Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,211.0 |
1,208.9 |
-2.1 |
-0.2% |
1,187.8 |
High |
1,216.8 |
1,224.0 |
7.2 |
0.6% |
1,224.0 |
Low |
1,204.2 |
1,207.0 |
2.8 |
0.2% |
1,177.8 |
Close |
1,208.5 |
1,216.1 |
7.6 |
0.6% |
1,216.1 |
Range |
12.6 |
17.0 |
4.4 |
34.9% |
46.2 |
ATR |
21.7 |
21.4 |
-0.3 |
-1.6% |
0.0 |
Volume |
122,494 |
155,980 |
33,486 |
27.3% |
735,028 |
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.7 |
1,258.4 |
1,225.5 |
|
R3 |
1,249.7 |
1,241.4 |
1,220.8 |
|
R2 |
1,232.7 |
1,232.7 |
1,219.2 |
|
R1 |
1,224.4 |
1,224.4 |
1,217.7 |
1,228.6 |
PP |
1,215.7 |
1,215.7 |
1,215.7 |
1,217.8 |
S1 |
1,207.4 |
1,207.4 |
1,214.5 |
1,211.6 |
S2 |
1,198.7 |
1,198.7 |
1,213.0 |
|
S3 |
1,181.7 |
1,190.4 |
1,211.4 |
|
S4 |
1,164.7 |
1,173.4 |
1,206.8 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.6 |
1,326.5 |
1,241.5 |
|
R3 |
1,298.4 |
1,280.3 |
1,228.8 |
|
R2 |
1,252.2 |
1,252.2 |
1,224.6 |
|
R1 |
1,234.1 |
1,234.1 |
1,220.3 |
1,243.2 |
PP |
1,206.0 |
1,206.0 |
1,206.0 |
1,210.5 |
S1 |
1,187.9 |
1,187.9 |
1,211.9 |
1,197.0 |
S2 |
1,159.8 |
1,159.8 |
1,207.6 |
|
S3 |
1,113.6 |
1,141.7 |
1,203.4 |
|
S4 |
1,067.4 |
1,095.5 |
1,190.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,224.0 |
1,177.8 |
46.2 |
3.8% |
18.3 |
1.5% |
83% |
True |
False |
147,005 |
10 |
1,224.0 |
1,167.3 |
56.7 |
4.7% |
21.7 |
1.8% |
86% |
True |
False |
122,103 |
20 |
1,233.4 |
1,167.3 |
66.1 |
5.4% |
21.2 |
1.7% |
74% |
False |
False |
126,563 |
40 |
1,238.9 |
1,141.7 |
97.2 |
8.0% |
22.4 |
1.8% |
77% |
False |
False |
119,863 |
60 |
1,256.2 |
1,132.0 |
124.2 |
10.2% |
21.0 |
1.7% |
68% |
False |
False |
83,317 |
80 |
1,256.2 |
1,132.0 |
124.2 |
10.2% |
19.2 |
1.6% |
68% |
False |
False |
63,009 |
100 |
1,303.7 |
1,132.0 |
171.7 |
14.1% |
17.8 |
1.5% |
49% |
False |
False |
50,788 |
120 |
1,323.0 |
1,132.0 |
191.0 |
15.7% |
16.7 |
1.4% |
44% |
False |
False |
42,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.3 |
2.618 |
1,268.5 |
1.618 |
1,251.5 |
1.000 |
1,241.0 |
0.618 |
1,234.5 |
HIGH |
1,224.0 |
0.618 |
1,217.5 |
0.500 |
1,215.5 |
0.382 |
1,213.5 |
LOW |
1,207.0 |
0.618 |
1,196.5 |
1.000 |
1,190.0 |
1.618 |
1,179.5 |
2.618 |
1,162.5 |
4.250 |
1,134.8 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,215.9 |
1,215.4 |
PP |
1,215.7 |
1,214.8 |
S1 |
1,215.5 |
1,214.1 |
|