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 |
9,510.0 |
9,658.0 |
148.0 |
1.6% |
9,948.5 |
High |
9,611.5 |
9,863.0 |
251.5 |
2.6% |
9,958.5 |
Low |
9,463.0 |
9,613.0 |
150.0 |
1.6% |
9,692.5 |
Close |
9,502.5 |
9,850.0 |
347.5 |
3.7% |
9,768.5 |
Range |
148.5 |
250.0 |
101.5 |
68.4% |
266.0 |
ATR |
202.7 |
214.0 |
11.3 |
5.6% |
0.0 |
Volume |
132,833 |
140,875 |
8,042 |
6.1% |
271,515 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,525.3 |
10,437.7 |
9,987.5 |
|
R3 |
10,275.3 |
10,187.7 |
9,918.8 |
|
R2 |
10,025.3 |
10,025.3 |
9,895.8 |
|
R1 |
9,937.7 |
9,937.7 |
9,872.9 |
9,981.5 |
PP |
9,775.3 |
9,775.3 |
9,775.3 |
9,797.3 |
S1 |
9,687.7 |
9,687.7 |
9,827.1 |
9,731.5 |
S2 |
9,525.3 |
9,525.3 |
9,804.2 |
|
S3 |
9,275.3 |
9,437.7 |
9,781.3 |
|
S4 |
9,025.3 |
9,187.7 |
9,712.5 |
|
|
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 |
9,891.0 |
9,383.5 |
507.5 |
5.2% |
238.1 |
2.4% |
92% |
False |
False |
136,567 |
10 |
9,958.5 |
9,383.5 |
575.0 |
5.8% |
196.3 |
2.0% |
81% |
False |
False |
108,540 |
20 |
10,109.0 |
9,227.0 |
882.0 |
9.0% |
211.5 |
2.1% |
71% |
False |
False |
78,322 |
40 |
10,123.0 |
9,145.5 |
977.5 |
9.9% |
170.2 |
1.7% |
72% |
False |
False |
40,329 |
60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
178.4 |
1.8% |
84% |
False |
False |
27,084 |
80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
166.0 |
1.7% |
84% |
False |
False |
20,395 |
100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
147.0 |
1.5% |
84% |
False |
False |
16,376 |
120 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
136.8 |
1.4% |
84% |
False |
False |
13,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,925.5 |
2.618 |
10,517.5 |
1.618 |
10,267.5 |
1.000 |
10,113.0 |
0.618 |
10,017.5 |
HIGH |
9,863.0 |
0.618 |
9,767.5 |
0.500 |
9,738.0 |
0.382 |
9,708.5 |
LOW |
9,613.0 |
0.618 |
9,458.5 |
1.000 |
9,363.0 |
1.618 |
9,208.5 |
2.618 |
8,958.5 |
4.250 |
8,550.5 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
9,812.7 |
9,774.4 |
PP |
9,775.3 |
9,698.8 |
S1 |
9,738.0 |
9,623.3 |
|