| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,328 |
16,316 |
-12 |
-0.1% |
16,387 |
| High |
16,382 |
16,354 |
-28 |
-0.2% |
16,444 |
| Low |
16,274 |
16,078 |
-196 |
-1.2% |
16,179 |
| Close |
16,317 |
16,151 |
-166 |
-1.0% |
16,397 |
| Range |
108 |
276 |
168 |
155.6% |
265 |
| ATR |
137 |
147 |
10 |
7.2% |
0 |
| Volume |
106,549 |
174,732 |
68,183 |
64.0% |
600,984 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,022 |
16,863 |
16,303 |
|
| R3 |
16,746 |
16,587 |
16,227 |
|
| R2 |
16,470 |
16,470 |
16,202 |
|
| R1 |
16,311 |
16,311 |
16,176 |
16,253 |
| PP |
16,194 |
16,194 |
16,194 |
16,165 |
| S1 |
16,035 |
16,035 |
16,126 |
15,977 |
| S2 |
15,918 |
15,918 |
16,101 |
|
| S3 |
15,642 |
15,759 |
16,075 |
|
| S4 |
15,366 |
15,483 |
15,999 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,135 |
17,031 |
16,543 |
|
| R3 |
16,870 |
16,766 |
16,470 |
|
| R2 |
16,605 |
16,605 |
16,446 |
|
| R1 |
16,501 |
16,501 |
16,421 |
16,553 |
| PP |
16,340 |
16,340 |
16,340 |
16,366 |
| S1 |
16,236 |
16,236 |
16,373 |
16,288 |
| S2 |
16,075 |
16,075 |
16,349 |
|
| S3 |
15,810 |
15,971 |
16,324 |
|
| S4 |
15,545 |
15,706 |
16,251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,489 |
16,078 |
411 |
2.5% |
170 |
1.1% |
18% |
False |
True |
130,044 |
| 10 |
16,489 |
16,078 |
411 |
2.5% |
165 |
1.0% |
18% |
False |
True |
131,147 |
| 20 |
16,540 |
16,078 |
462 |
2.9% |
137 |
0.8% |
16% |
False |
True |
101,894 |
| 40 |
16,540 |
15,608 |
932 |
5.8% |
133 |
0.8% |
58% |
False |
False |
72,838 |
| 60 |
16,540 |
15,409 |
1,131 |
7.0% |
126 |
0.8% |
66% |
False |
False |
48,572 |
| 80 |
16,540 |
14,588 |
1,952 |
12.1% |
119 |
0.7% |
80% |
False |
False |
36,442 |
| 100 |
16,540 |
14,588 |
1,952 |
12.1% |
101 |
0.6% |
80% |
False |
False |
29,156 |
| 120 |
16,540 |
14,545 |
1,995 |
12.4% |
89 |
0.5% |
81% |
False |
False |
24,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,527 |
|
2.618 |
17,077 |
|
1.618 |
16,801 |
|
1.000 |
16,630 |
|
0.618 |
16,525 |
|
HIGH |
16,354 |
|
0.618 |
16,249 |
|
0.500 |
16,216 |
|
0.382 |
16,184 |
|
LOW |
16,078 |
|
0.618 |
15,908 |
|
1.000 |
15,802 |
|
1.618 |
15,632 |
|
2.618 |
15,356 |
|
4.250 |
14,905 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,216 |
16,284 |
| PP |
16,194 |
16,239 |
| S1 |
16,173 |
16,195 |
|