| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
5,328.0 |
5,318.0 |
-10.0 |
-0.2% |
5,341.0 |
| High |
5,358.0 |
5,326.0 |
-32.0 |
-0.6% |
5,358.0 |
| Low |
5,322.0 |
5,294.0 |
-28.0 |
-0.5% |
5,294.0 |
| Close |
5,345.0 |
5,312.0 |
-33.0 |
-0.6% |
5,312.0 |
| Range |
36.0 |
32.0 |
-4.0 |
-11.1% |
64.0 |
| ATR |
48.0 |
48.2 |
0.2 |
0.4% |
0.0 |
| Volume |
13,254 |
14,860 |
1,606 |
12.1% |
48,210 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,406.7 |
5,391.3 |
5,329.6 |
|
| R3 |
5,374.7 |
5,359.3 |
5,320.8 |
|
| R2 |
5,342.7 |
5,342.7 |
5,317.9 |
|
| R1 |
5,327.3 |
5,327.3 |
5,314.9 |
5,319.0 |
| PP |
5,310.7 |
5,310.7 |
5,310.7 |
5,306.5 |
| S1 |
5,295.3 |
5,295.3 |
5,309.1 |
5,287.0 |
| S2 |
5,278.7 |
5,278.7 |
5,306.1 |
|
| S3 |
5,246.7 |
5,263.3 |
5,303.2 |
|
| S4 |
5,214.7 |
5,231.3 |
5,294.4 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,513.3 |
5,476.7 |
5,347.2 |
|
| R3 |
5,449.3 |
5,412.7 |
5,329.6 |
|
| R2 |
5,385.3 |
5,385.3 |
5,323.7 |
|
| R1 |
5,348.7 |
5,348.7 |
5,317.9 |
5,335.0 |
| PP |
5,321.3 |
5,321.3 |
5,321.3 |
5,314.5 |
| S1 |
5,284.7 |
5,284.7 |
5,306.1 |
5,271.0 |
| S2 |
5,257.3 |
5,257.3 |
5,300.3 |
|
| S3 |
5,193.3 |
5,220.7 |
5,294.4 |
|
| S4 |
5,129.3 |
5,156.7 |
5,276.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,358.0 |
5,294.0 |
64.0 |
1.2% |
38.0 |
0.7% |
28% |
False |
True |
12,243 |
| 10 |
5,358.0 |
5,055.0 |
303.0 |
5.7% |
48.2 |
0.9% |
85% |
False |
False |
21,529 |
| 20 |
5,358.0 |
4,993.0 |
365.0 |
6.9% |
50.3 |
0.9% |
87% |
False |
False |
22,108 |
| 40 |
5,394.0 |
4,993.0 |
401.0 |
7.5% |
30.7 |
0.6% |
80% |
False |
False |
11,100 |
| 60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
23.2 |
0.4% |
78% |
False |
False |
7,425 |
| 80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
18.6 |
0.4% |
78% |
False |
False |
5,583 |
| 100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
14.9 |
0.3% |
78% |
False |
False |
4,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,462.0 |
|
2.618 |
5,409.8 |
|
1.618 |
5,377.8 |
|
1.000 |
5,358.0 |
|
0.618 |
5,345.8 |
|
HIGH |
5,326.0 |
|
0.618 |
5,313.8 |
|
0.500 |
5,310.0 |
|
0.382 |
5,306.2 |
|
LOW |
5,294.0 |
|
0.618 |
5,274.2 |
|
1.000 |
5,262.0 |
|
1.618 |
5,242.2 |
|
2.618 |
5,210.2 |
|
4.250 |
5,158.0 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,311.3 |
5,326.0 |
| PP |
5,310.7 |
5,321.3 |
| S1 |
5,310.0 |
5,316.7 |
|