Trading Metrics calculated at close of trading on 06-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1,224.2 |
1,238.5 |
14.3 |
1.2% |
1,217.0 |
High |
1,240.6 |
1,247.2 |
6.6 |
0.5% |
1,240.6 |
Low |
1,224.2 |
1,220.2 |
-4.0 |
-0.3% |
1,186.7 |
Close |
1,240.0 |
1,239.3 |
-0.7 |
-0.1% |
1,240.0 |
Range |
16.4 |
27.0 |
10.6 |
64.6% |
53.9 |
ATR |
20.3 |
20.8 |
0.5 |
2.3% |
0.0 |
Volume |
2,399 |
3,248 |
849 |
35.4% |
4,234 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.6 |
1,304.9 |
1,254.2 |
|
R3 |
1,289.6 |
1,277.9 |
1,246.7 |
|
R2 |
1,262.6 |
1,262.6 |
1,244.3 |
|
R1 |
1,250.9 |
1,250.9 |
1,241.8 |
1,256.8 |
PP |
1,235.6 |
1,235.6 |
1,235.6 |
1,238.5 |
S1 |
1,223.9 |
1,223.9 |
1,236.8 |
1,229.8 |
S2 |
1,208.6 |
1,208.6 |
1,234.4 |
|
S3 |
1,181.6 |
1,196.9 |
1,231.9 |
|
S4 |
1,154.6 |
1,169.9 |
1,224.5 |
|
|
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 |
1,247.2 |
1,186.7 |
60.5 |
4.9% |
23.4 |
1.9% |
87% |
True |
False |
1,496 |
10 |
1,247.2 |
1,186.7 |
60.5 |
4.9% |
17.0 |
1.4% |
87% |
True |
False |
1,025 |
20 |
1,268.0 |
1,186.7 |
81.3 |
6.6% |
20.4 |
1.6% |
65% |
False |
False |
1,040 |
40 |
1,326.1 |
1,186.7 |
139.4 |
11.2% |
19.0 |
1.5% |
38% |
False |
False |
1,270 |
60 |
1,362.0 |
1,186.7 |
175.3 |
14.1% |
18.4 |
1.5% |
30% |
False |
False |
1,078 |
80 |
1,376.1 |
1,186.7 |
189.4 |
15.3% |
18.7 |
1.5% |
28% |
False |
False |
917 |
100 |
1,431.7 |
1,186.7 |
245.0 |
19.8% |
18.2 |
1.5% |
21% |
False |
False |
861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,362.0 |
2.618 |
1,317.9 |
1.618 |
1,290.9 |
1.000 |
1,274.2 |
0.618 |
1,263.9 |
HIGH |
1,247.2 |
0.618 |
1,236.9 |
0.500 |
1,233.7 |
0.382 |
1,230.5 |
LOW |
1,220.2 |
0.618 |
1,203.5 |
1.000 |
1,193.2 |
1.618 |
1,176.5 |
2.618 |
1,149.5 |
4.250 |
1,105.5 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,237.4 |
1,235.1 |
PP |
1,235.6 |
1,230.8 |
S1 |
1,233.7 |
1,226.6 |
|