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 |
1,201.3 |
1,188.0 |
-13.3 |
-1.1% |
1,195.0 |
High |
1,203.8 |
1,195.0 |
-8.8 |
-0.7% |
1,211.4 |
Low |
1,183.3 |
1,169.0 |
-14.3 |
-1.2% |
1,169.0 |
Close |
1,185.4 |
1,187.6 |
2.2 |
0.2% |
1,187.6 |
Range |
20.5 |
26.0 |
5.5 |
26.8% |
42.4 |
ATR |
20.8 |
21.2 |
0.4 |
1.8% |
0.0 |
Volume |
5,506 |
1,348 |
-4,158 |
-75.5% |
9,745 |
|
Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.9 |
1,250.7 |
1,201.9 |
|
R3 |
1,235.9 |
1,224.7 |
1,194.8 |
|
R2 |
1,209.9 |
1,209.9 |
1,192.4 |
|
R1 |
1,198.7 |
1,198.7 |
1,190.0 |
1,191.3 |
PP |
1,183.9 |
1,183.9 |
1,183.9 |
1,180.2 |
S1 |
1,172.7 |
1,172.7 |
1,185.2 |
1,165.3 |
S2 |
1,157.9 |
1,157.9 |
1,182.8 |
|
S3 |
1,131.9 |
1,146.7 |
1,180.5 |
|
S4 |
1,105.9 |
1,120.7 |
1,173.3 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.5 |
1,294.5 |
1,210.9 |
|
R3 |
1,274.1 |
1,252.1 |
1,199.3 |
|
R2 |
1,231.7 |
1,231.7 |
1,195.4 |
|
R1 |
1,209.7 |
1,209.7 |
1,191.5 |
1,199.5 |
PP |
1,189.3 |
1,189.3 |
1,189.3 |
1,184.3 |
S1 |
1,167.3 |
1,167.3 |
1,183.7 |
1,157.1 |
S2 |
1,146.9 |
1,146.9 |
1,179.8 |
|
S3 |
1,104.5 |
1,124.9 |
1,175.9 |
|
S4 |
1,062.1 |
1,082.5 |
1,164.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,211.4 |
1,169.0 |
42.4 |
3.6% |
22.4 |
1.9% |
44% |
False |
True |
2,332 |
10 |
1,211.4 |
1,169.0 |
42.4 |
3.6% |
18.9 |
1.6% |
44% |
False |
True |
2,125 |
20 |
1,240.0 |
1,169.0 |
71.0 |
6.0% |
20.0 |
1.7% |
26% |
False |
True |
2,314 |
40 |
1,240.0 |
1,134.1 |
105.9 |
8.9% |
22.0 |
1.9% |
51% |
False |
False |
3,007 |
60 |
1,257.0 |
1,134.1 |
122.9 |
10.3% |
18.9 |
1.6% |
44% |
False |
False |
2,496 |
80 |
1,258.9 |
1,134.1 |
124.8 |
10.5% |
17.1 |
1.4% |
43% |
False |
False |
2,045 |
100 |
1,320.0 |
1,134.1 |
185.9 |
15.7% |
15.1 |
1.3% |
29% |
False |
False |
1,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,305.5 |
2.618 |
1,263.1 |
1.618 |
1,237.1 |
1.000 |
1,221.0 |
0.618 |
1,211.1 |
HIGH |
1,195.0 |
0.618 |
1,185.1 |
0.500 |
1,182.0 |
0.382 |
1,178.9 |
LOW |
1,169.0 |
0.618 |
1,152.9 |
1.000 |
1,143.0 |
1.618 |
1,126.9 |
2.618 |
1,100.9 |
4.250 |
1,058.5 |
|
|
Fisher Pivots for day following 02-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,185.7 |
1,190.2 |
PP |
1,183.9 |
1,189.3 |
S1 |
1,182.0 |
1,188.5 |
|