| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,226.2 |
1,228.9 |
2.7 |
0.2% |
1,238.5 |
| High |
1,231.2 |
1,249.7 |
18.5 |
1.5% |
1,249.7 |
| Low |
1,225.0 |
1,228.9 |
3.9 |
0.3% |
1,219.8 |
| Close |
1,230.5 |
1,248.2 |
17.7 |
1.4% |
1,248.2 |
| Range |
6.2 |
20.8 |
14.6 |
235.5% |
29.9 |
| ATR |
19.0 |
19.2 |
0.1 |
0.7% |
0.0 |
| Volume |
2,706 |
2,651 |
-55 |
-2.0% |
13,105 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,304.7 |
1,297.2 |
1,259.6 |
|
| R3 |
1,283.9 |
1,276.4 |
1,253.9 |
|
| R2 |
1,263.1 |
1,263.1 |
1,252.0 |
|
| R1 |
1,255.6 |
1,255.6 |
1,250.1 |
1,259.4 |
| PP |
1,242.3 |
1,242.3 |
1,242.3 |
1,244.1 |
| S1 |
1,234.8 |
1,234.8 |
1,246.3 |
1,238.6 |
| S2 |
1,221.5 |
1,221.5 |
1,244.4 |
|
| S3 |
1,200.7 |
1,214.0 |
1,242.5 |
|
| S4 |
1,179.9 |
1,193.2 |
1,236.8 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.9 |
1,318.5 |
1,264.6 |
|
| R3 |
1,299.0 |
1,288.6 |
1,256.4 |
|
| R2 |
1,269.1 |
1,269.1 |
1,253.7 |
|
| R1 |
1,258.7 |
1,258.7 |
1,250.9 |
1,263.9 |
| PP |
1,239.2 |
1,239.2 |
1,239.2 |
1,241.9 |
| S1 |
1,228.8 |
1,228.8 |
1,245.5 |
1,234.0 |
| S2 |
1,209.3 |
1,209.3 |
1,242.7 |
|
| S3 |
1,179.4 |
1,198.9 |
1,240.0 |
|
| S4 |
1,149.5 |
1,169.0 |
1,231.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,249.7 |
1,219.8 |
29.9 |
2.4% |
16.9 |
1.4% |
95% |
True |
False |
2,621 |
| 10 |
1,249.7 |
1,186.7 |
63.0 |
5.0% |
18.3 |
1.5% |
98% |
True |
False |
1,761 |
| 20 |
1,255.6 |
1,186.7 |
68.9 |
5.5% |
19.1 |
1.5% |
89% |
False |
False |
1,251 |
| 40 |
1,295.0 |
1,186.7 |
108.3 |
8.7% |
18.5 |
1.5% |
57% |
False |
False |
1,380 |
| 60 |
1,362.0 |
1,186.7 |
175.3 |
14.0% |
18.0 |
1.4% |
35% |
False |
False |
1,191 |
| 80 |
1,376.1 |
1,186.7 |
189.4 |
15.2% |
18.5 |
1.5% |
32% |
False |
False |
1,022 |
| 100 |
1,431.7 |
1,186.7 |
245.0 |
19.6% |
17.9 |
1.4% |
25% |
False |
False |
943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,338.1 |
|
2.618 |
1,304.2 |
|
1.618 |
1,283.4 |
|
1.000 |
1,270.5 |
|
0.618 |
1,262.6 |
|
HIGH |
1,249.7 |
|
0.618 |
1,241.8 |
|
0.500 |
1,239.3 |
|
0.382 |
1,236.8 |
|
LOW |
1,228.9 |
|
0.618 |
1,216.0 |
|
1.000 |
1,208.1 |
|
1.618 |
1,195.2 |
|
2.618 |
1,174.4 |
|
4.250 |
1,140.5 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,245.2 |
1,243.7 |
| PP |
1,242.3 |
1,239.2 |
| S1 |
1,239.3 |
1,234.8 |
|