Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
9,658.0 |
9,815.5 |
157.5 |
1.6% |
9,726.5 |
High |
9,863.0 |
9,868.0 |
5.0 |
0.1% |
9,868.0 |
Low |
9,613.0 |
9,602.5 |
-10.5 |
-0.1% |
9,383.5 |
Close |
9,850.0 |
9,623.0 |
-227.0 |
-2.3% |
9,623.0 |
Range |
250.0 |
265.5 |
15.5 |
6.2% |
484.5 |
ATR |
214.0 |
217.7 |
3.7 |
1.7% |
0.0 |
Volume |
140,875 |
131,384 |
-9,491 |
-6.7% |
671,304 |
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,494.3 |
10,324.2 |
9,769.0 |
|
R3 |
10,228.8 |
10,058.7 |
9,696.0 |
|
R2 |
9,963.3 |
9,963.3 |
9,671.7 |
|
R1 |
9,793.2 |
9,793.2 |
9,647.3 |
9,745.5 |
PP |
9,697.8 |
9,697.8 |
9,697.8 |
9,674.0 |
S1 |
9,527.7 |
9,527.7 |
9,598.7 |
9,480.0 |
S2 |
9,432.3 |
9,432.3 |
9,574.3 |
|
S3 |
9,166.8 |
9,262.2 |
9,550.0 |
|
S4 |
8,901.3 |
8,996.7 |
9,477.0 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,078.3 |
10,835.2 |
9,889.5 |
|
R3 |
10,593.8 |
10,350.7 |
9,756.2 |
|
R2 |
10,109.3 |
10,109.3 |
9,711.8 |
|
R1 |
9,866.2 |
9,866.2 |
9,667.4 |
9,745.5 |
PP |
9,624.8 |
9,624.8 |
9,624.8 |
9,564.5 |
S1 |
9,381.7 |
9,381.7 |
9,578.6 |
9,261.0 |
S2 |
9,140.3 |
9,140.3 |
9,534.2 |
|
S3 |
8,655.8 |
8,897.2 |
9,489.8 |
|
S4 |
8,171.3 |
8,412.7 |
9,356.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,868.0 |
9,383.5 |
484.5 |
5.0% |
251.5 |
2.6% |
49% |
True |
False |
134,260 |
10 |
9,958.5 |
9,383.5 |
575.0 |
6.0% |
199.5 |
2.1% |
42% |
False |
False |
108,094 |
20 |
10,099.5 |
9,227.0 |
872.5 |
9.1% |
215.2 |
2.2% |
45% |
False |
False |
84,814 |
40 |
10,123.0 |
9,145.5 |
977.5 |
10.2% |
171.7 |
1.8% |
49% |
False |
False |
43,605 |
60 |
10,123.0 |
8,367.5 |
1,755.5 |
18.2% |
179.4 |
1.9% |
72% |
False |
False |
29,254 |
80 |
10,123.0 |
8,367.5 |
1,755.5 |
18.2% |
168.8 |
1.8% |
72% |
False |
False |
22,033 |
100 |
10,123.0 |
8,367.5 |
1,755.5 |
18.2% |
147.2 |
1.5% |
72% |
False |
False |
17,690 |
120 |
10,123.0 |
8,367.5 |
1,755.5 |
18.2% |
138.8 |
1.4% |
72% |
False |
False |
14,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,996.4 |
2.618 |
10,563.1 |
1.618 |
10,297.6 |
1.000 |
10,133.5 |
0.618 |
10,032.1 |
HIGH |
9,868.0 |
0.618 |
9,766.6 |
0.500 |
9,735.3 |
0.382 |
9,703.9 |
LOW |
9,602.5 |
0.618 |
9,438.4 |
1.000 |
9,337.0 |
1.618 |
9,172.9 |
2.618 |
8,907.4 |
4.250 |
8,474.1 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
9,735.3 |
9,665.5 |
PP |
9,697.8 |
9,651.3 |
S1 |
9,660.4 |
9,637.2 |
|