| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,625.50 |
3,613.25 |
-12.25 |
-0.3% |
3,584.50 |
| High |
3,635.25 |
3,621.25 |
-14.00 |
-0.4% |
3,635.25 |
| Low |
3,581.50 |
3,527.75 |
-53.75 |
-1.5% |
3,527.75 |
| Close |
3,613.75 |
3,532.25 |
-81.50 |
-2.3% |
3,532.25 |
| Range |
53.75 |
93.50 |
39.75 |
74.0% |
107.50 |
| ATR |
37.32 |
41.33 |
4.01 |
10.8% |
0.00 |
| Volume |
286,469 |
379,834 |
93,365 |
32.6% |
1,061,381 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,841.00 |
3,780.00 |
3,583.75 |
|
| R3 |
3,747.50 |
3,686.50 |
3,558.00 |
|
| R2 |
3,654.00 |
3,654.00 |
3,549.50 |
|
| R1 |
3,593.00 |
3,593.00 |
3,540.75 |
3,576.75 |
| PP |
3,560.50 |
3,560.50 |
3,560.50 |
3,552.25 |
| S1 |
3,499.50 |
3,499.50 |
3,523.75 |
3,483.25 |
| S2 |
3,467.00 |
3,467.00 |
3,515.00 |
|
| S3 |
3,373.50 |
3,406.00 |
3,506.50 |
|
| S4 |
3,280.00 |
3,312.50 |
3,480.75 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,887.50 |
3,817.50 |
3,591.50 |
|
| R3 |
3,780.00 |
3,710.00 |
3,561.75 |
|
| R2 |
3,672.50 |
3,672.50 |
3,552.00 |
|
| R1 |
3,602.50 |
3,602.50 |
3,542.00 |
3,583.75 |
| PP |
3,565.00 |
3,565.00 |
3,565.00 |
3,555.75 |
| S1 |
3,495.00 |
3,495.00 |
3,522.50 |
3,476.25 |
| S2 |
3,457.50 |
3,457.50 |
3,512.50 |
|
| S3 |
3,350.00 |
3,387.50 |
3,502.75 |
|
| S4 |
3,242.50 |
3,280.00 |
3,473.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,635.25 |
3,527.75 |
107.50 |
3.0% |
48.25 |
1.4% |
4% |
False |
True |
263,514 |
| 10 |
3,635.25 |
3,492.50 |
142.75 |
4.0% |
48.50 |
1.4% |
28% |
False |
False |
260,371 |
| 20 |
3,635.25 |
3,492.50 |
142.75 |
4.0% |
39.00 |
1.1% |
28% |
False |
False |
208,348 |
| 40 |
3,635.25 |
3,415.25 |
220.00 |
6.2% |
36.00 |
1.0% |
53% |
False |
False |
154,294 |
| 60 |
3,635.25 |
3,308.25 |
327.00 |
9.3% |
33.75 |
1.0% |
69% |
False |
False |
102,956 |
| 80 |
3,635.25 |
3,110.00 |
525.25 |
14.9% |
34.25 |
1.0% |
80% |
False |
False |
77,260 |
| 100 |
3,635.25 |
3,073.25 |
562.00 |
15.9% |
29.25 |
0.8% |
82% |
False |
False |
61,829 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
16.7% |
25.00 |
0.7% |
83% |
False |
False |
51,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,018.50 |
|
2.618 |
3,866.00 |
|
1.618 |
3,772.50 |
|
1.000 |
3,714.75 |
|
0.618 |
3,679.00 |
|
HIGH |
3,621.25 |
|
0.618 |
3,585.50 |
|
0.500 |
3,574.50 |
|
0.382 |
3,563.50 |
|
LOW |
3,527.75 |
|
0.618 |
3,470.00 |
|
1.000 |
3,434.25 |
|
1.618 |
3,376.50 |
|
2.618 |
3,283.00 |
|
4.250 |
3,130.50 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,574.50 |
3,581.50 |
| PP |
3,560.50 |
3,565.00 |
| S1 |
3,546.25 |
3,548.75 |
|