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 |
1,220.2 |
1,212.2 |
-8.0 |
-0.7% |
1,195.0 |
High |
1,220.2 |
1,217.1 |
-3.1 |
-0.3% |
1,210.8 |
Low |
1,209.8 |
1,205.5 |
-4.3 |
-0.4% |
1,168.3 |
Close |
1,211.5 |
1,209.3 |
-2.2 |
-0.2% |
1,187.1 |
Range |
10.4 |
11.6 |
1.2 |
11.5% |
42.5 |
ATR |
21.3 |
20.6 |
-0.7 |
-3.3% |
0.0 |
Volume |
24,278 |
8,241 |
-16,037 |
-66.1% |
15,435 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.4 |
1,239.0 |
1,215.7 |
|
R3 |
1,233.8 |
1,227.4 |
1,212.5 |
|
R2 |
1,222.2 |
1,222.2 |
1,211.4 |
|
R1 |
1,215.8 |
1,215.8 |
1,210.4 |
1,213.2 |
PP |
1,210.6 |
1,210.6 |
1,210.6 |
1,209.4 |
S1 |
1,204.2 |
1,204.2 |
1,208.2 |
1,201.6 |
S2 |
1,199.0 |
1,199.0 |
1,207.2 |
|
S3 |
1,187.4 |
1,192.6 |
1,206.1 |
|
S4 |
1,175.8 |
1,181.0 |
1,202.9 |
|
|
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% |
19.6 |
1.6% |
74% |
False |
False |
9,516 |
10 |
1,223.7 |
1,168.3 |
55.4 |
4.6% |
19.8 |
1.6% |
74% |
False |
False |
6,392 |
20 |
1,239.0 |
1,168.3 |
70.7 |
5.8% |
20.0 |
1.7% |
58% |
False |
False |
5,344 |
40 |
1,239.4 |
1,143.4 |
96.0 |
7.9% |
21.4 |
1.8% |
69% |
False |
False |
5,107 |
60 |
1,255.2 |
1,132.1 |
123.1 |
10.2% |
19.4 |
1.6% |
63% |
False |
False |
4,058 |
80 |
1,255.2 |
1,132.1 |
123.1 |
10.2% |
17.7 |
1.5% |
63% |
False |
False |
3,371 |
100 |
1,305.6 |
1,132.1 |
173.5 |
14.3% |
15.9 |
1.3% |
44% |
False |
False |
2,956 |
120 |
1,321.1 |
1,132.1 |
189.0 |
15.6% |
14.5 |
1.2% |
41% |
False |
False |
2,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,266.4 |
2.618 |
1,247.5 |
1.618 |
1,235.9 |
1.000 |
1,228.7 |
0.618 |
1,224.3 |
HIGH |
1,217.1 |
0.618 |
1,212.7 |
0.500 |
1,211.3 |
0.382 |
1,209.9 |
LOW |
1,205.5 |
0.618 |
1,198.3 |
1.000 |
1,193.9 |
1.618 |
1,186.7 |
2.618 |
1,175.1 |
4.250 |
1,156.2 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,211.3 |
1,213.6 |
PP |
1,210.6 |
1,212.1 |
S1 |
1,210.0 |
1,210.7 |
|