Trading Metrics calculated at close of trading on 07-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,204.0 |
1,219.0 |
15.0 |
1.2% |
1,194.9 |
High |
1,223.3 |
1,219.4 |
-3.9 |
-0.3% |
1,210.9 |
Low |
1,201.6 |
1,209.1 |
7.5 |
0.6% |
1,167.3 |
Close |
1,219.4 |
1,210.7 |
-8.7 |
-0.7% |
1,186.2 |
Range |
21.7 |
10.3 |
-11.4 |
-52.5% |
43.6 |
ATR |
23.4 |
22.4 |
-0.9 |
-4.0% |
0.0 |
Volume |
190,357 |
117,085 |
-73,272 |
-38.5% |
418,826 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,244.0 |
1,237.6 |
1,216.4 |
|
R3 |
1,233.7 |
1,227.3 |
1,213.5 |
|
R2 |
1,223.4 |
1,223.4 |
1,212.6 |
|
R1 |
1,217.0 |
1,217.0 |
1,211.6 |
1,215.1 |
PP |
1,213.1 |
1,213.1 |
1,213.1 |
1,212.1 |
S1 |
1,206.7 |
1,206.7 |
1,209.8 |
1,204.8 |
S2 |
1,202.8 |
1,202.8 |
1,208.8 |
|
S3 |
1,192.5 |
1,196.4 |
1,207.9 |
|
S4 |
1,182.2 |
1,186.1 |
1,205.0 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.9 |
1,296.2 |
1,210.2 |
|
R3 |
1,275.3 |
1,252.6 |
1,198.2 |
|
R2 |
1,231.7 |
1,231.7 |
1,194.2 |
|
R1 |
1,209.0 |
1,209.0 |
1,190.2 |
1,198.6 |
PP |
1,188.1 |
1,188.1 |
1,188.1 |
1,182.9 |
S1 |
1,165.4 |
1,165.4 |
1,182.2 |
1,155.0 |
S2 |
1,144.5 |
1,144.5 |
1,178.2 |
|
S3 |
1,100.9 |
1,121.8 |
1,174.2 |
|
S4 |
1,057.3 |
1,078.2 |
1,162.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,223.3 |
1,167.3 |
56.0 |
4.6% |
22.7 |
1.9% |
78% |
False |
False |
129,549 |
10 |
1,223.3 |
1,167.3 |
56.0 |
4.6% |
20.8 |
1.7% |
78% |
False |
False |
109,172 |
20 |
1,238.9 |
1,167.3 |
71.6 |
5.9% |
22.4 |
1.8% |
61% |
False |
False |
131,868 |
40 |
1,238.9 |
1,141.7 |
97.2 |
8.0% |
23.1 |
1.9% |
71% |
False |
False |
113,982 |
60 |
1,256.2 |
1,132.0 |
124.2 |
10.3% |
20.8 |
1.7% |
63% |
False |
False |
78,732 |
80 |
1,256.2 |
1,132.0 |
124.2 |
10.3% |
19.1 |
1.6% |
63% |
False |
False |
59,574 |
100 |
1,315.9 |
1,132.0 |
183.9 |
15.2% |
17.7 |
1.5% |
43% |
False |
False |
48,016 |
120 |
1,323.0 |
1,132.0 |
191.0 |
15.8% |
16.6 |
1.4% |
41% |
False |
False |
40,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,263.2 |
2.618 |
1,246.4 |
1.618 |
1,236.1 |
1.000 |
1,229.7 |
0.618 |
1,225.8 |
HIGH |
1,219.4 |
0.618 |
1,215.5 |
0.500 |
1,214.3 |
0.382 |
1,213.0 |
LOW |
1,209.1 |
0.618 |
1,202.7 |
1.000 |
1,198.8 |
1.618 |
1,192.4 |
2.618 |
1,182.1 |
4.250 |
1,165.3 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,214.3 |
1,207.3 |
PP |
1,213.1 |
1,203.9 |
S1 |
1,211.9 |
1,200.6 |
|