| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,527.66 |
16,471.41 |
-56.25 |
-0.3% |
16,484.51 |
| High |
16,528.88 |
16,525.35 |
-3.53 |
0.0% |
16,588.25 |
| Low |
16,416.69 |
16,378.61 |
-38.08 |
-0.2% |
16,416.49 |
| Close |
16,462.74 |
16,444.76 |
-17.98 |
-0.1% |
16,469.99 |
| Range |
112.19 |
146.74 |
34.55 |
30.8% |
171.76 |
| ATR |
112.69 |
115.12 |
2.43 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,889.79 |
16,814.02 |
16,525.47 |
|
| R3 |
16,743.05 |
16,667.28 |
16,485.11 |
|
| R2 |
16,596.31 |
16,596.31 |
16,471.66 |
|
| R1 |
16,520.54 |
16,520.54 |
16,458.21 |
16,485.06 |
| PP |
16,449.57 |
16,449.57 |
16,449.57 |
16,431.83 |
| S1 |
16,373.80 |
16,373.80 |
16,431.31 |
16,338.32 |
| S2 |
16,302.83 |
16,302.83 |
16,417.86 |
|
| S3 |
16,156.09 |
16,227.06 |
16,404.41 |
|
| S4 |
16,009.35 |
16,080.32 |
16,364.05 |
|
|
| 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 |
16,562.32 |
16,378.61 |
183.71 |
1.1% |
119.83 |
0.7% |
36% |
False |
True |
|
| 10 |
16,588.25 |
16,370.97 |
217.28 |
1.3% |
103.98 |
0.6% |
34% |
False |
False |
|
| 20 |
16,588.25 |
15,703.79 |
884.46 |
5.4% |
119.10 |
0.7% |
84% |
False |
False |
|
| 40 |
16,588.25 |
15,672.00 |
916.25 |
5.6% |
109.51 |
0.7% |
84% |
False |
False |
|
| 60 |
16,588.25 |
15,161.33 |
1,426.92 |
8.7% |
111.90 |
0.7% |
90% |
False |
False |
|
| 80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
119.91 |
0.7% |
92% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
120.10 |
0.7% |
92% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
119.82 |
0.7% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,149.00 |
|
2.618 |
16,909.52 |
|
1.618 |
16,762.78 |
|
1.000 |
16,672.09 |
|
0.618 |
16,616.04 |
|
HIGH |
16,525.35 |
|
0.618 |
16,469.30 |
|
0.500 |
16,451.98 |
|
0.382 |
16,434.66 |
|
LOW |
16,378.61 |
|
0.618 |
16,287.92 |
|
1.000 |
16,231.87 |
|
1.618 |
16,141.18 |
|
2.618 |
15,994.44 |
|
4.250 |
15,754.97 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,451.98 |
16,470.47 |
| PP |
16,449.57 |
16,461.90 |
| S1 |
16,447.17 |
16,453.33 |
|