Trading Metrics calculated at close of trading on 08-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
5,297.0 |
5,335.0 |
38.0 |
0.7% |
5,373.0 |
High |
5,331.0 |
5,357.0 |
26.0 |
0.5% |
5,469.0 |
Low |
5,271.0 |
5,312.0 |
41.0 |
0.8% |
5,350.0 |
Close |
5,315.0 |
5,337.0 |
22.0 |
0.4% |
5,403.0 |
Range |
60.0 |
45.0 |
-15.0 |
-25.0% |
119.0 |
ATR |
72.0 |
70.0 |
-1.9 |
-2.7% |
0.0 |
Volume |
22,129 |
23,849 |
1,720 |
7.8% |
54,970 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,470.3 |
5,448.7 |
5,361.8 |
|
R3 |
5,425.3 |
5,403.7 |
5,349.4 |
|
R2 |
5,380.3 |
5,380.3 |
5,345.3 |
|
R1 |
5,358.7 |
5,358.7 |
5,341.1 |
5,369.5 |
PP |
5,335.3 |
5,335.3 |
5,335.3 |
5,340.8 |
S1 |
5,313.7 |
5,313.7 |
5,332.9 |
5,324.5 |
S2 |
5,290.3 |
5,290.3 |
5,328.8 |
|
S3 |
5,245.3 |
5,268.7 |
5,324.6 |
|
S4 |
5,200.3 |
5,223.7 |
5,312.3 |
|
|
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% |
57.6 |
1.1% |
41% |
False |
False |
22,650 |
10 |
5,469.0 |
5,271.0 |
198.0 |
3.7% |
64.2 |
1.2% |
33% |
False |
False |
18,103 |
20 |
5,469.0 |
5,081.0 |
388.0 |
7.3% |
68.3 |
1.3% |
66% |
False |
False |
28,211 |
40 |
5,491.0 |
5,081.0 |
410.0 |
7.7% |
46.2 |
0.9% |
62% |
False |
False |
14,140 |
60 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
31.6 |
0.6% |
59% |
False |
False |
9,444 |
80 |
5,513.0 |
5,081.0 |
432.0 |
8.1% |
24.0 |
0.4% |
59% |
False |
False |
7,088 |
100 |
5,611.0 |
5,081.0 |
530.0 |
9.9% |
19.2 |
0.4% |
48% |
False |
False |
5,670 |
120 |
5,611.0 |
5,081.0 |
530.0 |
9.9% |
16.0 |
0.3% |
48% |
False |
False |
4,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,548.3 |
2.618 |
5,474.8 |
1.618 |
5,429.8 |
1.000 |
5,402.0 |
0.618 |
5,384.8 |
HIGH |
5,357.0 |
0.618 |
5,339.8 |
0.500 |
5,334.5 |
0.382 |
5,329.2 |
LOW |
5,312.0 |
0.618 |
5,284.2 |
1.000 |
5,267.0 |
1.618 |
5,239.2 |
2.618 |
5,194.2 |
4.250 |
5,120.8 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
5,336.2 |
5,329.3 |
PP |
5,335.3 |
5,321.7 |
S1 |
5,334.5 |
5,314.0 |
|