| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,095 |
15,865 |
-230 |
-1.4% |
16,365 |
| High |
16,205 |
16,020 |
-185 |
-1.1% |
16,450 |
| Low |
15,775 |
15,810 |
35 |
0.2% |
15,915 |
| Close |
15,865 |
15,970 |
105 |
0.7% |
16,130 |
| Range |
430 |
210 |
-220 |
-51.2% |
535 |
| ATR |
275 |
271 |
-5 |
-1.7% |
0 |
| Volume |
13,880 |
16,286 |
2,406 |
17.3% |
25,516 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,563 |
16,477 |
16,086 |
|
| R3 |
16,353 |
16,267 |
16,028 |
|
| R2 |
16,143 |
16,143 |
16,009 |
|
| R1 |
16,057 |
16,057 |
15,989 |
16,100 |
| PP |
15,933 |
15,933 |
15,933 |
15,955 |
| S1 |
15,847 |
15,847 |
15,951 |
15,890 |
| S2 |
15,723 |
15,723 |
15,932 |
|
| S3 |
15,513 |
15,637 |
15,912 |
|
| S4 |
15,303 |
15,427 |
15,855 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,770 |
17,485 |
16,424 |
|
| R3 |
17,235 |
16,950 |
16,277 |
|
| R2 |
16,700 |
16,700 |
16,228 |
|
| R1 |
16,415 |
16,415 |
16,179 |
16,290 |
| PP |
16,165 |
16,165 |
16,165 |
16,103 |
| S1 |
15,880 |
15,880 |
16,081 |
15,755 |
| S2 |
15,630 |
15,630 |
16,032 |
|
| S3 |
15,095 |
15,345 |
15,983 |
|
| S4 |
14,560 |
14,810 |
15,836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,450 |
15,775 |
675 |
4.2% |
262 |
1.6% |
29% |
False |
False |
9,482 |
| 10 |
16,450 |
15,775 |
675 |
4.2% |
249 |
1.6% |
29% |
False |
False |
8,260 |
| 20 |
16,450 |
15,245 |
1,205 |
7.5% |
267 |
1.7% |
60% |
False |
False |
12,182 |
| 40 |
16,450 |
14,135 |
2,315 |
14.5% |
256 |
1.6% |
79% |
False |
False |
6,439 |
| 60 |
16,450 |
14,070 |
2,380 |
14.9% |
196 |
1.2% |
80% |
False |
False |
4,294 |
| 80 |
16,450 |
13,905 |
2,545 |
15.9% |
169 |
1.1% |
81% |
False |
False |
3,222 |
| 100 |
16,450 |
13,330 |
3,120 |
19.5% |
136 |
0.9% |
85% |
False |
False |
2,577 |
| 120 |
16,450 |
13,330 |
3,120 |
19.5% |
117 |
0.7% |
85% |
False |
False |
2,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,913 |
|
2.618 |
16,570 |
|
1.618 |
16,360 |
|
1.000 |
16,230 |
|
0.618 |
16,150 |
|
HIGH |
16,020 |
|
0.618 |
15,940 |
|
0.500 |
15,915 |
|
0.382 |
15,890 |
|
LOW |
15,810 |
|
0.618 |
15,680 |
|
1.000 |
15,600 |
|
1.618 |
15,470 |
|
2.618 |
15,260 |
|
4.250 |
14,918 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,952 |
15,990 |
| PP |
15,933 |
15,983 |
| S1 |
15,915 |
15,977 |
|