| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,355 |
16,459 |
104 |
0.6% |
16,417 |
| High |
16,496 |
16,483 |
-13 |
-0.1% |
16,540 |
| Low |
16,355 |
16,356 |
1 |
0.0% |
16,336 |
| Close |
16,454 |
16,407 |
-47 |
-0.3% |
16,407 |
| Range |
141 |
127 |
-14 |
-9.9% |
204 |
| ATR |
123 |
124 |
0 |
0.2% |
0 |
| Volume |
110,394 |
120,757 |
10,363 |
9.4% |
268,678 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,796 |
16,729 |
16,477 |
|
| R3 |
16,669 |
16,602 |
16,442 |
|
| R2 |
16,542 |
16,542 |
16,430 |
|
| R1 |
16,475 |
16,475 |
16,419 |
16,445 |
| PP |
16,415 |
16,415 |
16,415 |
16,401 |
| S1 |
16,348 |
16,348 |
16,395 |
16,318 |
| S2 |
16,288 |
16,288 |
16,384 |
|
| S3 |
16,161 |
16,221 |
16,372 |
|
| S4 |
16,034 |
16,094 |
16,337 |
|
|
| 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 |
16,496 |
16,336 |
160 |
1.0% |
133 |
0.8% |
44% |
False |
False |
107,473 |
| 10 |
16,540 |
16,223 |
317 |
1.9% |
109 |
0.7% |
58% |
False |
False |
72,642 |
| 20 |
16,540 |
15,608 |
932 |
5.7% |
131 |
0.8% |
86% |
False |
False |
79,689 |
| 40 |
16,540 |
15,543 |
997 |
6.1% |
119 |
0.7% |
87% |
False |
False |
40,062 |
| 60 |
16,540 |
15,000 |
1,540 |
9.4% |
115 |
0.7% |
91% |
False |
False |
26,720 |
| 80 |
16,540 |
14,588 |
1,952 |
11.9% |
102 |
0.6% |
93% |
False |
False |
20,051 |
| 100 |
16,540 |
14,545 |
1,995 |
12.2% |
88 |
0.5% |
93% |
False |
False |
16,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,023 |
|
2.618 |
16,816 |
|
1.618 |
16,689 |
|
1.000 |
16,610 |
|
0.618 |
16,562 |
|
HIGH |
16,483 |
|
0.618 |
16,435 |
|
0.500 |
16,420 |
|
0.382 |
16,405 |
|
LOW |
16,356 |
|
0.618 |
16,278 |
|
1.000 |
16,229 |
|
1.618 |
16,151 |
|
2.618 |
16,024 |
|
4.250 |
15,816 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,420 |
16,416 |
| PP |
16,415 |
16,413 |
| S1 |
16,411 |
16,410 |
|