| 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 |
6,688.0 |
6,675.0 |
-13.0 |
-0.2% |
6,699.0 |
| High |
6,700.5 |
6,716.0 |
15.5 |
0.2% |
6,722.5 |
| Low |
6,660.5 |
6,663.5 |
3.0 |
0.0% |
6,645.5 |
| Close |
6,676.5 |
6,699.5 |
23.0 |
0.3% |
6,672.0 |
| Range |
40.0 |
52.5 |
12.5 |
31.3% |
77.0 |
| ATR |
64.3 |
63.5 |
-0.8 |
-1.3% |
0.0 |
| Volume |
77,781 |
78,139 |
358 |
0.5% |
256,093 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,850.5 |
6,827.5 |
6,728.5 |
|
| R3 |
6,798.0 |
6,775.0 |
6,714.0 |
|
| R2 |
6,745.5 |
6,745.5 |
6,709.0 |
|
| R1 |
6,722.5 |
6,722.5 |
6,704.5 |
6,734.0 |
| PP |
6,693.0 |
6,693.0 |
6,693.0 |
6,699.0 |
| S1 |
6,670.0 |
6,670.0 |
6,694.5 |
6,681.5 |
| S2 |
6,640.5 |
6,640.5 |
6,690.0 |
|
| S3 |
6,588.0 |
6,617.5 |
6,685.0 |
|
| S4 |
6,535.5 |
6,565.0 |
6,670.5 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,911.0 |
6,868.5 |
6,714.5 |
|
| R3 |
6,834.0 |
6,791.5 |
6,693.0 |
|
| R2 |
6,757.0 |
6,757.0 |
6,686.0 |
|
| R1 |
6,714.5 |
6,714.5 |
6,679.0 |
6,697.0 |
| PP |
6,680.0 |
6,680.0 |
6,680.0 |
6,671.5 |
| S1 |
6,637.5 |
6,637.5 |
6,665.0 |
6,620.0 |
| S2 |
6,603.0 |
6,603.0 |
6,658.0 |
|
| S3 |
6,526.0 |
6,560.5 |
6,651.0 |
|
| S4 |
6,449.0 |
6,483.5 |
6,629.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,722.5 |
6,645.5 |
77.0 |
1.1% |
48.0 |
0.7% |
70% |
False |
False |
78,635 |
| 10 |
6,726.0 |
6,524.0 |
202.0 |
3.0% |
60.0 |
0.9% |
87% |
False |
False |
59,333 |
| 20 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
65.0 |
1.0% |
93% |
False |
False |
79,895 |
| 40 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
54.5 |
0.8% |
93% |
False |
False |
41,887 |
| 60 |
6,740.0 |
6,349.0 |
391.0 |
5.8% |
48.5 |
0.7% |
90% |
False |
False |
28,022 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
40.0 |
0.6% |
91% |
False |
False |
21,044 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
33.5 |
0.5% |
91% |
False |
False |
16,839 |
| 120 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
28.0 |
0.4% |
91% |
False |
False |
14,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,939.0 |
|
2.618 |
6,853.5 |
|
1.618 |
6,801.0 |
|
1.000 |
6,768.5 |
|
0.618 |
6,748.5 |
|
HIGH |
6,716.0 |
|
0.618 |
6,696.0 |
|
0.500 |
6,690.0 |
|
0.382 |
6,683.5 |
|
LOW |
6,663.5 |
|
0.618 |
6,631.0 |
|
1.000 |
6,611.0 |
|
1.618 |
6,578.5 |
|
2.618 |
6,526.0 |
|
4.250 |
6,440.5 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,696.0 |
6,693.0 |
| PP |
6,693.0 |
6,687.0 |
| S1 |
6,690.0 |
6,681.0 |
|