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 |
1,206.0 |
1,224.2 |
18.2 |
1.5% |
1,217.0 |
High |
1,231.7 |
1,240.6 |
8.9 |
0.7% |
1,240.6 |
Low |
1,206.0 |
1,224.2 |
18.2 |
1.5% |
1,186.7 |
Close |
1,226.5 |
1,240.0 |
13.5 |
1.1% |
1,240.0 |
Range |
25.7 |
16.4 |
-9.3 |
-36.2% |
53.9 |
ATR |
20.6 |
20.3 |
-0.3 |
-1.5% |
0.0 |
Volume |
1,026 |
2,399 |
1,373 |
133.8% |
4,234 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.1 |
1,278.5 |
1,249.0 |
|
R3 |
1,267.7 |
1,262.1 |
1,244.5 |
|
R2 |
1,251.3 |
1,251.3 |
1,243.0 |
|
R1 |
1,245.7 |
1,245.7 |
1,241.5 |
1,248.5 |
PP |
1,234.9 |
1,234.9 |
1,234.9 |
1,236.4 |
S1 |
1,229.3 |
1,229.3 |
1,238.5 |
1,232.1 |
S2 |
1,218.5 |
1,218.5 |
1,237.0 |
|
S3 |
1,202.1 |
1,212.9 |
1,235.5 |
|
S4 |
1,185.7 |
1,196.5 |
1,231.0 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.1 |
1,366.0 |
1,269.6 |
|
R3 |
1,330.2 |
1,312.1 |
1,254.8 |
|
R2 |
1,276.3 |
1,276.3 |
1,249.9 |
|
R1 |
1,258.2 |
1,258.2 |
1,244.9 |
1,267.3 |
PP |
1,222.4 |
1,222.4 |
1,222.4 |
1,227.0 |
S1 |
1,204.3 |
1,204.3 |
1,235.1 |
1,213.4 |
S2 |
1,168.5 |
1,168.5 |
1,230.1 |
|
S3 |
1,114.6 |
1,150.4 |
1,225.2 |
|
S4 |
1,060.7 |
1,096.5 |
1,210.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,240.6 |
1,186.7 |
53.9 |
4.3% |
19.8 |
1.6% |
99% |
True |
False |
901 |
10 |
1,240.6 |
1,186.7 |
53.9 |
4.3% |
18.1 |
1.5% |
99% |
True |
False |
753 |
20 |
1,268.0 |
1,186.7 |
81.3 |
6.6% |
20.3 |
1.6% |
66% |
False |
False |
943 |
40 |
1,326.1 |
1,186.7 |
139.4 |
11.2% |
18.5 |
1.5% |
38% |
False |
False |
1,226 |
60 |
1,362.0 |
1,186.7 |
175.3 |
14.1% |
18.4 |
1.5% |
30% |
False |
False |
1,028 |
80 |
1,376.1 |
1,186.7 |
189.4 |
15.3% |
18.4 |
1.5% |
28% |
False |
False |
882 |
100 |
1,431.7 |
1,186.7 |
245.0 |
19.8% |
18.1 |
1.5% |
22% |
False |
False |
834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.3 |
2.618 |
1,283.5 |
1.618 |
1,267.1 |
1.000 |
1,257.0 |
0.618 |
1,250.7 |
HIGH |
1,240.6 |
0.618 |
1,234.3 |
0.500 |
1,232.4 |
0.382 |
1,230.5 |
LOW |
1,224.2 |
0.618 |
1,214.1 |
1.000 |
1,207.8 |
1.618 |
1,197.7 |
2.618 |
1,181.3 |
4.250 |
1,154.5 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,237.5 |
1,231.2 |
PP |
1,234.9 |
1,222.4 |
S1 |
1,232.4 |
1,213.7 |
|