| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
5,299.0 |
5,225.0 |
-74.0 |
-1.4% |
5,322.0 |
| High |
5,303.0 |
5,230.0 |
-73.0 |
-1.4% |
5,335.0 |
| Low |
5,251.0 |
5,168.0 |
-83.0 |
-1.6% |
5,260.0 |
| Close |
5,261.0 |
5,174.0 |
-87.0 |
-1.7% |
5,290.0 |
| Range |
52.0 |
62.0 |
10.0 |
19.2% |
75.0 |
| ATR |
46.2 |
49.5 |
3.3 |
7.2% |
0.0 |
| Volume |
15,697 |
31,268 |
15,571 |
99.2% |
73,476 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,376.7 |
5,337.3 |
5,208.1 |
|
| R3 |
5,314.7 |
5,275.3 |
5,191.1 |
|
| R2 |
5,252.7 |
5,252.7 |
5,185.4 |
|
| R1 |
5,213.3 |
5,213.3 |
5,179.7 |
5,202.0 |
| PP |
5,190.7 |
5,190.7 |
5,190.7 |
5,185.0 |
| S1 |
5,151.3 |
5,151.3 |
5,168.3 |
5,140.0 |
| S2 |
5,128.7 |
5,128.7 |
5,162.6 |
|
| S3 |
5,066.7 |
5,089.3 |
5,157.0 |
|
| S4 |
5,004.7 |
5,027.3 |
5,139.9 |
|
|
| 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 |
5,168.0 |
156.0 |
3.0% |
46.8 |
0.9% |
4% |
False |
True |
17,430 |
| 10 |
5,358.0 |
5,168.0 |
190.0 |
3.7% |
42.2 |
0.8% |
3% |
False |
True |
15,827 |
| 20 |
5,358.0 |
5,006.0 |
352.0 |
6.8% |
48.2 |
0.9% |
48% |
False |
False |
27,290 |
| 40 |
5,383.0 |
4,993.0 |
390.0 |
7.5% |
37.3 |
0.7% |
46% |
False |
False |
14,107 |
| 60 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
26.5 |
0.5% |
44% |
False |
False |
9,421 |
| 80 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
22.4 |
0.4% |
44% |
False |
False |
7,080 |
| 100 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
18.1 |
0.3% |
44% |
False |
False |
5,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,493.5 |
|
2.618 |
5,392.3 |
|
1.618 |
5,330.3 |
|
1.000 |
5,292.0 |
|
0.618 |
5,268.3 |
|
HIGH |
5,230.0 |
|
0.618 |
5,206.3 |
|
0.500 |
5,199.0 |
|
0.382 |
5,191.7 |
|
LOW |
5,168.0 |
|
0.618 |
5,129.7 |
|
1.000 |
5,106.0 |
|
1.618 |
5,067.7 |
|
2.618 |
5,005.7 |
|
4.250 |
4,904.5 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,199.0 |
5,235.5 |
| PP |
5,190.7 |
5,215.0 |
| S1 |
5,182.3 |
5,194.5 |
|