| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,173.0 |
3,155.0 |
-18.0 |
-0.6% |
3,107.0 |
| High |
3,175.0 |
3,166.0 |
-9.0 |
-0.3% |
3,178.0 |
| Low |
3,144.0 |
3,139.0 |
-5.0 |
-0.2% |
3,066.0 |
| Close |
3,148.0 |
3,151.0 |
3.0 |
0.1% |
3,151.0 |
| Range |
31.0 |
27.0 |
-4.0 |
-12.9% |
112.0 |
| ATR |
41.9 |
40.9 |
-1.1 |
-2.5% |
0.0 |
| Volume |
920,600 |
355,935 |
-564,665 |
-61.3% |
4,058,781 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,233.0 |
3,219.0 |
3,165.9 |
|
| R3 |
3,206.0 |
3,192.0 |
3,158.4 |
|
| R2 |
3,179.0 |
3,179.0 |
3,156.0 |
|
| R1 |
3,165.0 |
3,165.0 |
3,153.5 |
3,158.5 |
| PP |
3,152.0 |
3,152.0 |
3,152.0 |
3,148.8 |
| S1 |
3,138.0 |
3,138.0 |
3,148.5 |
3,131.5 |
| S2 |
3,125.0 |
3,125.0 |
3,146.1 |
|
| S3 |
3,098.0 |
3,111.0 |
3,143.6 |
|
| S4 |
3,071.0 |
3,084.0 |
3,136.2 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,467.7 |
3,421.3 |
3,212.6 |
|
| R3 |
3,355.7 |
3,309.3 |
3,181.8 |
|
| R2 |
3,243.7 |
3,243.7 |
3,171.5 |
|
| R1 |
3,197.3 |
3,197.3 |
3,161.3 |
3,220.5 |
| PP |
3,131.7 |
3,131.7 |
3,131.7 |
3,143.3 |
| S1 |
3,085.3 |
3,085.3 |
3,140.7 |
3,108.5 |
| S2 |
3,019.7 |
3,019.7 |
3,130.5 |
|
| S3 |
2,907.7 |
2,973.3 |
3,120.2 |
|
| S4 |
2,795.7 |
2,861.3 |
3,089.4 |
|
|
| 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% |
42.2 |
1.3% |
76% |
False |
False |
811,756 |
| 10 |
3,178.0 |
3,058.0 |
120.0 |
3.8% |
39.0 |
1.2% |
78% |
False |
False |
795,352 |
| 20 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
40.3 |
1.3% |
90% |
False |
False |
741,096 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
37.2 |
1.2% |
90% |
False |
False |
430,176 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
35.3 |
1.1% |
90% |
False |
False |
287,298 |
| 80 |
3,178.0 |
2,857.0 |
321.0 |
10.2% |
33.7 |
1.1% |
92% |
False |
False |
215,615 |
| 100 |
3,178.0 |
2,708.0 |
470.0 |
14.9% |
32.2 |
1.0% |
94% |
False |
False |
172,510 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
14.9% |
29.0 |
0.9% |
94% |
False |
False |
143,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,280.8 |
|
2.618 |
3,236.7 |
|
1.618 |
3,209.7 |
|
1.000 |
3,193.0 |
|
0.618 |
3,182.7 |
|
HIGH |
3,166.0 |
|
0.618 |
3,155.7 |
|
0.500 |
3,152.5 |
|
0.382 |
3,149.3 |
|
LOW |
3,139.0 |
|
0.618 |
3,122.3 |
|
1.000 |
3,112.0 |
|
1.618 |
3,095.3 |
|
2.618 |
3,068.3 |
|
4.250 |
3,024.3 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,152.5 |
3,150.3 |
| PP |
3,152.0 |
3,149.7 |
| S1 |
3,151.5 |
3,149.0 |
|