Trading Metrics calculated at close of trading on 02-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
9,930.5 |
9,797.5 |
-133.0 |
-1.3% |
9,948.5 |
High |
9,932.5 |
9,891.0 |
-41.5 |
-0.4% |
9,958.5 |
Low |
9,774.5 |
9,692.5 |
-82.0 |
-0.8% |
9,692.5 |
Close |
9,843.5 |
9,768.5 |
-75.0 |
-0.8% |
9,768.5 |
Range |
158.0 |
198.5 |
40.5 |
25.6% |
266.0 |
ATR |
192.4 |
192.8 |
0.4 |
0.2% |
0.0 |
Volume |
78,835 |
142,919 |
64,084 |
81.3% |
271,515 |
|
Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,379.5 |
10,272.5 |
9,877.7 |
|
R3 |
10,181.0 |
10,074.0 |
9,823.1 |
|
R2 |
9,982.5 |
9,982.5 |
9,804.9 |
|
R1 |
9,875.5 |
9,875.5 |
9,786.7 |
9,829.8 |
PP |
9,784.0 |
9,784.0 |
9,784.0 |
9,761.1 |
S1 |
9,677.0 |
9,677.0 |
9,750.3 |
9,631.3 |
S2 |
9,585.5 |
9,585.5 |
9,732.1 |
|
S3 |
9,387.0 |
9,478.5 |
9,713.9 |
|
S4 |
9,188.5 |
9,280.0 |
9,659.3 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,604.5 |
10,452.5 |
9,914.8 |
|
R3 |
10,338.5 |
10,186.5 |
9,841.7 |
|
R2 |
10,072.5 |
10,072.5 |
9,817.3 |
|
R1 |
9,920.5 |
9,920.5 |
9,792.9 |
9,863.5 |
PP |
9,806.5 |
9,806.5 |
9,806.5 |
9,778.0 |
S1 |
9,654.5 |
9,654.5 |
9,744.1 |
9,597.5 |
S2 |
9,540.5 |
9,540.5 |
9,719.7 |
|
S3 |
9,274.5 |
9,388.5 |
9,695.4 |
|
S4 |
9,008.5 |
9,122.5 |
9,622.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,958.5 |
9,692.5 |
266.0 |
2.7% |
147.5 |
1.5% |
29% |
False |
True |
81,927 |
10 |
9,958.5 |
9,227.0 |
731.5 |
7.5% |
217.8 |
2.2% |
74% |
False |
False |
96,129 |
20 |
10,123.0 |
9,227.0 |
896.0 |
9.2% |
189.4 |
1.9% |
60% |
False |
False |
52,053 |
40 |
10,123.0 |
9,145.5 |
977.5 |
10.0% |
159.0 |
1.6% |
64% |
False |
False |
26,911 |
60 |
10,123.0 |
8,367.5 |
1,755.5 |
18.0% |
174.5 |
1.8% |
80% |
False |
False |
18,129 |
80 |
10,123.0 |
8,367.5 |
1,755.5 |
18.0% |
155.7 |
1.6% |
80% |
False |
False |
13,648 |
100 |
10,123.0 |
8,367.5 |
1,755.5 |
18.0% |
139.6 |
1.4% |
80% |
False |
False |
10,980 |
120 |
10,123.0 |
8,367.5 |
1,755.5 |
18.0% |
130.4 |
1.3% |
80% |
False |
False |
9,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,734.6 |
2.618 |
10,410.7 |
1.618 |
10,212.2 |
1.000 |
10,089.5 |
0.618 |
10,013.7 |
HIGH |
9,891.0 |
0.618 |
9,815.2 |
0.500 |
9,791.8 |
0.382 |
9,768.3 |
LOW |
9,692.5 |
0.618 |
9,569.8 |
1.000 |
9,494.0 |
1.618 |
9,371.3 |
2.618 |
9,172.8 |
4.250 |
8,848.9 |
|
|
Fisher Pivots for day following 02-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
9,791.8 |
9,825.5 |
PP |
9,784.0 |
9,806.5 |
S1 |
9,776.3 |
9,787.5 |
|