| 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 |
15,890 |
15,690 |
-200 |
-1.3% |
15,860 |
| High |
15,980 |
15,875 |
-105 |
-0.7% |
15,980 |
| Low |
15,635 |
15,655 |
20 |
0.1% |
15,390 |
| Close |
15,685 |
15,790 |
105 |
0.7% |
15,790 |
| Range |
345 |
220 |
-125 |
-36.2% |
590 |
| ATR |
284 |
279 |
-5 |
-1.6% |
0 |
| Volume |
12,227 |
10,002 |
-2,225 |
-18.2% |
68,466 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,433 |
16,332 |
15,911 |
|
| R3 |
16,213 |
16,112 |
15,851 |
|
| R2 |
15,993 |
15,993 |
15,830 |
|
| R1 |
15,892 |
15,892 |
15,810 |
15,943 |
| PP |
15,773 |
15,773 |
15,773 |
15,799 |
| S1 |
15,672 |
15,672 |
15,770 |
15,723 |
| S2 |
15,553 |
15,553 |
15,750 |
|
| S3 |
15,333 |
15,452 |
15,730 |
|
| S4 |
15,113 |
15,232 |
15,669 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,490 |
17,230 |
16,115 |
|
| R3 |
16,900 |
16,640 |
15,952 |
|
| R2 |
16,310 |
16,310 |
15,898 |
|
| R1 |
16,050 |
16,050 |
15,844 |
15,885 |
| PP |
15,720 |
15,720 |
15,720 |
15,638 |
| S1 |
15,460 |
15,460 |
15,736 |
15,295 |
| S2 |
15,130 |
15,130 |
15,682 |
|
| S3 |
14,540 |
14,870 |
15,628 |
|
| S4 |
13,950 |
14,280 |
15,466 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,980 |
15,390 |
590 |
3.7% |
320 |
2.0% |
68% |
False |
False |
13,693 |
| 10 |
16,205 |
15,390 |
815 |
5.2% |
295 |
1.9% |
49% |
False |
False |
13,877 |
| 20 |
16,450 |
15,390 |
1,060 |
6.7% |
262 |
1.7% |
38% |
False |
False |
10,431 |
| 40 |
16,450 |
15,170 |
1,280 |
8.1% |
273 |
1.7% |
48% |
False |
False |
9,146 |
| 60 |
16,450 |
14,070 |
2,380 |
15.1% |
228 |
1.4% |
72% |
False |
False |
6,104 |
| 80 |
16,450 |
13,905 |
2,545 |
16.1% |
195 |
1.2% |
74% |
False |
False |
4,579 |
| 100 |
16,450 |
13,330 |
3,120 |
19.8% |
159 |
1.0% |
79% |
False |
False |
3,663 |
| 120 |
16,450 |
13,330 |
3,120 |
19.8% |
133 |
0.8% |
79% |
False |
False |
3,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,810 |
|
2.618 |
16,451 |
|
1.618 |
16,231 |
|
1.000 |
16,095 |
|
0.618 |
16,011 |
|
HIGH |
15,875 |
|
0.618 |
15,791 |
|
0.500 |
15,765 |
|
0.382 |
15,739 |
|
LOW |
15,655 |
|
0.618 |
15,519 |
|
1.000 |
15,435 |
|
1.618 |
15,299 |
|
2.618 |
15,079 |
|
4.250 |
14,720 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,782 |
15,808 |
| PP |
15,773 |
15,802 |
| S1 |
15,765 |
15,796 |
|