| 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 |
16,399 |
16,355 |
-44 |
-0.3% |
16,417 |
| High |
16,472 |
16,496 |
24 |
0.1% |
16,540 |
| Low |
16,336 |
16,355 |
19 |
0.1% |
16,336 |
| Close |
16,365 |
16,454 |
89 |
0.5% |
16,407 |
| Range |
136 |
141 |
5 |
3.7% |
204 |
| ATR |
122 |
123 |
1 |
1.1% |
0 |
| Volume |
115,127 |
110,394 |
-4,733 |
-4.1% |
268,678 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,858 |
16,797 |
16,532 |
|
| R3 |
16,717 |
16,656 |
16,493 |
|
| R2 |
16,576 |
16,576 |
16,480 |
|
| R1 |
16,515 |
16,515 |
16,467 |
16,546 |
| PP |
16,435 |
16,435 |
16,435 |
16,450 |
| S1 |
16,374 |
16,374 |
16,441 |
16,405 |
| S2 |
16,294 |
16,294 |
16,428 |
|
| S3 |
16,153 |
16,233 |
16,415 |
|
| S4 |
16,012 |
16,092 |
16,377 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,040 |
16,927 |
16,519 |
|
| R3 |
16,836 |
16,723 |
16,463 |
|
| R2 |
16,632 |
16,632 |
16,445 |
|
| R1 |
16,519 |
16,519 |
16,426 |
16,474 |
| PP |
16,428 |
16,428 |
16,428 |
16,405 |
| S1 |
16,315 |
16,315 |
16,388 |
16,270 |
| S2 |
16,224 |
16,224 |
16,370 |
|
| S3 |
16,020 |
16,111 |
16,351 |
|
| S4 |
15,816 |
15,907 |
16,295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,540 |
16,336 |
204 |
1.2% |
128 |
0.8% |
58% |
False |
False |
90,985 |
| 10 |
16,540 |
16,205 |
335 |
2.0% |
102 |
0.6% |
74% |
False |
False |
65,889 |
| 20 |
16,540 |
15,608 |
932 |
5.7% |
127 |
0.8% |
91% |
False |
False |
73,735 |
| 40 |
16,540 |
15,450 |
1,090 |
6.6% |
121 |
0.7% |
92% |
False |
False |
37,045 |
| 60 |
16,540 |
14,937 |
1,603 |
9.7% |
116 |
0.7% |
95% |
False |
False |
24,708 |
| 80 |
16,540 |
14,588 |
1,952 |
11.9% |
100 |
0.6% |
96% |
False |
False |
18,542 |
| 100 |
16,540 |
14,545 |
1,995 |
12.1% |
88 |
0.5% |
96% |
False |
False |
14,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,095 |
|
2.618 |
16,865 |
|
1.618 |
16,724 |
|
1.000 |
16,637 |
|
0.618 |
16,583 |
|
HIGH |
16,496 |
|
0.618 |
16,442 |
|
0.500 |
16,426 |
|
0.382 |
16,409 |
|
LOW |
16,355 |
|
0.618 |
16,268 |
|
1.000 |
16,214 |
|
1.618 |
16,127 |
|
2.618 |
15,986 |
|
4.250 |
15,756 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,445 |
16,441 |
| PP |
16,435 |
16,429 |
| S1 |
16,426 |
16,416 |
|