| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,512.38 |
16,572.17 |
59.79 |
0.4% |
16,225.25 |
| High |
16,588.25 |
16,573.07 |
-15.18 |
-0.1% |
16,529.01 |
| Low |
16,511.48 |
16,416.49 |
-94.99 |
-0.6% |
16,225.25 |
| Close |
16,576.66 |
16,441.35 |
-135.31 |
-0.8% |
16,478.41 |
| Range |
76.77 |
156.58 |
79.81 |
104.0% |
303.76 |
| ATR |
107.95 |
111.68 |
3.73 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,946.71 |
16,850.61 |
16,527.47 |
|
| R3 |
16,790.13 |
16,694.03 |
16,484.41 |
|
| R2 |
16,633.55 |
16,633.55 |
16,470.06 |
|
| R1 |
16,537.45 |
16,537.45 |
16,455.70 |
16,507.21 |
| PP |
16,476.97 |
16,476.97 |
16,476.97 |
16,461.85 |
| S1 |
16,380.87 |
16,380.87 |
16,427.00 |
16,350.63 |
| S2 |
16,320.39 |
16,320.39 |
16,412.64 |
|
| S3 |
16,163.81 |
16,224.29 |
16,398.29 |
|
| S4 |
16,007.23 |
16,067.71 |
16,355.23 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,322.17 |
17,204.05 |
16,645.48 |
|
| R3 |
17,018.41 |
16,900.29 |
16,561.94 |
|
| R2 |
16,714.65 |
16,714.65 |
16,534.10 |
|
| R1 |
16,596.53 |
16,596.53 |
16,506.25 |
16,655.59 |
| PP |
16,410.89 |
16,410.89 |
16,410.89 |
16,440.42 |
| S1 |
16,292.77 |
16,292.77 |
16,450.57 |
16,351.83 |
| S2 |
16,107.13 |
16,107.13 |
16,422.72 |
|
| S3 |
15,803.37 |
15,989.01 |
16,394.88 |
|
| S4 |
15,499.61 |
15,685.25 |
16,311.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,588.25 |
16,370.97 |
217.28 |
1.3% |
88.13 |
0.5% |
32% |
False |
False |
|
| 10 |
16,588.25 |
15,808.92 |
779.33 |
4.7% |
114.50 |
0.7% |
81% |
False |
False |
|
| 20 |
16,588.25 |
15,703.79 |
884.46 |
5.4% |
116.91 |
0.7% |
83% |
False |
False |
|
| 40 |
16,588.25 |
15,522.18 |
1,066.07 |
6.5% |
112.07 |
0.7% |
86% |
False |
False |
|
| 60 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
117.37 |
0.7% |
92% |
False |
False |
|
| 80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
119.37 |
0.7% |
92% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
121.15 |
0.7% |
92% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
117.96 |
0.7% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,238.54 |
|
2.618 |
16,983.00 |
|
1.618 |
16,826.42 |
|
1.000 |
16,729.65 |
|
0.618 |
16,669.84 |
|
HIGH |
16,573.07 |
|
0.618 |
16,513.26 |
|
0.500 |
16,494.78 |
|
0.382 |
16,476.30 |
|
LOW |
16,416.49 |
|
0.618 |
16,319.72 |
|
1.000 |
16,259.91 |
|
1.618 |
16,163.14 |
|
2.618 |
16,006.56 |
|
4.250 |
15,751.03 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,494.78 |
16,502.37 |
| PP |
16,476.97 |
16,482.03 |
| S1 |
16,459.16 |
16,461.69 |
|