Trading Metrics calculated at close of trading on 05-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
4,240.25 |
4,216.00 |
-24.25 |
-0.6% |
4,315.00 |
High |
4,272.75 |
4,220.75 |
-52.00 |
-1.2% |
4,320.75 |
Low |
4,201.00 |
4,145.00 |
-56.00 |
-1.3% |
4,201.00 |
Close |
4,214.25 |
4,161.75 |
-52.50 |
-1.2% |
4,214.25 |
Range |
71.75 |
75.75 |
4.00 |
5.6% |
119.75 |
ATR |
55.19 |
56.66 |
1.47 |
2.7% |
0.00 |
Volume |
229,555 |
313,771 |
84,216 |
36.7% |
588,983 |
|
Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,403.00 |
4,358.25 |
4,203.50 |
|
R3 |
4,327.25 |
4,282.50 |
4,182.50 |
|
R2 |
4,251.50 |
4,251.50 |
4,175.75 |
|
R1 |
4,206.75 |
4,206.75 |
4,168.75 |
4,191.25 |
PP |
4,175.75 |
4,175.75 |
4,175.75 |
4,168.00 |
S1 |
4,131.00 |
4,131.00 |
4,154.75 |
4,115.50 |
S2 |
4,100.00 |
4,100.00 |
4,147.75 |
|
S3 |
4,024.25 |
4,055.25 |
4,141.00 |
|
S4 |
3,948.50 |
3,979.50 |
4,120.00 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,604.50 |
4,529.25 |
4,280.00 |
|
R3 |
4,484.75 |
4,409.50 |
4,247.25 |
|
R2 |
4,365.00 |
4,365.00 |
4,236.25 |
|
R1 |
4,289.75 |
4,289.75 |
4,225.25 |
4,267.50 |
PP |
4,245.25 |
4,245.25 |
4,245.25 |
4,234.25 |
S1 |
4,170.00 |
4,170.00 |
4,203.25 |
4,147.75 |
S2 |
4,125.50 |
4,125.50 |
4,192.25 |
|
S3 |
4,005.75 |
4,050.25 |
4,181.25 |
|
S4 |
3,886.00 |
3,930.50 |
4,148.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,320.75 |
4,145.00 |
175.75 |
4.2% |
58.25 |
1.4% |
10% |
False |
True |
180,550 |
10 |
4,322.00 |
4,145.00 |
177.00 |
4.3% |
46.50 |
1.1% |
9% |
False |
True |
161,343 |
20 |
4,322.00 |
4,080.75 |
241.25 |
5.8% |
63.50 |
1.5% |
34% |
False |
False |
214,961 |
40 |
4,342.25 |
4,080.75 |
261.50 |
6.3% |
49.50 |
1.2% |
31% |
False |
False |
107,978 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
56.75 |
1.4% |
72% |
False |
False |
72,084 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
55.00 |
1.3% |
72% |
False |
False |
54,091 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
46.75 |
1.1% |
72% |
False |
False |
43,274 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.7% |
41.50 |
1.0% |
72% |
False |
False |
36,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,542.75 |
2.618 |
4,419.00 |
1.618 |
4,343.25 |
1.000 |
4,296.50 |
0.618 |
4,267.50 |
HIGH |
4,220.75 |
0.618 |
4,191.75 |
0.500 |
4,183.00 |
0.382 |
4,174.00 |
LOW |
4,145.00 |
0.618 |
4,098.25 |
1.000 |
4,069.25 |
1.618 |
4,022.50 |
2.618 |
3,946.75 |
4.250 |
3,823.00 |
|
|
Fisher Pivots for day following 05-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,183.00 |
4,225.00 |
PP |
4,175.75 |
4,204.00 |
S1 |
4,168.75 |
4,182.75 |
|