| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,156.1 |
1,150.1 |
-6.0 |
-0.5% |
1,157.2 |
| High |
1,158.4 |
1,155.6 |
-2.8 |
-0.2% |
1,164.2 |
| Low |
1,142.9 |
1,145.8 |
2.9 |
0.3% |
1,142.9 |
| Close |
1,149.5 |
1,153.8 |
4.3 |
0.4% |
1,153.8 |
| Range |
15.5 |
9.8 |
-5.7 |
-36.8% |
21.3 |
| ATR |
12.4 |
12.2 |
-0.2 |
-1.5% |
0.0 |
| Volume |
89,535 |
70,004 |
-19,531 |
-21.8% |
255,306 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,181.3 |
1,177.3 |
1,159.3 |
|
| R3 |
1,171.3 |
1,167.5 |
1,156.5 |
|
| R2 |
1,161.5 |
1,161.5 |
1,155.5 |
|
| R1 |
1,157.8 |
1,157.8 |
1,154.8 |
1,159.5 |
| PP |
1,151.8 |
1,151.8 |
1,151.8 |
1,152.8 |
| S1 |
1,147.8 |
1,147.8 |
1,153.0 |
1,149.8 |
| S2 |
1,142.0 |
1,142.0 |
1,152.0 |
|
| S3 |
1,132.3 |
1,138.0 |
1,151.0 |
|
| S4 |
1,122.3 |
1,128.3 |
1,148.5 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,217.5 |
1,207.0 |
1,165.5 |
|
| R3 |
1,196.3 |
1,185.8 |
1,159.8 |
|
| R2 |
1,175.0 |
1,175.0 |
1,157.8 |
|
| R1 |
1,164.3 |
1,164.3 |
1,155.8 |
1,159.0 |
| PP |
1,153.8 |
1,153.8 |
1,153.8 |
1,151.0 |
| S1 |
1,143.0 |
1,143.0 |
1,151.8 |
1,137.8 |
| S2 |
1,132.3 |
1,132.3 |
1,150.0 |
|
| S3 |
1,111.0 |
1,121.8 |
1,148.0 |
|
| S4 |
1,089.8 |
1,100.5 |
1,142.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,164.2 |
1,142.9 |
21.3 |
1.8% |
9.8 |
0.8% |
51% |
False |
False |
59,102 |
| 10 |
1,166.4 |
1,120.6 |
45.8 |
4.0% |
11.5 |
1.0% |
72% |
False |
False |
62,797 |
| 20 |
1,166.4 |
1,092.0 |
74.4 |
6.4% |
13.3 |
1.1% |
83% |
False |
False |
68,045 |
| 40 |
1,166.4 |
1,079.2 |
87.2 |
7.6% |
10.5 |
0.9% |
86% |
False |
False |
34,040 |
| 60 |
1,166.4 |
1,062.7 |
103.7 |
9.0% |
7.3 |
0.6% |
88% |
False |
False |
22,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,197.3 |
|
2.618 |
1,181.3 |
|
1.618 |
1,171.5 |
|
1.000 |
1,165.5 |
|
0.618 |
1,161.8 |
|
HIGH |
1,155.5 |
|
0.618 |
1,151.8 |
|
0.500 |
1,150.8 |
|
0.382 |
1,149.5 |
|
LOW |
1,145.8 |
|
0.618 |
1,139.8 |
|
1.000 |
1,136.0 |
|
1.618 |
1,130.0 |
|
2.618 |
1,120.3 |
|
4.250 |
1,104.3 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,152.8 |
1,153.8 |
| PP |
1,151.8 |
1,153.8 |
| S1 |
1,150.8 |
1,153.5 |
|