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 |
1,187.9 |
1,204.9 |
17.0 |
1.4% |
1,195.0 |
High |
1,208.2 |
1,223.7 |
15.5 |
1.3% |
1,210.8 |
Low |
1,179.3 |
1,203.4 |
24.1 |
2.0% |
1,168.3 |
Close |
1,204.9 |
1,220.2 |
15.3 |
1.3% |
1,187.1 |
Range |
28.9 |
20.3 |
-8.6 |
-29.8% |
42.5 |
ATR |
22.3 |
22.2 |
-0.1 |
-0.6% |
0.0 |
Volume |
5,413 |
5,944 |
531 |
9.8% |
15,435 |
|
Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.7 |
1,268.7 |
1,231.4 |
|
R3 |
1,256.4 |
1,248.4 |
1,225.8 |
|
R2 |
1,236.1 |
1,236.1 |
1,223.9 |
|
R1 |
1,228.1 |
1,228.1 |
1,222.1 |
1,232.1 |
PP |
1,215.8 |
1,215.8 |
1,215.8 |
1,217.8 |
S1 |
1,207.8 |
1,207.8 |
1,218.3 |
1,211.8 |
S2 |
1,195.5 |
1,195.5 |
1,216.5 |
|
S3 |
1,175.2 |
1,187.5 |
1,214.6 |
|
S4 |
1,154.9 |
1,167.2 |
1,209.0 |
|
|
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 |
1,223.7 |
1,168.3 |
55.4 |
4.5% |
25.5 |
2.1% |
94% |
True |
False |
4,901 |
10 |
1,223.7 |
1,168.3 |
55.4 |
4.5% |
22.0 |
1.8% |
94% |
True |
False |
3,734 |
20 |
1,239.4 |
1,168.3 |
71.1 |
5.8% |
21.9 |
1.8% |
73% |
False |
False |
4,116 |
40 |
1,239.4 |
1,132.1 |
107.3 |
8.8% |
22.6 |
1.8% |
82% |
False |
False |
4,454 |
60 |
1,255.2 |
1,132.1 |
123.1 |
10.1% |
19.3 |
1.6% |
72% |
False |
False |
3,563 |
80 |
1,255.2 |
1,132.1 |
123.1 |
10.1% |
17.7 |
1.4% |
72% |
False |
False |
2,987 |
100 |
1,319.3 |
1,132.1 |
187.2 |
15.3% |
15.9 |
1.3% |
47% |
False |
False |
2,651 |
120 |
1,324.3 |
1,132.1 |
192.2 |
15.8% |
14.4 |
1.2% |
46% |
False |
False |
2,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.0 |
2.618 |
1,276.8 |
1.618 |
1,256.5 |
1.000 |
1,244.0 |
0.618 |
1,236.2 |
HIGH |
1,223.7 |
0.618 |
1,215.9 |
0.500 |
1,213.6 |
0.382 |
1,211.2 |
LOW |
1,203.4 |
0.618 |
1,190.9 |
1.000 |
1,183.1 |
1.618 |
1,170.6 |
2.618 |
1,150.3 |
4.250 |
1,117.1 |
|
|
Fisher Pivots for day following 06-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,218.0 |
1,212.1 |
PP |
1,215.8 |
1,204.1 |
S1 |
1,213.6 |
1,196.0 |
|