Trading Metrics calculated at close of trading on 08-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,219.0 |
1,211.0 |
-8.0 |
-0.7% |
1,194.9 |
High |
1,219.4 |
1,216.8 |
-2.6 |
-0.2% |
1,210.9 |
Low |
1,209.1 |
1,204.2 |
-4.9 |
-0.4% |
1,167.3 |
Close |
1,210.7 |
1,208.5 |
-2.2 |
-0.2% |
1,186.2 |
Range |
10.3 |
12.6 |
2.3 |
22.3% |
43.6 |
ATR |
22.4 |
21.7 |
-0.7 |
-3.1% |
0.0 |
Volume |
117,085 |
122,494 |
5,409 |
4.6% |
418,826 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.6 |
1,240.7 |
1,215.4 |
|
R3 |
1,235.0 |
1,228.1 |
1,212.0 |
|
R2 |
1,222.4 |
1,222.4 |
1,210.8 |
|
R1 |
1,215.5 |
1,215.5 |
1,209.7 |
1,212.7 |
PP |
1,209.8 |
1,209.8 |
1,209.8 |
1,208.4 |
S1 |
1,202.9 |
1,202.9 |
1,207.3 |
1,200.1 |
S2 |
1,197.2 |
1,197.2 |
1,206.2 |
|
S3 |
1,184.6 |
1,190.3 |
1,205.0 |
|
S4 |
1,172.0 |
1,177.7 |
1,201.6 |
|
|
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% |
20.4 |
1.7% |
74% |
False |
False |
139,945 |
10 |
1,223.3 |
1,167.3 |
56.0 |
4.6% |
20.8 |
1.7% |
74% |
False |
False |
110,868 |
20 |
1,238.9 |
1,167.3 |
71.6 |
5.9% |
21.0 |
1.7% |
58% |
False |
False |
125,930 |
40 |
1,238.9 |
1,141.7 |
97.2 |
8.0% |
22.7 |
1.9% |
69% |
False |
False |
116,457 |
60 |
1,256.2 |
1,132.0 |
124.2 |
10.3% |
20.8 |
1.7% |
62% |
False |
False |
80,727 |
80 |
1,256.2 |
1,132.0 |
124.2 |
10.3% |
19.1 |
1.6% |
62% |
False |
False |
61,079 |
100 |
1,305.5 |
1,132.0 |
173.5 |
14.4% |
17.7 |
1.5% |
44% |
False |
False |
49,234 |
120 |
1,323.0 |
1,132.0 |
191.0 |
15.8% |
16.6 |
1.4% |
40% |
False |
False |
41,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,270.4 |
2.618 |
1,249.8 |
1.618 |
1,237.2 |
1.000 |
1,229.4 |
0.618 |
1,224.6 |
HIGH |
1,216.8 |
0.618 |
1,212.0 |
0.500 |
1,210.5 |
0.382 |
1,209.0 |
LOW |
1,204.2 |
0.618 |
1,196.4 |
1.000 |
1,191.6 |
1.618 |
1,183.8 |
2.618 |
1,171.2 |
4.250 |
1,150.7 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,210.5 |
1,212.5 |
PP |
1,209.8 |
1,211.1 |
S1 |
1,209.2 |
1,209.8 |
|