| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
6,700.0 |
6,669.0 |
-31.0 |
-0.5% |
6,699.0 |
| High |
6,710.5 |
6,694.0 |
-16.5 |
-0.2% |
6,722.5 |
| Low |
6,658.5 |
6,623.5 |
-35.0 |
-0.5% |
6,645.5 |
| Close |
6,663.5 |
6,636.0 |
-27.5 |
-0.4% |
6,672.0 |
| Range |
52.0 |
70.5 |
18.5 |
35.6% |
77.0 |
| ATR |
62.6 |
63.2 |
0.6 |
0.9% |
0.0 |
| Volume |
102,983 |
115,236 |
12,253 |
11.9% |
256,093 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,862.5 |
6,820.0 |
6,675.0 |
|
| R3 |
6,792.0 |
6,749.5 |
6,655.5 |
|
| R2 |
6,721.5 |
6,721.5 |
6,649.0 |
|
| R1 |
6,679.0 |
6,679.0 |
6,642.5 |
6,665.0 |
| PP |
6,651.0 |
6,651.0 |
6,651.0 |
6,644.0 |
| S1 |
6,608.5 |
6,608.5 |
6,629.5 |
6,594.5 |
| S2 |
6,580.5 |
6,580.5 |
6,623.0 |
|
| S3 |
6,510.0 |
6,538.0 |
6,616.5 |
|
| S4 |
6,439.5 |
6,467.5 |
6,597.0 |
|
|
| 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 |
6,716.0 |
6,623.5 |
92.5 |
1.4% |
53.5 |
0.8% |
14% |
False |
True |
93,212 |
| 10 |
6,726.0 |
6,615.0 |
111.0 |
1.7% |
53.0 |
0.8% |
19% |
False |
False |
74,638 |
| 20 |
6,726.0 |
6,349.0 |
377.0 |
5.7% |
65.0 |
1.0% |
76% |
False |
False |
90,006 |
| 40 |
6,726.0 |
6,349.0 |
377.0 |
5.7% |
55.5 |
0.8% |
76% |
False |
False |
47,281 |
| 60 |
6,740.0 |
6,349.0 |
391.0 |
5.9% |
49.5 |
0.7% |
73% |
False |
False |
31,655 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
41.5 |
0.6% |
78% |
False |
False |
23,772 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
34.5 |
0.5% |
78% |
False |
False |
19,021 |
| 120 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
29.0 |
0.4% |
78% |
False |
False |
15,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,993.5 |
|
2.618 |
6,878.5 |
|
1.618 |
6,808.0 |
|
1.000 |
6,764.5 |
|
0.618 |
6,737.5 |
|
HIGH |
6,694.0 |
|
0.618 |
6,667.0 |
|
0.500 |
6,659.0 |
|
0.382 |
6,650.5 |
|
LOW |
6,623.5 |
|
0.618 |
6,580.0 |
|
1.000 |
6,553.0 |
|
1.618 |
6,509.5 |
|
2.618 |
6,439.0 |
|
4.250 |
6,324.0 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,659.0 |
6,670.0 |
| PP |
6,651.0 |
6,658.5 |
| S1 |
6,643.5 |
6,647.0 |
|