| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,429.02 |
16,527.66 |
98.64 |
0.6% |
16,484.51 |
| High |
16,562.32 |
16,528.88 |
-33.44 |
-0.2% |
16,588.25 |
| Low |
16,429.02 |
16,416.69 |
-12.33 |
-0.1% |
16,416.49 |
| Close |
16,530.94 |
16,462.74 |
-68.20 |
-0.4% |
16,469.99 |
| Range |
133.30 |
112.19 |
-21.11 |
-15.8% |
171.76 |
| ATR |
112.57 |
112.69 |
0.12 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,806.01 |
16,746.56 |
16,524.44 |
|
| R3 |
16,693.82 |
16,634.37 |
16,493.59 |
|
| R2 |
16,581.63 |
16,581.63 |
16,483.31 |
|
| R1 |
16,522.18 |
16,522.18 |
16,473.02 |
16,495.81 |
| PP |
16,469.44 |
16,469.44 |
16,469.44 |
16,456.25 |
| S1 |
16,409.99 |
16,409.99 |
16,452.46 |
16,383.62 |
| S2 |
16,357.25 |
16,357.25 |
16,442.17 |
|
| S3 |
16,245.06 |
16,297.80 |
16,431.89 |
|
| S4 |
16,132.87 |
16,185.61 |
16,401.04 |
|
|
| 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 |
16,573.07 |
16,405.52 |
167.55 |
1.0% |
121.80 |
0.7% |
34% |
False |
False |
|
| 10 |
16,588.25 |
16,295.70 |
292.55 |
1.8% |
95.79 |
0.6% |
57% |
False |
False |
|
| 20 |
16,588.25 |
15,703.79 |
884.46 |
5.4% |
114.74 |
0.7% |
86% |
False |
False |
|
| 40 |
16,588.25 |
15,672.00 |
916.25 |
5.6% |
107.19 |
0.7% |
86% |
False |
False |
|
| 60 |
16,588.25 |
15,136.38 |
1,451.87 |
8.8% |
112.34 |
0.7% |
91% |
False |
False |
|
| 80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
120.18 |
0.7% |
93% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
119.49 |
0.7% |
93% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
119.03 |
0.7% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,005.69 |
|
2.618 |
16,822.59 |
|
1.618 |
16,710.40 |
|
1.000 |
16,641.07 |
|
0.618 |
16,598.21 |
|
HIGH |
16,528.88 |
|
0.618 |
16,486.02 |
|
0.500 |
16,472.79 |
|
0.382 |
16,459.55 |
|
LOW |
16,416.69 |
|
0.618 |
16,347.36 |
|
1.000 |
16,304.50 |
|
1.618 |
16,235.17 |
|
2.618 |
16,122.98 |
|
4.250 |
15,939.88 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,472.79 |
16,483.92 |
| PP |
16,469.44 |
16,476.86 |
| S1 |
16,466.09 |
16,469.80 |
|