Trading Metrics calculated at close of trading on 02-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
5,395.0 |
5,383.0 |
-12.0 |
-0.2% |
5,373.0 |
High |
5,404.0 |
5,408.0 |
4.0 |
0.1% |
5,469.0 |
Low |
5,362.0 |
5,350.0 |
-12.0 |
-0.2% |
5,350.0 |
Close |
5,383.0 |
5,403.0 |
20.0 |
0.4% |
5,403.0 |
Range |
42.0 |
58.0 |
16.0 |
38.1% |
119.0 |
ATR |
70.7 |
69.8 |
-0.9 |
-1.3% |
0.0 |
Volume |
8,404 |
11,680 |
3,276 |
39.0% |
54,970 |
|
Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,561.0 |
5,540.0 |
5,434.9 |
|
R3 |
5,503.0 |
5,482.0 |
5,419.0 |
|
R2 |
5,445.0 |
5,445.0 |
5,413.6 |
|
R1 |
5,424.0 |
5,424.0 |
5,408.3 |
5,434.5 |
PP |
5,387.0 |
5,387.0 |
5,387.0 |
5,392.3 |
S1 |
5,366.0 |
5,366.0 |
5,397.7 |
5,376.5 |
S2 |
5,329.0 |
5,329.0 |
5,392.4 |
|
S3 |
5,271.0 |
5,308.0 |
5,387.1 |
|
S4 |
5,213.0 |
5,250.0 |
5,371.1 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,764.3 |
5,702.7 |
5,468.5 |
|
R3 |
5,645.3 |
5,583.7 |
5,435.7 |
|
R2 |
5,526.3 |
5,526.3 |
5,424.8 |
|
R1 |
5,464.7 |
5,464.7 |
5,413.9 |
5,495.5 |
PP |
5,407.3 |
5,407.3 |
5,407.3 |
5,422.8 |
S1 |
5,345.7 |
5,345.7 |
5,392.1 |
5,376.5 |
S2 |
5,288.3 |
5,288.3 |
5,381.2 |
|
S3 |
5,169.3 |
5,226.7 |
5,370.3 |
|
S4 |
5,050.3 |
5,107.7 |
5,337.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,469.0 |
5,322.0 |
147.0 |
2.7% |
68.2 |
1.3% |
55% |
False |
False |
12,736 |
10 |
5,469.0 |
5,081.0 |
388.0 |
7.2% |
76.9 |
1.4% |
83% |
False |
False |
25,246 |
20 |
5,469.0 |
5,081.0 |
388.0 |
7.2% |
68.5 |
1.3% |
83% |
False |
False |
23,175 |
40 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
40.4 |
0.7% |
75% |
False |
False |
11,604 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
28.0 |
0.5% |
75% |
False |
False |
7,757 |
80 |
5,539.0 |
5,081.0 |
458.0 |
8.5% |
21.1 |
0.4% |
70% |
False |
False |
5,818 |
100 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
16.9 |
0.3% |
61% |
False |
False |
4,655 |
120 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
14.1 |
0.3% |
61% |
False |
False |
3,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,654.5 |
2.618 |
5,559.8 |
1.618 |
5,501.8 |
1.000 |
5,466.0 |
0.618 |
5,443.8 |
HIGH |
5,408.0 |
0.618 |
5,385.8 |
0.500 |
5,379.0 |
0.382 |
5,372.2 |
LOW |
5,350.0 |
0.618 |
5,314.2 |
1.000 |
5,292.0 |
1.618 |
5,256.2 |
2.618 |
5,198.2 |
4.250 |
5,103.5 |
|
|
Fisher Pivots for day following 02-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,395.0 |
5,405.5 |
PP |
5,387.0 |
5,404.7 |
S1 |
5,379.0 |
5,403.8 |
|