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 |
6,530.0 |
6,558.5 |
28.5 |
0.4% |
6,604.5 |
High |
6,530.5 |
6,559.0 |
28.5 |
0.4% |
6,615.0 |
Low |
6,493.5 |
6,453.0 |
-40.5 |
-0.6% |
6,453.0 |
Close |
6,522.5 |
6,486.5 |
-36.0 |
-0.6% |
6,486.5 |
Range |
37.0 |
106.0 |
69.0 |
186.5% |
162.0 |
ATR |
95.7 |
96.5 |
0.7 |
0.8% |
0.0 |
Volume |
15,379 |
69,087 |
53,708 |
349.2% |
209,415 |
|
Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,817.5 |
6,758.0 |
6,545.0 |
|
R3 |
6,711.5 |
6,652.0 |
6,515.5 |
|
R2 |
6,605.5 |
6,605.5 |
6,506.0 |
|
R1 |
6,546.0 |
6,546.0 |
6,496.0 |
6,523.0 |
PP |
6,499.5 |
6,499.5 |
6,499.5 |
6,488.0 |
S1 |
6,440.0 |
6,440.0 |
6,477.0 |
6,417.0 |
S2 |
6,393.5 |
6,393.5 |
6,467.0 |
|
S3 |
6,287.5 |
6,334.0 |
6,457.5 |
|
S4 |
6,181.5 |
6,228.0 |
6,428.0 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,004.0 |
6,907.5 |
6,575.5 |
|
R3 |
6,842.0 |
6,745.5 |
6,531.0 |
|
R2 |
6,680.0 |
6,680.0 |
6,516.0 |
|
R1 |
6,583.5 |
6,583.5 |
6,501.5 |
6,551.0 |
PP |
6,518.0 |
6,518.0 |
6,518.0 |
6,502.0 |
S1 |
6,421.5 |
6,421.5 |
6,471.5 |
6,389.0 |
S2 |
6,356.0 |
6,356.0 |
6,457.0 |
|
S3 |
6,194.0 |
6,259.5 |
6,442.0 |
|
S4 |
6,032.0 |
6,097.5 |
6,397.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,615.0 |
6,453.0 |
162.0 |
2.5% |
70.0 |
1.1% |
21% |
False |
True |
41,883 |
10 |
6,615.0 |
6,178.5 |
436.5 |
6.7% |
88.5 |
1.4% |
71% |
False |
False |
74,515 |
20 |
6,700.0 |
6,068.0 |
632.0 |
9.7% |
104.5 |
1.6% |
66% |
False |
False |
54,667 |
40 |
6,715.0 |
6,068.0 |
647.0 |
10.0% |
72.0 |
1.1% |
65% |
False |
False |
27,591 |
60 |
6,715.0 |
6,010.0 |
705.0 |
10.9% |
67.5 |
1.0% |
68% |
False |
False |
18,463 |
80 |
6,766.0 |
6,010.0 |
756.0 |
11.7% |
54.5 |
0.8% |
63% |
False |
False |
13,850 |
100 |
6,808.5 |
6,010.0 |
798.5 |
12.3% |
45.0 |
0.7% |
60% |
False |
False |
11,085 |
120 |
6,808.5 |
6,010.0 |
798.5 |
12.3% |
38.0 |
0.6% |
60% |
False |
False |
9,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,009.5 |
2.618 |
6,836.5 |
1.618 |
6,730.5 |
1.000 |
6,665.0 |
0.618 |
6,624.5 |
HIGH |
6,559.0 |
0.618 |
6,518.5 |
0.500 |
6,506.0 |
0.382 |
6,493.5 |
LOW |
6,453.0 |
0.618 |
6,387.5 |
1.000 |
6,347.0 |
1.618 |
6,281.5 |
2.618 |
6,175.5 |
4.250 |
6,002.5 |
|
|
Fisher Pivots for day following 02-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
6,506.0 |
6,511.0 |
PP |
6,499.5 |
6,503.0 |
S1 |
6,493.0 |
6,495.0 |
|