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 |
1,200.1 |
1,185.0 |
-15.1 |
-1.3% |
1,195.0 |
High |
1,203.5 |
1,195.2 |
-8.3 |
-0.7% |
1,210.8 |
Low |
1,180.6 |
1,168.3 |
-12.3 |
-1.0% |
1,168.3 |
Close |
1,184.9 |
1,187.1 |
2.2 |
0.2% |
1,187.1 |
Range |
22.9 |
26.9 |
4.0 |
17.5% |
42.5 |
ATR |
21.4 |
21.8 |
0.4 |
1.8% |
0.0 |
Volume |
5,455 |
3,704 |
-1,751 |
-32.1% |
15,435 |
|
Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.2 |
1,252.6 |
1,201.9 |
|
R3 |
1,237.3 |
1,225.7 |
1,194.5 |
|
R2 |
1,210.4 |
1,210.4 |
1,192.0 |
|
R1 |
1,198.8 |
1,198.8 |
1,189.6 |
1,204.6 |
PP |
1,183.5 |
1,183.5 |
1,183.5 |
1,186.5 |
S1 |
1,171.9 |
1,171.9 |
1,184.6 |
1,177.7 |
S2 |
1,156.6 |
1,156.6 |
1,182.2 |
|
S3 |
1,129.7 |
1,145.0 |
1,179.7 |
|
S4 |
1,102.8 |
1,118.1 |
1,172.3 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.2 |
1,294.2 |
1,210.5 |
|
R3 |
1,273.7 |
1,251.7 |
1,198.8 |
|
R2 |
1,231.2 |
1,231.2 |
1,194.9 |
|
R1 |
1,209.2 |
1,209.2 |
1,191.0 |
1,199.0 |
PP |
1,188.7 |
1,188.7 |
1,188.7 |
1,183.6 |
S1 |
1,166.7 |
1,166.7 |
1,183.2 |
1,156.5 |
S2 |
1,146.2 |
1,146.2 |
1,179.3 |
|
S3 |
1,103.7 |
1,124.2 |
1,175.4 |
|
S4 |
1,061.2 |
1,081.7 |
1,163.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,210.8 |
1,168.3 |
42.5 |
3.6% |
23.9 |
2.0% |
44% |
False |
True |
3,634 |
10 |
1,213.3 |
1,168.3 |
45.0 |
3.8% |
20.1 |
1.7% |
42% |
False |
True |
3,689 |
20 |
1,239.4 |
1,168.3 |
71.1 |
6.0% |
21.0 |
1.8% |
26% |
False |
True |
3,770 |
40 |
1,239.4 |
1,132.1 |
107.3 |
9.0% |
22.2 |
1.9% |
51% |
False |
False |
4,284 |
60 |
1,255.2 |
1,132.1 |
123.1 |
10.4% |
19.0 |
1.6% |
45% |
False |
False |
3,455 |
80 |
1,255.2 |
1,132.1 |
123.1 |
10.4% |
17.3 |
1.5% |
45% |
False |
False |
2,913 |
100 |
1,320.2 |
1,132.1 |
188.1 |
15.8% |
15.6 |
1.3% |
29% |
False |
False |
2,558 |
120 |
1,324.3 |
1,132.1 |
192.2 |
16.2% |
14.2 |
1.2% |
29% |
False |
False |
2,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,309.5 |
2.618 |
1,265.6 |
1.618 |
1,238.7 |
1.000 |
1,222.1 |
0.618 |
1,211.8 |
HIGH |
1,195.2 |
0.618 |
1,184.9 |
0.500 |
1,181.8 |
0.382 |
1,178.6 |
LOW |
1,168.3 |
0.618 |
1,151.7 |
1.000 |
1,141.4 |
1.618 |
1,124.8 |
2.618 |
1,097.9 |
4.250 |
1,054.0 |
|
|
Fisher Pivots for day following 02-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,185.3 |
1,189.6 |
PP |
1,183.5 |
1,188.7 |
S1 |
1,181.8 |
1,187.9 |
|