| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,456.89 |
16,474.04 |
17.15 |
0.1% |
16,484.51 |
| High |
16,518.74 |
16,532.99 |
14.25 |
0.1% |
16,588.25 |
| Low |
16,439.30 |
16,405.52 |
-33.78 |
-0.2% |
16,416.49 |
| Close |
16,469.99 |
16,425.10 |
-44.89 |
-0.3% |
16,469.99 |
| Range |
79.44 |
127.47 |
48.03 |
60.5% |
171.76 |
| ATR |
109.38 |
110.67 |
1.29 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,836.95 |
16,758.49 |
16,495.21 |
|
| R3 |
16,709.48 |
16,631.02 |
16,460.15 |
|
| R2 |
16,582.01 |
16,582.01 |
16,448.47 |
|
| R1 |
16,503.55 |
16,503.55 |
16,436.78 |
16,479.05 |
| PP |
16,454.54 |
16,454.54 |
16,454.54 |
16,442.28 |
| S1 |
16,376.08 |
16,376.08 |
16,413.42 |
16,351.58 |
| S2 |
16,327.07 |
16,327.07 |
16,401.73 |
|
| S3 |
16,199.60 |
16,248.61 |
16,390.05 |
|
| S4 |
16,072.13 |
16,121.14 |
16,354.99 |
|
|
| 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 |
16,405.52 |
182.73 |
1.1% |
93.55 |
0.6% |
11% |
False |
True |
|
| 10 |
16,588.25 |
16,178.57 |
409.68 |
2.5% |
91.46 |
0.6% |
60% |
False |
False |
|
| 20 |
16,588.25 |
15,703.79 |
884.46 |
5.4% |
114.46 |
0.7% |
82% |
False |
False |
|
| 40 |
16,588.25 |
15,579.35 |
1,008.90 |
6.1% |
110.96 |
0.7% |
84% |
False |
False |
|
| 60 |
16,588.25 |
14,806.39 |
1,781.86 |
10.8% |
115.86 |
0.7% |
91% |
False |
False |
|
| 80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
118.74 |
0.7% |
91% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
120.79 |
0.7% |
91% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
118.55 |
0.7% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,074.74 |
|
2.618 |
16,866.71 |
|
1.618 |
16,739.24 |
|
1.000 |
16,660.46 |
|
0.618 |
16,611.77 |
|
HIGH |
16,532.99 |
|
0.618 |
16,484.30 |
|
0.500 |
16,469.26 |
|
0.382 |
16,454.21 |
|
LOW |
16,405.52 |
|
0.618 |
16,326.74 |
|
1.000 |
16,278.05 |
|
1.618 |
16,199.27 |
|
2.618 |
16,071.80 |
|
4.250 |
15,863.77 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,469.26 |
16,489.30 |
| PP |
16,454.54 |
16,467.90 |
| S1 |
16,439.82 |
16,446.50 |
|