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 |
1,219.5 |
1,213.9 |
-5.6 |
-0.5% |
1,195.0 |
High |
1,219.5 |
1,217.2 |
-2.3 |
-0.2% |
1,211.4 |
Low |
1,210.4 |
1,207.4 |
-3.0 |
-0.2% |
1,169.0 |
Close |
1,212.0 |
1,209.9 |
-2.1 |
-0.2% |
1,187.6 |
Range |
9.1 |
9.8 |
0.7 |
7.7% |
42.4 |
ATR |
20.6 |
19.9 |
-0.8 |
-3.7% |
0.0 |
Volume |
3,388 |
2,562 |
-826 |
-24.4% |
9,745 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.9 |
1,235.2 |
1,215.3 |
|
R3 |
1,231.1 |
1,225.4 |
1,212.6 |
|
R2 |
1,221.3 |
1,221.3 |
1,211.7 |
|
R1 |
1,215.6 |
1,215.6 |
1,210.8 |
1,213.6 |
PP |
1,211.5 |
1,211.5 |
1,211.5 |
1,210.5 |
S1 |
1,205.8 |
1,205.8 |
1,209.0 |
1,203.8 |
S2 |
1,201.7 |
1,201.7 |
1,208.1 |
|
S3 |
1,191.9 |
1,196.0 |
1,207.2 |
|
S4 |
1,182.1 |
1,186.2 |
1,204.5 |
|
|
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 |
1,222.4 |
1,169.0 |
53.4 |
4.4% |
18.3 |
1.5% |
77% |
False |
False |
2,061 |
10 |
1,222.4 |
1,169.0 |
53.4 |
4.4% |
18.5 |
1.5% |
77% |
False |
False |
2,352 |
20 |
1,240.0 |
1,169.0 |
71.0 |
5.9% |
18.8 |
1.6% |
58% |
False |
False |
2,397 |
40 |
1,240.0 |
1,143.2 |
96.8 |
8.0% |
20.8 |
1.7% |
69% |
False |
False |
2,935 |
60 |
1,257.0 |
1,134.1 |
122.9 |
10.2% |
19.2 |
1.6% |
62% |
False |
False |
2,537 |
80 |
1,257.0 |
1,134.1 |
122.9 |
10.2% |
17.5 |
1.4% |
62% |
False |
False |
2,121 |
100 |
1,303.7 |
1,134.1 |
169.6 |
14.0% |
15.4 |
1.3% |
45% |
False |
False |
1,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,258.9 |
2.618 |
1,242.9 |
1.618 |
1,233.1 |
1.000 |
1,227.0 |
0.618 |
1,223.3 |
HIGH |
1,217.2 |
0.618 |
1,213.5 |
0.500 |
1,212.3 |
0.382 |
1,211.1 |
LOW |
1,207.4 |
0.618 |
1,201.3 |
1.000 |
1,197.6 |
1.618 |
1,191.5 |
2.618 |
1,181.7 |
4.250 |
1,165.8 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,212.3 |
1,213.6 |
PP |
1,211.5 |
1,212.4 |
S1 |
1,210.7 |
1,211.1 |
|