| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
5,290.0 |
5,299.0 |
9.0 |
0.2% |
5,322.0 |
| High |
5,293.0 |
5,303.0 |
10.0 |
0.2% |
5,335.0 |
| Low |
5,271.0 |
5,251.0 |
-20.0 |
-0.4% |
5,260.0 |
| Close |
5,290.0 |
5,261.0 |
-29.0 |
-0.5% |
5,290.0 |
| Range |
22.0 |
52.0 |
30.0 |
136.4% |
75.0 |
| ATR |
45.8 |
46.2 |
0.4 |
1.0% |
0.0 |
| Volume |
10,562 |
15,697 |
5,135 |
48.6% |
73,476 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,427.7 |
5,396.3 |
5,289.6 |
|
| R3 |
5,375.7 |
5,344.3 |
5,275.3 |
|
| R2 |
5,323.7 |
5,323.7 |
5,270.5 |
|
| R1 |
5,292.3 |
5,292.3 |
5,265.8 |
5,282.0 |
| PP |
5,271.7 |
5,271.7 |
5,271.7 |
5,266.5 |
| S1 |
5,240.3 |
5,240.3 |
5,256.2 |
5,230.0 |
| S2 |
5,219.7 |
5,219.7 |
5,251.5 |
|
| S3 |
5,167.7 |
5,188.3 |
5,246.7 |
|
| S4 |
5,115.7 |
5,136.3 |
5,232.4 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,520.0 |
5,480.0 |
5,331.3 |
|
| R3 |
5,445.0 |
5,405.0 |
5,310.6 |
|
| R2 |
5,370.0 |
5,370.0 |
5,303.8 |
|
| R1 |
5,330.0 |
5,330.0 |
5,296.9 |
5,312.5 |
| PP |
5,295.0 |
5,295.0 |
5,295.0 |
5,286.3 |
| S1 |
5,255.0 |
5,255.0 |
5,283.1 |
5,237.5 |
| S2 |
5,220.0 |
5,220.0 |
5,276.3 |
|
| S3 |
5,145.0 |
5,180.0 |
5,269.4 |
|
| S4 |
5,070.0 |
5,105.0 |
5,248.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,324.0 |
5,251.0 |
73.0 |
1.4% |
41.2 |
0.8% |
14% |
False |
True |
14,493 |
| 10 |
5,358.0 |
5,251.0 |
107.0 |
2.0% |
39.1 |
0.7% |
9% |
False |
True |
13,738 |
| 20 |
5,358.0 |
4,993.0 |
365.0 |
6.9% |
49.6 |
0.9% |
73% |
False |
False |
26,056 |
| 40 |
5,383.0 |
4,993.0 |
390.0 |
7.4% |
35.8 |
0.7% |
69% |
False |
False |
13,325 |
| 60 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
25.4 |
0.5% |
66% |
False |
False |
8,902 |
| 80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
21.8 |
0.4% |
66% |
False |
False |
6,693 |
| 100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
17.5 |
0.3% |
66% |
False |
False |
5,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,524.0 |
|
2.618 |
5,439.1 |
|
1.618 |
5,387.1 |
|
1.000 |
5,355.0 |
|
0.618 |
5,335.1 |
|
HIGH |
5,303.0 |
|
0.618 |
5,283.1 |
|
0.500 |
5,277.0 |
|
0.382 |
5,270.9 |
|
LOW |
5,251.0 |
|
0.618 |
5,218.9 |
|
1.000 |
5,199.0 |
|
1.618 |
5,166.9 |
|
2.618 |
5,114.9 |
|
4.250 |
5,030.0 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,277.0 |
5,277.0 |
| PP |
5,271.7 |
5,271.7 |
| S1 |
5,266.3 |
5,266.3 |
|