| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,124.0 |
3,173.0 |
49.0 |
1.6% |
3,065.0 |
| High |
3,178.0 |
3,175.0 |
-3.0 |
-0.1% |
3,127.0 |
| Low |
3,120.0 |
3,144.0 |
24.0 |
0.8% |
3,058.0 |
| Close |
3,163.0 |
3,148.0 |
-15.0 |
-0.5% |
3,098.0 |
| Range |
58.0 |
31.0 |
-27.0 |
-46.6% |
69.0 |
| ATR |
42.8 |
41.9 |
-0.8 |
-2.0% |
0.0 |
| Volume |
904,660 |
920,600 |
15,940 |
1.8% |
3,894,748 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,248.7 |
3,229.3 |
3,165.1 |
|
| R3 |
3,217.7 |
3,198.3 |
3,156.5 |
|
| R2 |
3,186.7 |
3,186.7 |
3,153.7 |
|
| R1 |
3,167.3 |
3,167.3 |
3,150.8 |
3,161.5 |
| PP |
3,155.7 |
3,155.7 |
3,155.7 |
3,152.8 |
| S1 |
3,136.3 |
3,136.3 |
3,145.2 |
3,130.5 |
| S2 |
3,124.7 |
3,124.7 |
3,142.3 |
|
| S3 |
3,093.7 |
3,105.3 |
3,139.5 |
|
| S4 |
3,062.7 |
3,074.3 |
3,131.0 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,301.3 |
3,268.7 |
3,136.0 |
|
| R3 |
3,232.3 |
3,199.7 |
3,117.0 |
|
| R2 |
3,163.3 |
3,163.3 |
3,110.7 |
|
| R1 |
3,130.7 |
3,130.7 |
3,104.3 |
3,147.0 |
| PP |
3,094.3 |
3,094.3 |
3,094.3 |
3,102.5 |
| S1 |
3,061.7 |
3,061.7 |
3,091.7 |
3,078.0 |
| S2 |
3,025.3 |
3,025.3 |
3,085.4 |
|
| S3 |
2,956.3 |
2,992.7 |
3,079.0 |
|
| S4 |
2,887.3 |
2,923.7 |
3,060.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,178.0 |
3,066.0 |
112.0 |
3.6% |
43.0 |
1.4% |
73% |
False |
False |
861,695 |
| 10 |
3,178.0 |
3,049.0 |
129.0 |
4.1% |
39.0 |
1.2% |
77% |
False |
False |
814,171 |
| 20 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
40.3 |
1.3% |
89% |
False |
False |
759,204 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
36.9 |
1.2% |
89% |
False |
False |
421,280 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
35.3 |
1.1% |
89% |
False |
False |
281,368 |
| 80 |
3,178.0 |
2,857.0 |
321.0 |
10.2% |
33.6 |
1.1% |
91% |
False |
False |
211,170 |
| 100 |
3,178.0 |
2,708.0 |
470.0 |
14.9% |
32.2 |
1.0% |
94% |
False |
False |
168,950 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
14.9% |
28.9 |
0.9% |
94% |
False |
False |
140,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,306.8 |
|
2.618 |
3,256.2 |
|
1.618 |
3,225.2 |
|
1.000 |
3,206.0 |
|
0.618 |
3,194.2 |
|
HIGH |
3,175.0 |
|
0.618 |
3,163.2 |
|
0.500 |
3,159.5 |
|
0.382 |
3,155.8 |
|
LOW |
3,144.0 |
|
0.618 |
3,124.8 |
|
1.000 |
3,113.0 |
|
1.618 |
3,093.8 |
|
2.618 |
3,062.8 |
|
4.250 |
3,012.3 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,159.5 |
3,139.3 |
| PP |
3,155.7 |
3,130.7 |
| S1 |
3,151.8 |
3,122.0 |
|