| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,407 |
16,392 |
-15 |
-0.1% |
16,399 |
| High |
16,470 |
16,460 |
-10 |
-0.1% |
16,496 |
| Low |
16,313 |
16,317 |
4 |
0.0% |
16,313 |
| Close |
16,391 |
16,381 |
-10 |
-0.1% |
16,381 |
| Range |
157 |
143 |
-14 |
-8.9% |
183 |
| ATR |
126 |
127 |
1 |
1.0% |
0 |
| Volume |
132,741 |
138,308 |
5,567 |
4.2% |
617,327 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,815 |
16,741 |
16,460 |
|
| R3 |
16,672 |
16,598 |
16,420 |
|
| R2 |
16,529 |
16,529 |
16,407 |
|
| R1 |
16,455 |
16,455 |
16,394 |
16,421 |
| PP |
16,386 |
16,386 |
16,386 |
16,369 |
| S1 |
16,312 |
16,312 |
16,368 |
16,278 |
| S2 |
16,243 |
16,243 |
16,355 |
|
| S3 |
16,100 |
16,169 |
16,342 |
|
| S4 |
15,957 |
16,026 |
16,302 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,946 |
16,846 |
16,482 |
|
| R3 |
16,763 |
16,663 |
16,431 |
|
| R2 |
16,580 |
16,580 |
16,415 |
|
| R1 |
16,480 |
16,480 |
16,398 |
16,439 |
| PP |
16,397 |
16,397 |
16,397 |
16,376 |
| S1 |
16,297 |
16,297 |
16,364 |
16,256 |
| S2 |
16,214 |
16,214 |
16,348 |
|
| S3 |
16,031 |
16,114 |
16,331 |
|
| S4 |
15,848 |
15,931 |
16,280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,496 |
16,313 |
183 |
1.1% |
141 |
0.9% |
37% |
False |
False |
123,465 |
| 10 |
16,540 |
16,313 |
227 |
1.4% |
119 |
0.7% |
30% |
False |
False |
93,973 |
| 20 |
16,540 |
15,608 |
932 |
5.7% |
132 |
0.8% |
83% |
False |
False |
92,253 |
| 40 |
16,540 |
15,543 |
997 |
6.1% |
125 |
0.8% |
84% |
False |
False |
46,838 |
| 60 |
16,540 |
15,072 |
1,468 |
9.0% |
115 |
0.7% |
89% |
False |
False |
31,236 |
| 80 |
16,540 |
14,588 |
1,952 |
11.9% |
105 |
0.6% |
92% |
False |
False |
23,437 |
| 100 |
16,540 |
14,545 |
1,995 |
12.2% |
91 |
0.6% |
92% |
False |
False |
18,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,068 |
|
2.618 |
16,834 |
|
1.618 |
16,691 |
|
1.000 |
16,603 |
|
0.618 |
16,548 |
|
HIGH |
16,460 |
|
0.618 |
16,405 |
|
0.500 |
16,389 |
|
0.382 |
16,372 |
|
LOW |
16,317 |
|
0.618 |
16,229 |
|
1.000 |
16,174 |
|
1.618 |
16,086 |
|
2.618 |
15,943 |
|
4.250 |
15,709 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,389 |
16,398 |
| PP |
16,386 |
16,392 |
| S1 |
16,384 |
16,387 |
|