Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1,213.9 |
1,209.3 |
-4.6 |
-0.4% |
1,180.0 |
High |
1,217.2 |
1,223.9 |
6.7 |
0.6% |
1,223.9 |
Low |
1,207.4 |
1,209.3 |
1.9 |
0.2% |
1,180.0 |
Close |
1,209.9 |
1,217.6 |
7.7 |
0.6% |
1,217.6 |
Range |
9.8 |
14.6 |
4.8 |
49.0% |
43.9 |
ATR |
19.9 |
19.5 |
-0.4 |
-1.9% |
0.0 |
Volume |
2,562 |
3,731 |
1,169 |
45.6% |
12,689 |
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.7 |
1,253.8 |
1,225.6 |
|
R3 |
1,246.1 |
1,239.2 |
1,221.6 |
|
R2 |
1,231.5 |
1,231.5 |
1,220.3 |
|
R1 |
1,224.6 |
1,224.6 |
1,218.9 |
1,228.1 |
PP |
1,216.9 |
1,216.9 |
1,216.9 |
1,218.7 |
S1 |
1,210.0 |
1,210.0 |
1,216.3 |
1,213.5 |
S2 |
1,202.3 |
1,202.3 |
1,214.9 |
|
S3 |
1,187.7 |
1,195.4 |
1,213.6 |
|
S4 |
1,173.1 |
1,180.8 |
1,209.6 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.9 |
1,322.1 |
1,241.7 |
|
R3 |
1,295.0 |
1,278.2 |
1,229.7 |
|
R2 |
1,251.1 |
1,251.1 |
1,225.6 |
|
R1 |
1,234.3 |
1,234.3 |
1,221.6 |
1,242.7 |
PP |
1,207.2 |
1,207.2 |
1,207.2 |
1,211.4 |
S1 |
1,190.4 |
1,190.4 |
1,213.6 |
1,198.8 |
S2 |
1,163.3 |
1,163.3 |
1,209.6 |
|
S3 |
1,119.4 |
1,146.5 |
1,205.5 |
|
S4 |
1,075.5 |
1,102.6 |
1,193.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,223.9 |
1,180.0 |
43.9 |
3.6% |
16.0 |
1.3% |
86% |
True |
False |
2,537 |
10 |
1,223.9 |
1,169.0 |
54.9 |
4.5% |
19.2 |
1.6% |
89% |
True |
False |
2,435 |
20 |
1,233.3 |
1,169.0 |
64.3 |
5.3% |
18.9 |
1.6% |
76% |
False |
False |
2,353 |
40 |
1,240.0 |
1,143.2 |
96.8 |
8.0% |
20.5 |
1.7% |
77% |
False |
False |
2,949 |
60 |
1,257.0 |
1,134.1 |
122.9 |
10.1% |
19.4 |
1.6% |
68% |
False |
False |
2,571 |
80 |
1,257.0 |
1,134.1 |
122.9 |
10.1% |
17.6 |
1.4% |
68% |
False |
False |
2,168 |
100 |
1,301.3 |
1,134.1 |
167.2 |
13.7% |
15.5 |
1.3% |
50% |
False |
False |
1,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.0 |
2.618 |
1,262.1 |
1.618 |
1,247.5 |
1.000 |
1,238.5 |
0.618 |
1,232.9 |
HIGH |
1,223.9 |
0.618 |
1,218.3 |
0.500 |
1,216.6 |
0.382 |
1,214.9 |
LOW |
1,209.3 |
0.618 |
1,200.3 |
1.000 |
1,194.7 |
1.618 |
1,185.7 |
2.618 |
1,171.1 |
4.250 |
1,147.3 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1,217.3 |
1,217.0 |
PP |
1,216.9 |
1,216.3 |
S1 |
1,216.6 |
1,215.7 |
|