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 |
1,238.5 |
1,238.9 |
0.4 |
0.0% |
1,217.0 |
High |
1,247.2 |
1,245.5 |
-1.7 |
-0.1% |
1,240.6 |
Low |
1,220.2 |
1,225.9 |
5.7 |
0.5% |
1,186.7 |
Close |
1,239.3 |
1,230.8 |
-8.5 |
-0.7% |
1,240.0 |
Range |
27.0 |
19.6 |
-7.4 |
-27.4% |
53.9 |
ATR |
20.8 |
20.7 |
-0.1 |
-0.4% |
0.0 |
Volume |
3,248 |
1,880 |
-1,368 |
-42.1% |
4,234 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,292.9 |
1,281.4 |
1,241.6 |
|
R3 |
1,273.3 |
1,261.8 |
1,236.2 |
|
R2 |
1,253.7 |
1,253.7 |
1,234.4 |
|
R1 |
1,242.2 |
1,242.2 |
1,232.6 |
1,238.2 |
PP |
1,234.1 |
1,234.1 |
1,234.1 |
1,232.0 |
S1 |
1,222.6 |
1,222.6 |
1,229.0 |
1,218.6 |
S2 |
1,214.5 |
1,214.5 |
1,227.2 |
|
S3 |
1,194.9 |
1,203.0 |
1,225.4 |
|
S4 |
1,175.3 |
1,183.4 |
1,220.0 |
|
|
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 |
1,247.2 |
1,186.7 |
60.5 |
4.9% |
23.4 |
1.9% |
73% |
False |
False |
1,795 |
10 |
1,247.2 |
1,186.7 |
60.5 |
4.9% |
17.5 |
1.4% |
73% |
False |
False |
1,138 |
20 |
1,268.0 |
1,186.7 |
81.3 |
6.6% |
19.8 |
1.6% |
54% |
False |
False |
1,108 |
40 |
1,313.3 |
1,186.7 |
126.6 |
10.3% |
19.0 |
1.5% |
35% |
False |
False |
1,296 |
60 |
1,362.0 |
1,186.7 |
175.3 |
14.2% |
18.6 |
1.5% |
25% |
False |
False |
1,102 |
80 |
1,376.1 |
1,186.7 |
189.4 |
15.4% |
18.6 |
1.5% |
23% |
False |
False |
938 |
100 |
1,431.7 |
1,186.7 |
245.0 |
19.9% |
18.3 |
1.5% |
18% |
False |
False |
875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.8 |
2.618 |
1,296.8 |
1.618 |
1,277.2 |
1.000 |
1,265.1 |
0.618 |
1,257.6 |
HIGH |
1,245.5 |
0.618 |
1,238.0 |
0.500 |
1,235.7 |
0.382 |
1,233.4 |
LOW |
1,225.9 |
0.618 |
1,213.8 |
1.000 |
1,206.3 |
1.618 |
1,194.2 |
2.618 |
1,174.6 |
4.250 |
1,142.6 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,235.7 |
1,233.7 |
PP |
1,234.1 |
1,232.7 |
S1 |
1,232.4 |
1,231.8 |
|