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 |
4,105.50 |
4,152.25 |
46.75 |
1.1% |
4,315.00 |
High |
4,163.25 |
4,242.75 |
79.50 |
1.9% |
4,320.75 |
Low |
4,102.75 |
4,152.25 |
49.50 |
1.2% |
4,201.00 |
Close |
4,151.50 |
4,232.25 |
80.75 |
1.9% |
4,214.25 |
Range |
60.50 |
90.50 |
30.00 |
49.6% |
119.75 |
ATR |
59.21 |
61.50 |
2.29 |
3.9% |
0.00 |
Volume |
328,184 |
272,056 |
-56,128 |
-17.1% |
588,983 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,480.50 |
4,447.00 |
4,282.00 |
|
R3 |
4,390.00 |
4,356.50 |
4,257.25 |
|
R2 |
4,299.50 |
4,299.50 |
4,248.75 |
|
R1 |
4,266.00 |
4,266.00 |
4,240.50 |
4,282.75 |
PP |
4,209.00 |
4,209.00 |
4,209.00 |
4,217.50 |
S1 |
4,175.50 |
4,175.50 |
4,224.00 |
4,192.25 |
S2 |
4,118.50 |
4,118.50 |
4,215.75 |
|
S3 |
4,028.00 |
4,085.00 |
4,207.25 |
|
S4 |
3,937.50 |
3,994.50 |
4,182.50 |
|
|
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 |
4,272.75 |
4,082.00 |
190.75 |
4.5% |
77.75 |
1.8% |
79% |
False |
False |
313,944 |
10 |
4,322.00 |
4,082.00 |
240.00 |
5.7% |
59.50 |
1.4% |
63% |
False |
False |
203,643 |
20 |
4,322.00 |
4,080.75 |
241.25 |
5.7% |
67.25 |
1.6% |
63% |
False |
False |
265,405 |
40 |
4,342.25 |
4,080.75 |
261.50 |
6.2% |
52.75 |
1.2% |
58% |
False |
False |
133,599 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
55.75 |
1.3% |
83% |
False |
False |
89,182 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
56.50 |
1.3% |
83% |
False |
False |
66,920 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
49.00 |
1.2% |
83% |
False |
False |
53,538 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.5% |
43.25 |
1.0% |
83% |
False |
False |
44,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,627.50 |
2.618 |
4,479.75 |
1.618 |
4,389.25 |
1.000 |
4,333.25 |
0.618 |
4,298.75 |
HIGH |
4,242.75 |
0.618 |
4,208.25 |
0.500 |
4,197.50 |
0.382 |
4,186.75 |
LOW |
4,152.25 |
0.618 |
4,096.25 |
1.000 |
4,061.75 |
1.618 |
4,005.75 |
2.618 |
3,915.25 |
4.250 |
3,767.50 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
4,220.75 |
4,209.00 |
PP |
4,209.00 |
4,185.75 |
S1 |
4,197.50 |
4,162.50 |
|