Trading Metrics calculated at close of trading on 07-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
5,332.0 |
5,297.0 |
-35.0 |
-0.7% |
5,373.0 |
High |
5,349.0 |
5,331.0 |
-18.0 |
-0.3% |
5,469.0 |
Low |
5,292.0 |
5,271.0 |
-21.0 |
-0.4% |
5,350.0 |
Close |
5,312.0 |
5,315.0 |
3.0 |
0.1% |
5,403.0 |
Range |
57.0 |
60.0 |
3.0 |
5.3% |
119.0 |
ATR |
72.9 |
72.0 |
-0.9 |
-1.3% |
0.0 |
Volume |
33,432 |
22,129 |
-11,303 |
-33.8% |
54,970 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,485.7 |
5,460.3 |
5,348.0 |
|
R3 |
5,425.7 |
5,400.3 |
5,331.5 |
|
R2 |
5,365.7 |
5,365.7 |
5,326.0 |
|
R1 |
5,340.3 |
5,340.3 |
5,320.5 |
5,353.0 |
PP |
5,305.7 |
5,305.7 |
5,305.7 |
5,312.0 |
S1 |
5,280.3 |
5,280.3 |
5,309.5 |
5,293.0 |
S2 |
5,245.7 |
5,245.7 |
5,304.0 |
|
S3 |
5,185.7 |
5,220.3 |
5,298.5 |
|
S4 |
5,125.7 |
5,160.3 |
5,282.0 |
|
|
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 |
5,431.0 |
5,271.0 |
160.0 |
3.0% |
57.0 |
1.1% |
28% |
False |
True |
19,561 |
10 |
5,469.0 |
5,271.0 |
198.0 |
3.7% |
70.5 |
1.3% |
22% |
False |
True |
18,667 |
20 |
5,469.0 |
5,081.0 |
388.0 |
7.3% |
69.1 |
1.3% |
60% |
False |
False |
27,031 |
40 |
5,502.0 |
5,081.0 |
421.0 |
7.9% |
45.1 |
0.8% |
56% |
False |
False |
13,543 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
30.9 |
0.6% |
54% |
False |
False |
9,048 |
80 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
23.4 |
0.4% |
54% |
False |
False |
6,790 |
100 |
5,611.0 |
5,081.0 |
530.0 |
10.0% |
18.7 |
0.4% |
44% |
False |
False |
5,432 |
120 |
5,611.0 |
5,081.0 |
530.0 |
10.0% |
15.6 |
0.3% |
44% |
False |
False |
4,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,586.0 |
2.618 |
5,488.1 |
1.618 |
5,428.1 |
1.000 |
5,391.0 |
0.618 |
5,368.1 |
HIGH |
5,331.0 |
0.618 |
5,308.1 |
0.500 |
5,301.0 |
0.382 |
5,293.9 |
LOW |
5,271.0 |
0.618 |
5,233.9 |
1.000 |
5,211.0 |
1.618 |
5,173.9 |
2.618 |
5,113.9 |
4.250 |
5,016.0 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,310.3 |
5,351.0 |
PP |
5,305.7 |
5,339.0 |
S1 |
5,301.0 |
5,327.0 |
|