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 |
1,204.9 |
1,220.2 |
15.3 |
1.3% |
1,195.0 |
High |
1,223.7 |
1,220.2 |
-3.5 |
-0.3% |
1,210.8 |
Low |
1,203.4 |
1,209.8 |
6.4 |
0.5% |
1,168.3 |
Close |
1,220.2 |
1,211.5 |
-8.7 |
-0.7% |
1,187.1 |
Range |
20.3 |
10.4 |
-9.9 |
-48.8% |
42.5 |
ATR |
22.2 |
21.3 |
-0.8 |
-3.8% |
0.0 |
Volume |
5,944 |
24,278 |
18,334 |
308.4% |
15,435 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.0 |
1,238.7 |
1,217.2 |
|
R3 |
1,234.6 |
1,228.3 |
1,214.4 |
|
R2 |
1,224.2 |
1,224.2 |
1,213.4 |
|
R1 |
1,217.9 |
1,217.9 |
1,212.5 |
1,215.9 |
PP |
1,213.8 |
1,213.8 |
1,213.8 |
1,212.8 |
S1 |
1,207.5 |
1,207.5 |
1,210.5 |
1,205.5 |
S2 |
1,203.4 |
1,203.4 |
1,209.6 |
|
S3 |
1,193.0 |
1,197.1 |
1,208.6 |
|
S4 |
1,182.6 |
1,186.7 |
1,205.8 |
|
|
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 |
4.6% |
21.9 |
1.8% |
78% |
False |
False |
8,958 |
10 |
1,223.7 |
1,168.3 |
55.4 |
4.6% |
19.8 |
1.6% |
78% |
False |
False |
5,962 |
20 |
1,239.4 |
1,168.3 |
71.1 |
5.9% |
21.3 |
1.8% |
61% |
False |
False |
5,165 |
40 |
1,239.4 |
1,143.4 |
96.0 |
7.9% |
21.8 |
1.8% |
71% |
False |
False |
5,012 |
60 |
1,255.2 |
1,132.1 |
123.1 |
10.2% |
19.4 |
1.6% |
65% |
False |
False |
3,949 |
80 |
1,255.2 |
1,132.1 |
123.1 |
10.2% |
17.7 |
1.5% |
65% |
False |
False |
3,280 |
100 |
1,315.9 |
1,132.1 |
183.8 |
15.2% |
16.0 |
1.3% |
43% |
False |
False |
2,880 |
120 |
1,321.1 |
1,132.1 |
189.0 |
15.6% |
14.4 |
1.2% |
42% |
False |
False |
2,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,264.4 |
2.618 |
1,247.4 |
1.618 |
1,237.0 |
1.000 |
1,230.6 |
0.618 |
1,226.6 |
HIGH |
1,220.2 |
0.618 |
1,216.2 |
0.500 |
1,215.0 |
0.382 |
1,213.8 |
LOW |
1,209.8 |
0.618 |
1,203.4 |
1.000 |
1,199.4 |
1.618 |
1,193.0 |
2.618 |
1,182.6 |
4.250 |
1,165.6 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,215.0 |
1,208.2 |
PP |
1,213.8 |
1,204.8 |
S1 |
1,212.7 |
1,201.5 |
|