Trading Metrics calculated at close of trading on 06-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
5,368.0 |
5,332.0 |
-36.0 |
-0.7% |
5,373.0 |
High |
5,431.0 |
5,349.0 |
-82.0 |
-1.5% |
5,469.0 |
Low |
5,363.0 |
5,292.0 |
-71.0 |
-1.3% |
5,350.0 |
Close |
5,407.0 |
5,312.0 |
-95.0 |
-1.8% |
5,403.0 |
Range |
68.0 |
57.0 |
-11.0 |
-16.2% |
119.0 |
ATR |
69.6 |
72.9 |
3.2 |
4.7% |
0.0 |
Volume |
22,163 |
33,432 |
11,269 |
50.8% |
54,970 |
|
Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,488.7 |
5,457.3 |
5,343.4 |
|
R3 |
5,431.7 |
5,400.3 |
5,327.7 |
|
R2 |
5,374.7 |
5,374.7 |
5,322.5 |
|
R1 |
5,343.3 |
5,343.3 |
5,317.2 |
5,330.5 |
PP |
5,317.7 |
5,317.7 |
5,317.7 |
5,311.3 |
S1 |
5,286.3 |
5,286.3 |
5,306.8 |
5,273.5 |
S2 |
5,260.7 |
5,260.7 |
5,301.6 |
|
S3 |
5,203.7 |
5,229.3 |
5,296.3 |
|
S4 |
5,146.7 |
5,172.3 |
5,280.7 |
|
|
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 |
5,461.0 |
5,292.0 |
169.0 |
3.2% |
63.0 |
1.2% |
12% |
False |
True |
18,705 |
10 |
5,469.0 |
5,216.0 |
253.0 |
4.8% |
74.7 |
1.4% |
38% |
False |
False |
19,552 |
20 |
5,469.0 |
5,081.0 |
388.0 |
7.3% |
69.5 |
1.3% |
60% |
False |
False |
25,925 |
40 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
43.6 |
0.8% |
53% |
False |
False |
12,990 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
29.9 |
0.6% |
53% |
False |
False |
8,682 |
80 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
22.7 |
0.4% |
53% |
False |
False |
6,513 |
100 |
5,611.0 |
5,081.0 |
530.0 |
10.0% |
18.1 |
0.3% |
44% |
False |
False |
5,211 |
120 |
5,611.0 |
5,081.0 |
530.0 |
10.0% |
15.1 |
0.3% |
44% |
False |
False |
4,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,591.3 |
2.618 |
5,498.2 |
1.618 |
5,441.2 |
1.000 |
5,406.0 |
0.618 |
5,384.2 |
HIGH |
5,349.0 |
0.618 |
5,327.2 |
0.500 |
5,320.5 |
0.382 |
5,313.8 |
LOW |
5,292.0 |
0.618 |
5,256.8 |
1.000 |
5,235.0 |
1.618 |
5,199.8 |
2.618 |
5,142.8 |
4.250 |
5,049.8 |
|
|
Fisher Pivots for day following 06-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,320.5 |
5,361.5 |
PP |
5,317.7 |
5,345.0 |
S1 |
5,314.8 |
5,328.5 |
|