Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,824.75 |
1,826.75 |
2.00 |
0.1% |
1,818.00 |
High |
1,832.00 |
1,835.50 |
3.50 |
0.2% |
1,835.50 |
Low |
1,817.75 |
1,820.00 |
2.25 |
0.1% |
1,811.00 |
Close |
1,826.50 |
1,831.00 |
4.50 |
0.2% |
1,831.00 |
Range |
14.25 |
15.50 |
1.25 |
8.8% |
24.50 |
ATR |
13.33 |
13.48 |
0.16 |
1.2% |
0.00 |
Volume |
2,882 |
3,055 |
173 |
6.0% |
14,602 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,875.25 |
1,868.75 |
1,839.50 |
|
R3 |
1,859.75 |
1,853.25 |
1,835.25 |
|
R2 |
1,844.25 |
1,844.25 |
1,833.75 |
|
R1 |
1,837.75 |
1,837.75 |
1,832.50 |
1,841.00 |
PP |
1,828.75 |
1,828.75 |
1,828.75 |
1,830.50 |
S1 |
1,822.25 |
1,822.25 |
1,829.50 |
1,825.50 |
S2 |
1,813.25 |
1,813.25 |
1,828.25 |
|
S3 |
1,797.75 |
1,806.75 |
1,826.75 |
|
S4 |
1,782.25 |
1,791.25 |
1,822.50 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,899.25 |
1,889.75 |
1,844.50 |
|
R3 |
1,874.75 |
1,865.25 |
1,837.75 |
|
R2 |
1,850.25 |
1,850.25 |
1,835.50 |
|
R1 |
1,840.75 |
1,840.75 |
1,833.25 |
1,845.50 |
PP |
1,825.75 |
1,825.75 |
1,825.75 |
1,828.25 |
S1 |
1,816.25 |
1,816.25 |
1,828.75 |
1,821.00 |
S2 |
1,801.25 |
1,801.25 |
1,826.50 |
|
S3 |
1,776.75 |
1,791.75 |
1,824.25 |
|
S4 |
1,752.25 |
1,767.25 |
1,817.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,835.50 |
1,811.00 |
24.50 |
1.3% |
13.75 |
0.7% |
82% |
True |
False |
2,920 |
10 |
1,839.75 |
1,811.00 |
28.75 |
1.6% |
12.00 |
0.7% |
70% |
False |
False |
2,985 |
20 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
14.00 |
0.8% |
91% |
False |
False |
1,838 |
40 |
1,839.75 |
1,741.50 |
98.25 |
5.4% |
13.25 |
0.7% |
91% |
False |
False |
979 |
60 |
1,839.75 |
1,684.75 |
155.00 |
8.5% |
12.50 |
0.7% |
94% |
False |
False |
675 |
80 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
12.00 |
0.7% |
96% |
False |
False |
524 |
100 |
1,839.75 |
1,608.25 |
231.50 |
12.6% |
10.50 |
0.6% |
96% |
False |
False |
420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,901.50 |
2.618 |
1,876.00 |
1.618 |
1,860.50 |
1.000 |
1,851.00 |
0.618 |
1,845.00 |
HIGH |
1,835.50 |
0.618 |
1,829.50 |
0.500 |
1,827.75 |
0.382 |
1,826.00 |
LOW |
1,820.00 |
0.618 |
1,810.50 |
1.000 |
1,804.50 |
1.618 |
1,795.00 |
2.618 |
1,779.50 |
4.250 |
1,754.00 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,830.00 |
1,829.50 |
PP |
1,828.75 |
1,828.00 |
S1 |
1,827.75 |
1,826.50 |
|