| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,821.25 |
1,818.00 |
-3.25 |
-0.2% |
1,829.50 |
| High |
1,826.25 |
1,825.75 |
-0.50 |
0.0% |
1,839.75 |
| Low |
1,814.50 |
1,811.00 |
-3.50 |
-0.2% |
1,814.50 |
| Close |
1,819.00 |
1,814.00 |
-5.00 |
-0.3% |
1,819.00 |
| Range |
11.75 |
14.75 |
3.00 |
25.5% |
25.25 |
| ATR |
13.39 |
13.49 |
0.10 |
0.7% |
0.00 |
| Volume |
9,231 |
1,536 |
-7,695 |
-83.4% |
14,881 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,861.25 |
1,852.25 |
1,822.00 |
|
| R3 |
1,846.50 |
1,837.50 |
1,818.00 |
|
| R2 |
1,831.75 |
1,831.75 |
1,816.75 |
|
| R1 |
1,822.75 |
1,822.75 |
1,815.25 |
1,820.00 |
| PP |
1,817.00 |
1,817.00 |
1,817.00 |
1,815.50 |
| S1 |
1,808.00 |
1,808.00 |
1,812.75 |
1,805.00 |
| S2 |
1,802.25 |
1,802.25 |
1,811.25 |
|
| S3 |
1,787.50 |
1,793.25 |
1,810.00 |
|
| S4 |
1,772.75 |
1,778.50 |
1,806.00 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,900.25 |
1,884.75 |
1,833.00 |
|
| R3 |
1,875.00 |
1,859.50 |
1,826.00 |
|
| R2 |
1,849.75 |
1,849.75 |
1,823.75 |
|
| R1 |
1,834.25 |
1,834.25 |
1,821.25 |
1,829.50 |
| PP |
1,824.50 |
1,824.50 |
1,824.50 |
1,822.00 |
| S1 |
1,809.00 |
1,809.00 |
1,816.75 |
1,804.00 |
| S2 |
1,799.25 |
1,799.25 |
1,814.25 |
|
| S3 |
1,774.00 |
1,783.75 |
1,812.00 |
|
| S4 |
1,748.75 |
1,758.50 |
1,805.00 |
|
|
| 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 |
1,811.00 |
28.75 |
1.6% |
12.25 |
0.7% |
10% |
False |
True |
3,283 |
| 10 |
1,839.75 |
1,796.00 |
43.75 |
2.4% |
10.50 |
0.6% |
41% |
False |
False |
2,076 |
| 20 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
14.50 |
0.8% |
72% |
False |
False |
1,214 |
| 40 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
13.50 |
0.7% |
78% |
False |
False |
664 |
| 60 |
1,839.75 |
1,652.00 |
187.75 |
10.4% |
12.75 |
0.7% |
86% |
False |
False |
461 |
| 80 |
1,839.75 |
1,631.50 |
208.25 |
11.5% |
11.75 |
0.7% |
88% |
False |
False |
361 |
| 100 |
1,839.75 |
1,608.25 |
231.50 |
12.8% |
10.50 |
0.6% |
89% |
False |
False |
290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,888.50 |
|
2.618 |
1,864.25 |
|
1.618 |
1,849.50 |
|
1.000 |
1,840.50 |
|
0.618 |
1,834.75 |
|
HIGH |
1,825.75 |
|
0.618 |
1,820.00 |
|
0.500 |
1,818.50 |
|
0.382 |
1,816.75 |
|
LOW |
1,811.00 |
|
0.618 |
1,802.00 |
|
1.000 |
1,796.25 |
|
1.618 |
1,787.25 |
|
2.618 |
1,772.50 |
|
4.250 |
1,748.25 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,818.50 |
1,822.50 |
| PP |
1,817.00 |
1,819.75 |
| S1 |
1,815.50 |
1,816.75 |
|