| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,833.25 |
1,838.50 |
5.25 |
0.3% |
1,824.00 |
| High |
1,842.50 |
1,838.75 |
-3.75 |
-0.2% |
1,842.50 |
| Low |
1,826.25 |
1,809.50 |
-16.75 |
-0.9% |
1,817.25 |
| Close |
1,837.75 |
1,815.00 |
-22.75 |
-1.2% |
1,837.75 |
| Range |
16.25 |
29.25 |
13.00 |
80.0% |
25.25 |
| ATR |
14.31 |
15.38 |
1.07 |
7.5% |
0.00 |
| Volume |
1,455,887 |
1,710,408 |
254,521 |
17.5% |
6,642,556 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,908.75 |
1,891.25 |
1,831.00 |
|
| R3 |
1,879.50 |
1,862.00 |
1,823.00 |
|
| R2 |
1,850.25 |
1,850.25 |
1,820.25 |
|
| R1 |
1,832.75 |
1,832.75 |
1,817.75 |
1,827.00 |
| PP |
1,821.00 |
1,821.00 |
1,821.00 |
1,818.25 |
| S1 |
1,803.50 |
1,803.50 |
1,812.25 |
1,797.50 |
| S2 |
1,791.75 |
1,791.75 |
1,809.75 |
|
| S3 |
1,762.50 |
1,774.25 |
1,807.00 |
|
| S4 |
1,733.25 |
1,745.00 |
1,799.00 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,908.25 |
1,898.25 |
1,851.75 |
|
| R3 |
1,883.00 |
1,873.00 |
1,844.75 |
|
| R2 |
1,857.75 |
1,857.75 |
1,842.50 |
|
| R1 |
1,847.75 |
1,847.75 |
1,840.00 |
1,852.75 |
| PP |
1,832.50 |
1,832.50 |
1,832.50 |
1,835.00 |
| S1 |
1,822.50 |
1,822.50 |
1,835.50 |
1,827.50 |
| S2 |
1,807.25 |
1,807.25 |
1,833.00 |
|
| S3 |
1,782.00 |
1,797.25 |
1,830.75 |
|
| S4 |
1,756.75 |
1,772.00 |
1,823.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,842.50 |
1,809.50 |
33.00 |
1.8% |
17.00 |
0.9% |
17% |
False |
True |
1,396,751 |
| 10 |
1,846.50 |
1,809.50 |
37.00 |
2.0% |
15.00 |
0.8% |
15% |
False |
True |
1,179,242 |
| 20 |
1,846.50 |
1,754.00 |
92.50 |
5.1% |
15.50 |
0.9% |
66% |
False |
False |
1,232,929 |
| 40 |
1,846.50 |
1,754.00 |
92.50 |
5.1% |
14.50 |
0.8% |
66% |
False |
False |
657,793 |
| 60 |
1,846.50 |
1,700.25 |
146.25 |
8.1% |
15.00 |
0.8% |
78% |
False |
False |
440,250 |
| 80 |
1,846.50 |
1,633.50 |
213.00 |
11.7% |
15.75 |
0.9% |
85% |
False |
False |
331,382 |
| 100 |
1,846.50 |
1,613.00 |
233.50 |
12.9% |
15.75 |
0.9% |
87% |
False |
False |
265,131 |
| 120 |
1,846.50 |
1,613.00 |
233.50 |
12.9% |
15.00 |
0.8% |
87% |
False |
False |
220,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,963.00 |
|
2.618 |
1,915.25 |
|
1.618 |
1,886.00 |
|
1.000 |
1,868.00 |
|
0.618 |
1,856.75 |
|
HIGH |
1,838.75 |
|
0.618 |
1,827.50 |
|
0.500 |
1,824.00 |
|
0.382 |
1,820.75 |
|
LOW |
1,809.50 |
|
0.618 |
1,791.50 |
|
1.000 |
1,780.25 |
|
1.618 |
1,762.25 |
|
2.618 |
1,733.00 |
|
4.250 |
1,685.25 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,824.00 |
1,826.00 |
| PP |
1,821.00 |
1,822.25 |
| S1 |
1,818.00 |
1,818.75 |
|