| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,827.00 |
1,830.25 |
3.25 |
0.2% |
1,832.00 |
| High |
1,837.25 |
1,836.25 |
-1.00 |
-0.1% |
1,839.00 |
| Low |
1,819.75 |
1,828.50 |
8.75 |
0.5% |
1,803.25 |
| Close |
1,831.75 |
1,832.00 |
0.25 |
0.0% |
1,827.75 |
| Range |
17.50 |
7.75 |
-9.75 |
-55.7% |
35.75 |
| ATR |
14.68 |
14.19 |
-0.50 |
-3.4% |
0.00 |
| Volume |
2,466 |
3,588 |
1,122 |
45.5% |
16,579 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,855.50 |
1,851.50 |
1,836.25 |
|
| R3 |
1,847.75 |
1,843.75 |
1,834.25 |
|
| R2 |
1,840.00 |
1,840.00 |
1,833.50 |
|
| R1 |
1,836.00 |
1,836.00 |
1,832.75 |
1,838.00 |
| PP |
1,832.25 |
1,832.25 |
1,832.25 |
1,833.25 |
| S1 |
1,828.25 |
1,828.25 |
1,831.25 |
1,830.25 |
| S2 |
1,824.50 |
1,824.50 |
1,830.50 |
|
| S3 |
1,816.75 |
1,820.50 |
1,829.75 |
|
| S4 |
1,809.00 |
1,812.75 |
1,827.75 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,930.50 |
1,915.00 |
1,847.50 |
|
| R3 |
1,894.75 |
1,879.25 |
1,837.50 |
|
| R2 |
1,859.00 |
1,859.00 |
1,834.25 |
|
| R1 |
1,843.50 |
1,843.50 |
1,831.00 |
1,833.50 |
| PP |
1,823.25 |
1,823.25 |
1,823.25 |
1,818.25 |
| S1 |
1,807.75 |
1,807.75 |
1,824.50 |
1,797.50 |
| S2 |
1,787.50 |
1,787.50 |
1,821.25 |
|
| S3 |
1,751.75 |
1,772.00 |
1,818.00 |
|
| S4 |
1,716.00 |
1,736.25 |
1,808.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,839.00 |
1,819.75 |
19.25 |
1.1% |
12.25 |
0.7% |
64% |
False |
False |
3,353 |
| 10 |
1,839.00 |
1,803.25 |
35.75 |
2.0% |
15.00 |
0.8% |
80% |
False |
False |
3,331 |
| 20 |
1,839.75 |
1,803.25 |
36.50 |
2.0% |
12.75 |
0.7% |
79% |
False |
False |
2,788 |
| 40 |
1,839.75 |
1,747.00 |
92.75 |
5.1% |
13.50 |
0.7% |
92% |
False |
False |
1,536 |
| 60 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
13.00 |
0.7% |
93% |
False |
False |
1,042 |
| 80 |
1,839.75 |
1,631.50 |
208.25 |
11.4% |
12.50 |
0.7% |
96% |
False |
False |
800 |
| 100 |
1,839.75 |
1,611.50 |
228.25 |
12.5% |
11.50 |
0.6% |
97% |
False |
False |
646 |
| 120 |
1,839.75 |
1,608.25 |
231.50 |
12.6% |
10.25 |
0.6% |
97% |
False |
False |
541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,869.25 |
|
2.618 |
1,856.50 |
|
1.618 |
1,848.75 |
|
1.000 |
1,844.00 |
|
0.618 |
1,841.00 |
|
HIGH |
1,836.25 |
|
0.618 |
1,833.25 |
|
0.500 |
1,832.50 |
|
0.382 |
1,831.50 |
|
LOW |
1,828.50 |
|
0.618 |
1,823.75 |
|
1.000 |
1,820.75 |
|
1.618 |
1,816.00 |
|
2.618 |
1,808.25 |
|
4.250 |
1,795.50 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,832.50 |
1,830.75 |
| PP |
1,832.25 |
1,829.75 |
| S1 |
1,832.00 |
1,828.50 |
|