| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
14,950 |
15,275 |
325 |
2.2% |
15,775 |
| High |
15,280 |
15,400 |
120 |
0.8% |
15,995 |
| Low |
14,950 |
14,880 |
-70 |
-0.5% |
14,950 |
| Close |
15,165 |
14,990 |
-175 |
-1.2% |
14,970 |
| Range |
330 |
520 |
190 |
57.6% |
1,045 |
| ATR |
329 |
343 |
14 |
4.1% |
0 |
| Volume |
12,901 |
26,087 |
13,186 |
102.2% |
101,193 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,650 |
16,340 |
15,276 |
|
| R3 |
16,130 |
15,820 |
15,133 |
|
| R2 |
15,610 |
15,610 |
15,085 |
|
| R1 |
15,300 |
15,300 |
15,038 |
15,195 |
| PP |
15,090 |
15,090 |
15,090 |
15,038 |
| S1 |
14,780 |
14,780 |
14,942 |
14,675 |
| S2 |
14,570 |
14,570 |
14,895 |
|
| S3 |
14,050 |
14,260 |
14,847 |
|
| S4 |
13,530 |
13,740 |
14,704 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,440 |
17,750 |
15,545 |
|
| R3 |
17,395 |
16,705 |
15,258 |
|
| R2 |
16,350 |
16,350 |
15,162 |
|
| R1 |
15,660 |
15,660 |
15,066 |
15,483 |
| PP |
15,305 |
15,305 |
15,305 |
15,216 |
| S1 |
14,615 |
14,615 |
14,874 |
14,438 |
| S2 |
14,260 |
14,260 |
14,779 |
|
| S3 |
13,215 |
13,570 |
14,683 |
|
| S4 |
12,170 |
12,525 |
14,395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,995 |
14,810 |
1,185 |
7.9% |
488 |
3.3% |
15% |
False |
False |
27,480 |
| 10 |
15,995 |
14,810 |
1,185 |
7.9% |
382 |
2.5% |
15% |
False |
False |
20,347 |
| 20 |
16,450 |
14,810 |
1,640 |
10.9% |
333 |
2.2% |
11% |
False |
False |
16,265 |
| 40 |
16,450 |
14,810 |
1,640 |
10.9% |
314 |
2.1% |
11% |
False |
False |
13,344 |
| 60 |
16,450 |
14,070 |
2,380 |
15.9% |
265 |
1.8% |
39% |
False |
False |
8,924 |
| 80 |
16,450 |
13,905 |
2,545 |
17.0% |
223 |
1.5% |
43% |
False |
False |
6,695 |
| 100 |
16,450 |
13,905 |
2,545 |
17.0% |
189 |
1.3% |
43% |
False |
False |
5,356 |
| 120 |
16,450 |
13,330 |
3,120 |
20.8% |
158 |
1.1% |
53% |
False |
False |
4,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,610 |
|
2.618 |
16,761 |
|
1.618 |
16,241 |
|
1.000 |
15,920 |
|
0.618 |
15,721 |
|
HIGH |
15,400 |
|
0.618 |
15,201 |
|
0.500 |
15,140 |
|
0.382 |
15,079 |
|
LOW |
14,880 |
|
0.618 |
14,559 |
|
1.000 |
14,360 |
|
1.618 |
14,039 |
|
2.618 |
13,519 |
|
4.250 |
12,670 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,140 |
15,105 |
| PP |
15,090 |
15,067 |
| S1 |
15,040 |
15,028 |
|