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 |
1,230.5 |
1,226.2 |
-4.3 |
-0.3% |
1,217.0 |
High |
1,230.5 |
1,231.2 |
0.7 |
0.1% |
1,240.6 |
Low |
1,219.8 |
1,225.0 |
5.2 |
0.4% |
1,186.7 |
Close |
1,226.7 |
1,230.5 |
3.8 |
0.3% |
1,240.0 |
Range |
10.7 |
6.2 |
-4.5 |
-42.1% |
53.9 |
ATR |
20.0 |
19.0 |
-1.0 |
-4.9% |
0.0 |
Volume |
2,620 |
2,706 |
86 |
3.3% |
4,234 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.5 |
1,245.2 |
1,233.9 |
|
R3 |
1,241.3 |
1,239.0 |
1,232.2 |
|
R2 |
1,235.1 |
1,235.1 |
1,231.6 |
|
R1 |
1,232.8 |
1,232.8 |
1,231.1 |
1,234.0 |
PP |
1,228.9 |
1,228.9 |
1,228.9 |
1,229.5 |
S1 |
1,226.6 |
1,226.6 |
1,229.9 |
1,227.8 |
S2 |
1,222.7 |
1,222.7 |
1,229.4 |
|
S3 |
1,216.5 |
1,220.4 |
1,228.8 |
|
S4 |
1,210.3 |
1,214.2 |
1,227.1 |
|
|
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 |
1,219.8 |
27.4 |
2.2% |
16.0 |
1.3% |
39% |
False |
False |
2,570 |
10 |
1,247.2 |
1,186.7 |
60.5 |
4.9% |
17.3 |
1.4% |
72% |
False |
False |
1,516 |
20 |
1,261.6 |
1,186.7 |
74.9 |
6.1% |
18.4 |
1.5% |
58% |
False |
False |
1,182 |
40 |
1,295.0 |
1,186.7 |
108.3 |
8.8% |
18.5 |
1.5% |
40% |
False |
False |
1,330 |
60 |
1,362.0 |
1,186.7 |
175.3 |
14.2% |
18.1 |
1.5% |
25% |
False |
False |
1,151 |
80 |
1,376.1 |
1,186.7 |
189.4 |
15.4% |
18.4 |
1.5% |
23% |
False |
False |
992 |
100 |
1,431.7 |
1,186.7 |
245.0 |
19.9% |
17.9 |
1.5% |
18% |
False |
False |
918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,257.6 |
2.618 |
1,247.4 |
1.618 |
1,241.2 |
1.000 |
1,237.4 |
0.618 |
1,235.0 |
HIGH |
1,231.2 |
0.618 |
1,228.8 |
0.500 |
1,228.1 |
0.382 |
1,227.4 |
LOW |
1,225.0 |
0.618 |
1,221.2 |
1.000 |
1,218.8 |
1.618 |
1,215.0 |
2.618 |
1,208.8 |
4.250 |
1,198.7 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1,229.7 |
1,232.7 |
PP |
1,228.9 |
1,231.9 |
S1 |
1,228.1 |
1,231.2 |
|