00 |
Volume |
4,740 |
2,882 |
-1,858 |
-39.2% |
14,881 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,868.25 |
1,861.50 |
1,834.25 |
|
R3 |
1,854.00 |
1,847.25 |
1,830.50 |
|
R2 |
1,839.75 |
1,839.75 |
1,829.00 |
|
R1 |
1,833.00 |
1,833.00 |
1,827.75 |
1,836.50 |
PP |
1,825.50 |
1,825.50 |
1,825.50 |
1,827.00 |
S1 |
1,818.75 |
1,818.75 |
1,825.25 |
1,822.00 |
S2 |
1,811.25 |
1,811.25 |
1,824.00 |
|
S3 |
1,797.00 |
1,804.50 |
1,822.50 |
|
S4 |
1,782.75 |
1,790.25 |
1,818.75 |
|
|
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 |
1,832.00 |
1,811.00 |
21.00 |
1.1% |
13.00 |
0.7% |
74% |
True |
False |
4,155 |
10 |
1,839.75 |
1,811.00 |
28.75 |
1.6% |
11.25 |
0.6% |
54% |
False |
False |
2,711 |
20 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
14.50 |
0.8% |
86% |
False |
False |
1,691 |
40 |
1,839.75 |
1,741.50 |
98.25 |
5.4% |
13.00 |
0.7% |
87% |
False |
False |
903 |
60 |
1,839.75 |
1,678.50 |
161.25 |
8.8% |
12.50 |
0.7% |
92% |
False |
False |
624 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
12.00 |
0.7% |
94% |
False |
False |
486 |
100 |
1,839.75 |
1,608.25 |
231.50 |
12.7% |
10.50 |
0.6% |
94% |
False |
False |
390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,892.50 |
2.618 |
1,869.25 |
1.618 |
1,855.00 |
1.000 |
1,846.25 |
0.618 |
1,840.75 |
HIGH |
1,832.00 |
0.618 |
1,826.50 |
0.500 |
1,825.00 |
0.382 |
1,823.25 |
LOW |
1,817.75 |
0.618 |
1,809.00 |
1.000 |
1,803.50 |
1.618 |
1,794.75 |
2.618 |
1,780.50 |
4.250 |
1,757.25 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,826.00 |
1,825.25 |
PP |
1,825.50 |
1,824.00 |
S1 |
1,825.00 |
1,823.00 |
|