| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,824.00 |
1,781.75 |
-42.25 |
-2.3% |
1,834.00 |
| High |
1,828.00 |
1,792.00 |
-36.00 |
-2.0% |
1,844.00 |
| Low |
1,780.00 |
1,767.00 |
-13.00 |
-0.7% |
1,780.00 |
| Close |
1,782.00 |
1,775.75 |
-6.25 |
-0.4% |
1,782.00 |
| Range |
48.00 |
25.00 |
-23.00 |
-47.9% |
64.00 |
| ATR |
18.21 |
18.70 |
0.48 |
2.7% |
0.00 |
| Volume |
2,566,321 |
2,776,036 |
209,715 |
8.2% |
6,653,103 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,853.25 |
1,839.50 |
1,789.50 |
|
| R3 |
1,828.25 |
1,814.50 |
1,782.50 |
|
| R2 |
1,803.25 |
1,803.25 |
1,780.25 |
|
| R1 |
1,789.50 |
1,789.50 |
1,778.00 |
1,784.00 |
| PP |
1,778.25 |
1,778.25 |
1,778.25 |
1,775.50 |
| S1 |
1,764.50 |
1,764.50 |
1,773.50 |
1,759.00 |
| S2 |
1,753.25 |
1,753.25 |
1,771.25 |
|
| S3 |
1,728.25 |
1,739.50 |
1,769.00 |
|
| S4 |
1,703.25 |
1,714.50 |
1,762.00 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,994.00 |
1,952.00 |
1,817.25 |
|
| R3 |
1,930.00 |
1,888.00 |
1,799.50 |
|
| R2 |
1,866.00 |
1,866.00 |
1,793.75 |
|
| R1 |
1,824.00 |
1,824.00 |
1,787.75 |
1,813.00 |
| PP |
1,802.00 |
1,802.00 |
1,802.00 |
1,796.50 |
| S1 |
1,760.00 |
1,760.00 |
1,776.25 |
1,749.00 |
| S2 |
1,738.00 |
1,738.00 |
1,770.25 |
|
| S3 |
1,674.00 |
1,696.00 |
1,764.50 |
|
| S4 |
1,610.00 |
1,632.00 |
1,746.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,844.00 |
1,767.00 |
77.00 |
4.3% |
26.00 |
1.5% |
11% |
False |
True |
1,885,827 |
| 10 |
1,845.75 |
1,767.00 |
78.75 |
4.4% |
21.75 |
1.2% |
11% |
False |
True |
1,613,009 |
| 20 |
1,846.50 |
1,767.00 |
79.50 |
4.5% |
17.25 |
1.0% |
11% |
False |
True |
1,341,740 |
| 40 |
1,846.50 |
1,754.00 |
92.50 |
5.2% |
16.25 |
0.9% |
24% |
False |
False |
1,017,000 |
| 60 |
1,846.50 |
1,729.50 |
117.00 |
6.6% |
16.00 |
0.9% |
40% |
False |
False |
679,960 |
| 80 |
1,846.50 |
1,633.50 |
213.00 |
12.0% |
16.50 |
0.9% |
67% |
False |
False |
511,256 |
| 100 |
1,846.50 |
1,622.75 |
223.75 |
12.6% |
16.00 |
0.9% |
68% |
False |
False |
409,322 |
| 120 |
1,846.50 |
1,613.00 |
233.50 |
13.1% |
15.75 |
0.9% |
70% |
False |
False |
341,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,898.25 |
|
2.618 |
1,857.50 |
|
1.618 |
1,832.50 |
|
1.000 |
1,817.00 |
|
0.618 |
1,807.50 |
|
HIGH |
1,792.00 |
|
0.618 |
1,782.50 |
|
0.500 |
1,779.50 |
|
0.382 |
1,776.50 |
|
LOW |
1,767.00 |
|
0.618 |
1,751.50 |
|
1.000 |
1,742.00 |
|
1.618 |
1,726.50 |
|
2.618 |
1,701.50 |
|
4.250 |
1,660.75 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,779.50 |
1,805.50 |
| PP |
1,778.25 |
1,795.50 |
| S1 |
1,777.00 |
1,785.75 |
|