| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,164.0 |
3,164.0 |
0.0 |
0.0% |
3,107.0 |
| High |
3,176.0 |
3,170.0 |
-6.0 |
-0.2% |
3,178.0 |
| Low |
3,146.0 |
3,136.0 |
-10.0 |
-0.3% |
3,066.0 |
| Close |
3,150.0 |
3,149.0 |
-1.0 |
0.0% |
3,151.0 |
| Range |
30.0 |
34.0 |
4.0 |
13.3% |
112.0 |
| ATR |
40.1 |
39.6 |
-0.4 |
-1.1% |
0.0 |
| Volume |
733,673 |
1,000,063 |
266,390 |
36.3% |
4,058,781 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,253.7 |
3,235.3 |
3,167.7 |
|
| R3 |
3,219.7 |
3,201.3 |
3,158.4 |
|
| R2 |
3,185.7 |
3,185.7 |
3,155.2 |
|
| R1 |
3,167.3 |
3,167.3 |
3,152.1 |
3,159.5 |
| PP |
3,151.7 |
3,151.7 |
3,151.7 |
3,147.8 |
| S1 |
3,133.3 |
3,133.3 |
3,145.9 |
3,125.5 |
| S2 |
3,117.7 |
3,117.7 |
3,142.8 |
|
| S3 |
3,083.7 |
3,099.3 |
3,139.7 |
|
| S4 |
3,049.7 |
3,065.3 |
3,130.3 |
|
|
| 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 |
3,120.0 |
58.0 |
1.8% |
36.0 |
1.1% |
50% |
False |
False |
782,986 |
| 10 |
3,178.0 |
3,066.0 |
112.0 |
3.6% |
37.8 |
1.2% |
74% |
False |
False |
817,551 |
| 20 |
3,178.0 |
2,946.0 |
232.0 |
7.4% |
38.3 |
1.2% |
88% |
False |
False |
724,701 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
36.8 |
1.2% |
89% |
False |
False |
472,906 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
35.6 |
1.1% |
89% |
False |
False |
316,188 |
| 80 |
3,178.0 |
2,857.0 |
321.0 |
10.2% |
33.8 |
1.1% |
91% |
False |
False |
237,272 |
| 100 |
3,178.0 |
2,708.0 |
470.0 |
14.9% |
32.2 |
1.0% |
94% |
False |
False |
189,847 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
14.9% |
29.5 |
0.9% |
94% |
False |
False |
158,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,314.5 |
|
2.618 |
3,259.0 |
|
1.618 |
3,225.0 |
|
1.000 |
3,204.0 |
|
0.618 |
3,191.0 |
|
HIGH |
3,170.0 |
|
0.618 |
3,157.0 |
|
0.500 |
3,153.0 |
|
0.382 |
3,149.0 |
|
LOW |
3,136.0 |
|
0.618 |
3,115.0 |
|
1.000 |
3,102.0 |
|
1.618 |
3,081.0 |
|
2.618 |
3,047.0 |
|
4.250 |
2,991.5 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,153.0 |
3,156.0 |
| PP |
3,151.7 |
3,153.7 |
| S1 |
3,150.3 |
3,151.3 |
|