| 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 |
16,572.17 |
16,456.89 |
-115.28 |
-0.7% |
16,484.51 |
| High |
16,573.07 |
16,518.74 |
-54.33 |
-0.3% |
16,588.25 |
| Low |
16,416.49 |
16,439.30 |
22.81 |
0.1% |
16,416.49 |
| Close |
16,441.35 |
16,469.99 |
28.64 |
0.2% |
16,469.99 |
| Range |
156.58 |
79.44 |
-77.14 |
-49.3% |
171.76 |
| ATR |
111.68 |
109.38 |
-2.30 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,714.33 |
16,671.60 |
16,513.68 |
|
| R3 |
16,634.89 |
16,592.16 |
16,491.84 |
|
| R2 |
16,555.45 |
16,555.45 |
16,484.55 |
|
| R1 |
16,512.72 |
16,512.72 |
16,477.27 |
16,534.09 |
| PP |
16,476.01 |
16,476.01 |
16,476.01 |
16,486.69 |
| S1 |
16,433.28 |
16,433.28 |
16,462.71 |
16,454.65 |
| S2 |
16,396.57 |
16,396.57 |
16,455.43 |
|
| S3 |
16,317.13 |
16,353.84 |
16,448.14 |
|
| S4 |
16,237.69 |
16,274.40 |
16,426.30 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,006.86 |
16,910.18 |
16,564.46 |
|
| R3 |
16,835.10 |
16,738.42 |
16,517.22 |
|
| R2 |
16,663.34 |
16,663.34 |
16,501.48 |
|
| R1 |
16,566.66 |
16,566.66 |
16,485.73 |
16,529.12 |
| PP |
16,491.58 |
16,491.58 |
16,491.58 |
16,472.81 |
| S1 |
16,394.90 |
16,394.90 |
16,454.25 |
16,357.36 |
| S2 |
16,319.82 |
16,319.82 |
16,438.50 |
|
| S3 |
16,148.06 |
16,223.14 |
16,422.76 |
|
| S4 |
15,976.30 |
16,051.38 |
16,375.52 |
|
|
| 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 |
16,416.49 |
171.76 |
1.0% |
81.61 |
0.5% |
31% |
False |
False |
|
| 10 |
16,588.25 |
16,121.54 |
466.71 |
2.8% |
86.03 |
0.5% |
75% |
False |
False |
|
| 20 |
16,588.25 |
15,703.79 |
884.46 |
5.4% |
112.43 |
0.7% |
87% |
False |
False |
|
| 40 |
16,588.25 |
15,579.35 |
1,008.90 |
6.1% |
110.82 |
0.7% |
88% |
False |
False |
|
| 60 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
115.96 |
0.7% |
94% |
False |
False |
|
| 80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
118.80 |
0.7% |
94% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
121.13 |
0.7% |
94% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
118.17 |
0.7% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,856.36 |
|
2.618 |
16,726.71 |
|
1.618 |
16,647.27 |
|
1.000 |
16,598.18 |
|
0.618 |
16,567.83 |
|
HIGH |
16,518.74 |
|
0.618 |
16,488.39 |
|
0.500 |
16,479.02 |
|
0.382 |
16,469.65 |
|
LOW |
16,439.30 |
|
0.618 |
16,390.21 |
|
1.000 |
16,359.86 |
|
1.618 |
16,310.77 |
|
2.618 |
16,231.33 |
|
4.250 |
16,101.68 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,479.02 |
16,502.37 |
| PP |
16,476.01 |
16,491.58 |
| S1 |
16,473.00 |
16,480.78 |
|