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 |
5,383.0 |
5,368.0 |
-15.0 |
-0.3% |
5,373.0 |
High |
5,408.0 |
5,431.0 |
23.0 |
0.4% |
5,469.0 |
Low |
5,350.0 |
5,363.0 |
13.0 |
0.2% |
5,350.0 |
Close |
5,403.0 |
5,407.0 |
4.0 |
0.1% |
5,403.0 |
Range |
58.0 |
68.0 |
10.0 |
17.2% |
119.0 |
ATR |
69.8 |
69.6 |
-0.1 |
-0.2% |
0.0 |
Volume |
11,680 |
22,163 |
10,483 |
89.8% |
54,970 |
|
Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,604.3 |
5,573.7 |
5,444.4 |
|
R3 |
5,536.3 |
5,505.7 |
5,425.7 |
|
R2 |
5,468.3 |
5,468.3 |
5,419.5 |
|
R1 |
5,437.7 |
5,437.7 |
5,413.2 |
5,453.0 |
PP |
5,400.3 |
5,400.3 |
5,400.3 |
5,408.0 |
S1 |
5,369.7 |
5,369.7 |
5,400.8 |
5,385.0 |
S2 |
5,332.3 |
5,332.3 |
5,394.5 |
|
S3 |
5,264.3 |
5,301.7 |
5,388.3 |
|
S4 |
5,196.3 |
5,233.7 |
5,369.6 |
|
|
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 |
5,350.0 |
119.0 |
2.2% |
72.4 |
1.3% |
48% |
False |
False |
15,426 |
10 |
5,469.0 |
5,150.0 |
319.0 |
5.9% |
76.8 |
1.4% |
81% |
False |
False |
19,117 |
20 |
5,469.0 |
5,081.0 |
388.0 |
7.2% |
68.3 |
1.3% |
84% |
False |
False |
24,280 |
40 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
42.1 |
0.8% |
75% |
False |
False |
12,154 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
28.9 |
0.5% |
75% |
False |
False |
8,125 |
80 |
5,513.0 |
5,081.0 |
432.0 |
8.0% |
22.0 |
0.4% |
75% |
False |
False |
6,095 |
100 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
17.6 |
0.3% |
62% |
False |
False |
4,876 |
120 |
5,611.0 |
5,081.0 |
530.0 |
9.8% |
14.6 |
0.3% |
62% |
False |
False |
4,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,720.0 |
2.618 |
5,609.0 |
1.618 |
5,541.0 |
1.000 |
5,499.0 |
0.618 |
5,473.0 |
HIGH |
5,431.0 |
0.618 |
5,405.0 |
0.500 |
5,397.0 |
0.382 |
5,389.0 |
LOW |
5,363.0 |
0.618 |
5,321.0 |
1.000 |
5,295.0 |
1.618 |
5,253.0 |
2.618 |
5,185.0 |
4.250 |
5,074.0 |
|
|
Fisher Pivots for day following 05-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,403.7 |
5,401.5 |
PP |
5,400.3 |
5,396.0 |
S1 |
5,397.0 |
5,390.5 |
|