Trading Metrics calculated at close of trading on 05-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,188.0 |
1,180.0 |
-8.0 |
-0.7% |
1,195.0 |
High |
1,195.0 |
1,208.8 |
13.8 |
1.2% |
1,211.4 |
Low |
1,169.0 |
1,180.0 |
11.0 |
0.9% |
1,169.0 |
Close |
1,187.6 |
1,205.5 |
17.9 |
1.5% |
1,187.6 |
Range |
26.0 |
28.8 |
2.8 |
10.8% |
42.4 |
ATR |
21.2 |
21.7 |
0.5 |
2.6% |
0.0 |
Volume |
1,348 |
1,691 |
343 |
25.4% |
9,745 |
|
Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.5 |
1,273.8 |
1,221.3 |
|
R3 |
1,255.7 |
1,245.0 |
1,213.4 |
|
R2 |
1,226.9 |
1,226.9 |
1,210.8 |
|
R1 |
1,216.2 |
1,216.2 |
1,208.1 |
1,221.6 |
PP |
1,198.1 |
1,198.1 |
1,198.1 |
1,200.8 |
S1 |
1,187.4 |
1,187.4 |
1,202.9 |
1,192.8 |
S2 |
1,169.3 |
1,169.3 |
1,200.2 |
|
S3 |
1,140.5 |
1,158.6 |
1,197.6 |
|
S4 |
1,111.7 |
1,129.8 |
1,189.7 |
|
|
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 |
3.5% |
24.0 |
2.0% |
86% |
False |
False |
2,287 |
10 |
1,211.4 |
1,169.0 |
42.4 |
3.5% |
19.7 |
1.6% |
86% |
False |
False |
1,986 |
20 |
1,240.0 |
1,169.0 |
71.0 |
5.9% |
21.0 |
1.7% |
51% |
False |
False |
2,317 |
40 |
1,240.0 |
1,134.1 |
105.9 |
8.8% |
22.0 |
1.8% |
67% |
False |
False |
3,039 |
60 |
1,257.0 |
1,134.1 |
122.9 |
10.2% |
19.0 |
1.6% |
58% |
False |
False |
2,501 |
80 |
1,257.0 |
1,134.1 |
122.9 |
10.2% |
17.3 |
1.4% |
58% |
False |
False |
2,054 |
100 |
1,320.0 |
1,134.1 |
185.9 |
15.4% |
15.3 |
1.3% |
38% |
False |
False |
1,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.2 |
2.618 |
1,284.2 |
1.618 |
1,255.4 |
1.000 |
1,237.6 |
0.618 |
1,226.6 |
HIGH |
1,208.8 |
0.618 |
1,197.8 |
0.500 |
1,194.4 |
0.382 |
1,191.0 |
LOW |
1,180.0 |
0.618 |
1,162.2 |
1.000 |
1,151.2 |
1.618 |
1,133.4 |
2.618 |
1,104.6 |
4.250 |
1,057.6 |
|
|
Fisher Pivots for day following 05-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,201.8 |
1,200.0 |
PP |
1,198.1 |
1,194.4 |
S1 |
1,194.4 |
1,188.9 |
|