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 |
9,797.5 |
9,726.5 |
-71.0 |
-0.7% |
9,948.5 |
High |
9,891.0 |
9,796.0 |
-95.0 |
-1.0% |
9,958.5 |
Low |
9,692.5 |
9,450.5 |
-242.0 |
-2.5% |
9,692.5 |
Close |
9,768.5 |
9,477.5 |
-291.0 |
-3.0% |
9,768.5 |
Range |
198.5 |
345.5 |
147.0 |
74.1% |
266.0 |
ATR |
192.8 |
203.7 |
10.9 |
5.7% |
0.0 |
Volume |
142,919 |
149,371 |
6,452 |
4.5% |
271,515 |
|
Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,611.2 |
10,389.8 |
9,667.5 |
|
R3 |
10,265.7 |
10,044.3 |
9,572.5 |
|
R2 |
9,920.2 |
9,920.2 |
9,540.8 |
|
R1 |
9,698.8 |
9,698.8 |
9,509.2 |
9,636.8 |
PP |
9,574.7 |
9,574.7 |
9,574.7 |
9,543.6 |
S1 |
9,353.3 |
9,353.3 |
9,445.8 |
9,291.3 |
S2 |
9,229.2 |
9,229.2 |
9,414.2 |
|
S3 |
8,883.7 |
9,007.8 |
9,382.5 |
|
S4 |
8,538.2 |
8,662.3 |
9,287.5 |
|
|
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 |
9,450.5 |
508.0 |
5.4% |
190.6 |
2.0% |
5% |
False |
True |
99,343 |
10 |
9,958.5 |
9,227.0 |
731.5 |
7.7% |
214.3 |
2.3% |
34% |
False |
False |
99,343 |
20 |
10,123.0 |
9,227.0 |
896.0 |
9.5% |
202.5 |
2.1% |
28% |
False |
False |
59,397 |
40 |
10,123.0 |
9,145.5 |
977.5 |
10.3% |
165.1 |
1.7% |
34% |
False |
False |
30,634 |
60 |
10,123.0 |
8,367.5 |
1,755.5 |
18.5% |
177.0 |
1.9% |
63% |
False |
False |
20,614 |
80 |
10,123.0 |
8,367.5 |
1,755.5 |
18.5% |
159.8 |
1.7% |
63% |
False |
False |
15,515 |
100 |
10,123.0 |
8,367.5 |
1,755.5 |
18.5% |
142.5 |
1.5% |
63% |
False |
False |
12,474 |
120 |
10,123.0 |
8,367.5 |
1,755.5 |
18.5% |
132.7 |
1.4% |
63% |
False |
False |
10,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,264.4 |
2.618 |
10,700.5 |
1.618 |
10,355.0 |
1.000 |
10,141.5 |
0.618 |
10,009.5 |
HIGH |
9,796.0 |
0.618 |
9,664.0 |
0.500 |
9,623.3 |
0.382 |
9,582.5 |
LOW |
9,450.5 |
0.618 |
9,237.0 |
1.000 |
9,105.0 |
1.618 |
8,891.5 |
2.618 |
8,546.0 |
4.250 |
7,982.1 |
|
|
Fisher Pivots for day following 05-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
9,623.3 |
9,691.5 |
PP |
9,574.7 |
9,620.2 |
S1 |
9,526.1 |
9,548.8 |
|