| 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 |
1,833.00 |
1,817.25 |
-15.75 |
-0.9% |
1,827.00 |
| High |
1,837.25 |
1,821.25 |
-16.00 |
-0.9% |
1,837.25 |
| Low |
1,807.50 |
1,773.25 |
-34.25 |
-1.9% |
1,773.25 |
| Close |
1,817.50 |
1,775.25 |
-42.25 |
-2.3% |
1,775.25 |
| Range |
29.75 |
48.00 |
18.25 |
61.3% |
64.00 |
| ATR |
15.30 |
17.63 |
2.34 |
15.3% |
0.00 |
| Volume |
2,947 |
5,689 |
2,742 |
93.0% |
14,690 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,934.00 |
1,902.50 |
1,801.75 |
|
| R3 |
1,886.00 |
1,854.50 |
1,788.50 |
|
| R2 |
1,838.00 |
1,838.00 |
1,784.00 |
|
| R1 |
1,806.50 |
1,806.50 |
1,779.75 |
1,798.25 |
| PP |
1,790.00 |
1,790.00 |
1,790.00 |
1,785.75 |
| S1 |
1,758.50 |
1,758.50 |
1,770.75 |
1,750.25 |
| S2 |
1,742.00 |
1,742.00 |
1,766.50 |
|
| S3 |
1,694.00 |
1,710.50 |
1,762.00 |
|
| S4 |
1,646.00 |
1,662.50 |
1,748.75 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,987.25 |
1,945.25 |
1,810.50 |
|
| R3 |
1,923.25 |
1,881.25 |
1,792.75 |
|
| R2 |
1,859.25 |
1,859.25 |
1,787.00 |
|
| R1 |
1,817.25 |
1,817.25 |
1,781.00 |
1,806.25 |
| PP |
1,795.25 |
1,795.25 |
1,795.25 |
1,789.75 |
| S1 |
1,753.25 |
1,753.25 |
1,769.50 |
1,742.25 |
| S2 |
1,731.25 |
1,731.25 |
1,763.50 |
|
| S3 |
1,667.25 |
1,689.25 |
1,757.75 |
|
| S4 |
1,603.25 |
1,625.25 |
1,740.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,837.25 |
1,773.25 |
64.00 |
3.6% |
23.25 |
1.3% |
3% |
False |
True |
3,580 |
| 10 |
1,839.00 |
1,773.25 |
65.75 |
3.7% |
20.50 |
1.2% |
3% |
False |
True |
3,432 |
| 20 |
1,839.75 |
1,773.25 |
66.50 |
3.7% |
16.00 |
0.9% |
3% |
False |
True |
3,071 |
| 40 |
1,839.75 |
1,747.00 |
92.75 |
5.2% |
15.00 |
0.8% |
30% |
False |
False |
1,750 |
| 60 |
1,839.75 |
1,725.25 |
114.50 |
6.4% |
14.25 |
0.8% |
44% |
False |
False |
1,184 |
| 80 |
1,839.75 |
1,631.50 |
208.25 |
11.7% |
13.25 |
0.8% |
69% |
False |
False |
908 |
| 100 |
1,839.75 |
1,619.25 |
220.50 |
12.4% |
12.25 |
0.7% |
71% |
False |
False |
732 |
| 120 |
1,839.75 |
1,608.25 |
231.50 |
13.0% |
10.75 |
0.6% |
72% |
False |
False |
611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,025.25 |
|
2.618 |
1,947.00 |
|
1.618 |
1,899.00 |
|
1.000 |
1,869.25 |
|
0.618 |
1,851.00 |
|
HIGH |
1,821.25 |
|
0.618 |
1,803.00 |
|
0.500 |
1,797.25 |
|
0.382 |
1,791.50 |
|
LOW |
1,773.25 |
|
0.618 |
1,743.50 |
|
1.000 |
1,725.25 |
|
1.618 |
1,695.50 |
|
2.618 |
1,647.50 |
|
4.250 |
1,569.25 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,797.25 |
1,805.25 |
| PP |
1,790.00 |
1,795.25 |
| S1 |
1,782.50 |
1,785.25 |
|