| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
15,815 |
15,910 |
95 |
0.6% |
15,860 |
| High |
15,920 |
15,995 |
75 |
0.5% |
15,980 |
| Low |
15,655 |
15,295 |
-360 |
-2.3% |
15,390 |
| Close |
15,910 |
15,415 |
-495 |
-3.1% |
15,790 |
| Range |
265 |
700 |
435 |
164.2% |
590 |
| ATR |
281 |
311 |
30 |
10.6% |
0 |
| Volume |
13,926 |
33,554 |
19,628 |
140.9% |
68,466 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,668 |
17,242 |
15,800 |
|
| R3 |
16,968 |
16,542 |
15,608 |
|
| R2 |
16,268 |
16,268 |
15,543 |
|
| R1 |
15,842 |
15,842 |
15,479 |
15,705 |
| PP |
15,568 |
15,568 |
15,568 |
15,500 |
| S1 |
15,142 |
15,142 |
15,351 |
15,005 |
| S2 |
14,868 |
14,868 |
15,287 |
|
| S3 |
14,168 |
14,442 |
15,223 |
|
| S4 |
13,468 |
13,742 |
15,030 |
|
|
| 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 |
15,995 |
15,295 |
700 |
4.5% |
372 |
2.4% |
17% |
True |
True |
17,535 |
| 10 |
16,070 |
15,295 |
775 |
5.0% |
338 |
2.2% |
15% |
False |
True |
16,110 |
| 20 |
16,450 |
15,295 |
1,155 |
7.5% |
294 |
1.9% |
10% |
False |
True |
12,482 |
| 40 |
16,450 |
15,170 |
1,280 |
8.3% |
291 |
1.9% |
19% |
False |
False |
10,778 |
| 60 |
16,450 |
14,070 |
2,380 |
15.4% |
240 |
1.6% |
57% |
False |
False |
7,194 |
| 80 |
16,450 |
13,905 |
2,545 |
16.5% |
207 |
1.3% |
59% |
False |
False |
5,397 |
| 100 |
16,450 |
13,450 |
3,000 |
19.5% |
172 |
1.1% |
66% |
False |
False |
4,318 |
| 120 |
16,450 |
13,330 |
3,120 |
20.2% |
143 |
0.9% |
67% |
False |
False |
3,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,970 |
|
2.618 |
17,828 |
|
1.618 |
17,128 |
|
1.000 |
16,695 |
|
0.618 |
16,428 |
|
HIGH |
15,995 |
|
0.618 |
15,728 |
|
0.500 |
15,645 |
|
0.382 |
15,563 |
|
LOW |
15,295 |
|
0.618 |
14,863 |
|
1.000 |
14,595 |
|
1.618 |
14,163 |
|
2.618 |
13,463 |
|
4.250 |
12,320 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,645 |
15,645 |
| PP |
15,568 |
15,568 |
| S1 |
15,492 |
15,492 |
|