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 |
9,475.0 |
9,510.0 |
35.0 |
0.4% |
9,948.5 |
High |
9,631.5 |
9,611.5 |
-20.0 |
-0.2% |
9,958.5 |
Low |
9,383.5 |
9,463.0 |
79.5 |
0.8% |
9,692.5 |
Close |
9,491.5 |
9,502.5 |
11.0 |
0.1% |
9,768.5 |
Range |
248.0 |
148.5 |
-99.5 |
-40.1% |
266.0 |
ATR |
206.9 |
202.7 |
-4.2 |
-2.0% |
0.0 |
Volume |
116,841 |
132,833 |
15,992 |
13.7% |
271,515 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,971.2 |
9,885.3 |
9,584.2 |
|
R3 |
9,822.7 |
9,736.8 |
9,543.3 |
|
R2 |
9,674.2 |
9,674.2 |
9,529.7 |
|
R1 |
9,588.3 |
9,588.3 |
9,516.1 |
9,557.0 |
PP |
9,525.7 |
9,525.7 |
9,525.7 |
9,510.0 |
S1 |
9,439.8 |
9,439.8 |
9,488.9 |
9,408.5 |
S2 |
9,377.2 |
9,377.2 |
9,475.3 |
|
S3 |
9,228.7 |
9,291.3 |
9,461.7 |
|
S4 |
9,080.2 |
9,142.8 |
9,420.8 |
|
|
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 |
9,932.5 |
9,383.5 |
549.0 |
5.8% |
219.7 |
2.3% |
22% |
False |
False |
124,159 |
10 |
9,958.5 |
9,383.5 |
575.0 |
6.1% |
193.6 |
2.0% |
21% |
False |
False |
108,038 |
20 |
10,123.0 |
9,227.0 |
896.0 |
9.4% |
212.7 |
2.2% |
31% |
False |
False |
71,444 |
40 |
10,123.0 |
9,145.5 |
977.5 |
10.3% |
168.5 |
1.8% |
37% |
False |
False |
36,821 |
60 |
10,123.0 |
8,367.5 |
1,755.5 |
18.5% |
178.2 |
1.9% |
65% |
False |
False |
24,752 |
80 |
10,123.0 |
8,367.5 |
1,755.5 |
18.5% |
163.4 |
1.7% |
65% |
False |
False |
18,634 |
100 |
10,123.0 |
8,367.5 |
1,755.5 |
18.5% |
145.3 |
1.5% |
65% |
False |
False |
14,968 |
120 |
10,123.0 |
8,367.5 |
1,755.5 |
18.5% |
135.2 |
1.4% |
65% |
False |
False |
12,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,242.6 |
2.618 |
10,000.3 |
1.618 |
9,851.8 |
1.000 |
9,760.0 |
0.618 |
9,703.3 |
HIGH |
9,611.5 |
0.618 |
9,554.8 |
0.500 |
9,537.3 |
0.382 |
9,519.7 |
LOW |
9,463.0 |
0.618 |
9,371.2 |
1.000 |
9,314.5 |
1.618 |
9,222.7 |
2.618 |
9,074.2 |
4.250 |
8,831.9 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
9,537.3 |
9,589.8 |
PP |
9,525.7 |
9,560.7 |
S1 |
9,514.1 |
9,531.6 |
|