| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,243.9 |
1,238.0 |
-5.9 |
-0.5% |
1,250.0 |
| High |
1,243.9 |
1,265.5 |
21.6 |
1.7% |
1,255.6 |
| Low |
1,237.1 |
1,233.0 |
-4.1 |
-0.3% |
1,236.9 |
| Close |
1,239.3 |
1,263.1 |
23.8 |
1.9% |
1,252.9 |
| Range |
6.8 |
32.5 |
25.7 |
377.9% |
18.7 |
| ATR |
16.4 |
17.5 |
1.2 |
7.0% |
0.0 |
| Volume |
2,721 |
2,382 |
-339 |
-12.5% |
22,280 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.4 |
1,339.7 |
1,281.0 |
|
| R3 |
1,318.9 |
1,307.2 |
1,272.0 |
|
| R2 |
1,286.4 |
1,286.4 |
1,269.1 |
|
| R1 |
1,274.7 |
1,274.7 |
1,266.1 |
1,280.6 |
| PP |
1,253.9 |
1,253.9 |
1,253.9 |
1,256.8 |
| S1 |
1,242.2 |
1,242.2 |
1,260.1 |
1,248.1 |
| S2 |
1,221.4 |
1,221.4 |
1,257.1 |
|
| S3 |
1,188.9 |
1,209.7 |
1,254.2 |
|
| S4 |
1,156.4 |
1,177.2 |
1,245.2 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,304.6 |
1,297.4 |
1,263.2 |
|
| R3 |
1,285.9 |
1,278.7 |
1,258.0 |
|
| R2 |
1,267.2 |
1,267.2 |
1,256.3 |
|
| R1 |
1,260.0 |
1,260.0 |
1,254.6 |
1,263.6 |
| PP |
1,248.5 |
1,248.5 |
1,248.5 |
1,250.3 |
| S1 |
1,241.3 |
1,241.3 |
1,251.2 |
1,244.9 |
| S2 |
1,229.8 |
1,229.8 |
1,249.5 |
|
| S3 |
1,211.1 |
1,222.6 |
1,247.8 |
|
| S4 |
1,192.4 |
1,203.9 |
1,242.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,265.5 |
1,233.0 |
32.5 |
2.6% |
17.2 |
1.4% |
93% |
True |
True |
3,251 |
| 10 |
1,265.5 |
1,225.0 |
40.5 |
3.2% |
14.2 |
1.1% |
94% |
True |
False |
3,415 |
| 20 |
1,265.5 |
1,186.7 |
78.8 |
6.2% |
15.8 |
1.2% |
97% |
True |
False |
2,343 |
| 40 |
1,268.0 |
1,186.7 |
81.3 |
6.4% |
18.8 |
1.5% |
94% |
False |
False |
1,774 |
| 60 |
1,362.0 |
1,186.7 |
175.3 |
13.9% |
17.3 |
1.4% |
44% |
False |
False |
1,569 |
| 80 |
1,362.0 |
1,186.7 |
175.3 |
13.9% |
18.2 |
1.4% |
44% |
False |
False |
1,338 |
| 100 |
1,414.8 |
1,186.7 |
228.1 |
18.1% |
18.1 |
1.4% |
33% |
False |
False |
1,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,403.6 |
|
2.618 |
1,350.6 |
|
1.618 |
1,318.1 |
|
1.000 |
1,298.0 |
|
0.618 |
1,285.6 |
|
HIGH |
1,265.5 |
|
0.618 |
1,253.1 |
|
0.500 |
1,249.3 |
|
0.382 |
1,245.4 |
|
LOW |
1,233.0 |
|
0.618 |
1,212.9 |
|
1.000 |
1,200.5 |
|
1.618 |
1,180.4 |
|
2.618 |
1,147.9 |
|
4.250 |
1,094.9 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,258.5 |
1,258.5 |
| PP |
1,253.9 |
1,253.9 |
| S1 |
1,249.3 |
1,249.3 |
|