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 |
4,166.50 |
4,105.50 |
-61.00 |
-1.5% |
4,315.00 |
High |
4,172.50 |
4,163.25 |
-9.25 |
-0.2% |
4,320.75 |
Low |
4,082.00 |
4,102.75 |
20.75 |
0.5% |
4,201.00 |
Close |
4,102.25 |
4,151.50 |
49.25 |
1.2% |
4,214.25 |
Range |
90.50 |
60.50 |
-30.00 |
-33.1% |
119.75 |
ATR |
59.08 |
59.21 |
0.14 |
0.2% |
0.00 |
Volume |
426,154 |
328,184 |
-97,970 |
-23.0% |
588,983 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,320.75 |
4,296.50 |
4,184.75 |
|
R3 |
4,260.25 |
4,236.00 |
4,168.25 |
|
R2 |
4,199.75 |
4,199.75 |
4,162.50 |
|
R1 |
4,175.50 |
4,175.50 |
4,157.00 |
4,187.50 |
PP |
4,139.25 |
4,139.25 |
4,139.25 |
4,145.25 |
S1 |
4,115.00 |
4,115.00 |
4,146.00 |
4,127.00 |
S2 |
4,078.75 |
4,078.75 |
4,140.50 |
|
S3 |
4,018.25 |
4,054.50 |
4,134.75 |
|
S4 |
3,957.75 |
3,994.00 |
4,118.25 |
|
|
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 |
4,305.00 |
4,082.00 |
223.00 |
5.4% |
75.00 |
1.8% |
31% |
False |
False |
288,915 |
10 |
4,322.00 |
4,082.00 |
240.00 |
5.8% |
54.25 |
1.3% |
29% |
False |
False |
191,278 |
20 |
4,322.00 |
4,080.75 |
241.25 |
5.8% |
66.75 |
1.6% |
29% |
False |
False |
252,382 |
40 |
4,342.25 |
4,080.75 |
261.50 |
6.3% |
51.25 |
1.2% |
27% |
False |
False |
126,806 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
55.75 |
1.3% |
71% |
False |
False |
84,651 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
56.25 |
1.4% |
71% |
False |
False |
63,520 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
48.25 |
1.2% |
71% |
False |
False |
50,818 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.8% |
42.50 |
1.0% |
71% |
False |
False |
42,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,420.50 |
2.618 |
4,321.75 |
1.618 |
4,261.25 |
1.000 |
4,223.75 |
0.618 |
4,200.75 |
HIGH |
4,163.25 |
0.618 |
4,140.25 |
0.500 |
4,133.00 |
0.382 |
4,125.75 |
LOW |
4,102.75 |
0.618 |
4,065.25 |
1.000 |
4,042.25 |
1.618 |
4,004.75 |
2.618 |
3,944.25 |
4.250 |
3,845.50 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,145.25 |
4,151.50 |
PP |
4,139.25 |
4,151.50 |
S1 |
4,133.00 |
4,151.50 |
|