| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,828.25 |
1,833.00 |
4.75 |
0.3% |
1,810.00 |
| High |
1,839.75 |
1,834.00 |
-5.75 |
-0.3% |
1,832.75 |
| Low |
1,828.25 |
1,815.50 |
-12.75 |
-0.7% |
1,810.00 |
| Close |
1,834.50 |
1,820.00 |
-14.50 |
-0.8% |
1,829.75 |
| Range |
11.50 |
18.50 |
7.00 |
60.9% |
22.75 |
| ATR |
13.10 |
13.52 |
0.42 |
3.2% |
0.00 |
| Volume |
2,582 |
2,450 |
-132 |
-5.1% |
3,648 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,878.75 |
1,867.75 |
1,830.25 |
|
| R3 |
1,860.25 |
1,849.25 |
1,825.00 |
|
| R2 |
1,841.75 |
1,841.75 |
1,823.50 |
|
| R1 |
1,830.75 |
1,830.75 |
1,821.75 |
1,827.00 |
| PP |
1,823.25 |
1,823.25 |
1,823.25 |
1,821.25 |
| S1 |
1,812.25 |
1,812.25 |
1,818.25 |
1,808.50 |
| S2 |
1,804.75 |
1,804.75 |
1,816.50 |
|
| S3 |
1,786.25 |
1,793.75 |
1,815.00 |
|
| S4 |
1,767.75 |
1,775.25 |
1,809.75 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,892.50 |
1,883.75 |
1,842.25 |
|
| R3 |
1,869.75 |
1,861.00 |
1,836.00 |
|
| R2 |
1,847.00 |
1,847.00 |
1,834.00 |
|
| R1 |
1,838.25 |
1,838.25 |
1,831.75 |
1,842.50 |
| PP |
1,824.25 |
1,824.25 |
1,824.25 |
1,826.25 |
| S1 |
1,815.50 |
1,815.50 |
1,827.75 |
1,820.00 |
| S2 |
1,801.50 |
1,801.50 |
1,825.50 |
|
| S3 |
1,778.75 |
1,792.75 |
1,823.50 |
|
| S4 |
1,756.00 |
1,770.00 |
1,817.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,839.75 |
1,815.50 |
24.25 |
1.3% |
9.75 |
0.5% |
19% |
False |
True |
1,267 |
| 10 |
1,839.75 |
1,754.00 |
85.75 |
4.7% |
13.50 |
0.7% |
77% |
False |
False |
1,111 |
| 20 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
14.50 |
0.8% |
79% |
False |
False |
683 |
| 40 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
13.25 |
0.7% |
83% |
False |
False |
396 |
| 60 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
12.75 |
0.7% |
91% |
False |
False |
285 |
| 80 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
11.75 |
0.6% |
91% |
False |
False |
226 |
| 100 |
1,839.75 |
1,608.25 |
231.50 |
12.7% |
10.25 |
0.6% |
91% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,912.50 |
|
2.618 |
1,882.50 |
|
1.618 |
1,864.00 |
|
1.000 |
1,852.50 |
|
0.618 |
1,845.50 |
|
HIGH |
1,834.00 |
|
0.618 |
1,827.00 |
|
0.500 |
1,824.75 |
|
0.382 |
1,822.50 |
|
LOW |
1,815.50 |
|
0.618 |
1,804.00 |
|
1.000 |
1,797.00 |
|
1.618 |
1,785.50 |
|
2.618 |
1,767.00 |
|
4.250 |
1,737.00 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,824.75 |
1,827.50 |
| PP |
1,823.25 |
1,825.00 |
| S1 |
1,821.50 |
1,822.50 |
|