| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,471.41 |
16,453.62 |
-17.79 |
-0.1% |
16,474.04 |
| High |
16,525.35 |
16,487.65 |
-37.70 |
-0.2% |
16,562.32 |
| Low |
16,378.61 |
16,379.02 |
0.41 |
0.0% |
16,378.61 |
| Close |
16,444.76 |
16,434.72 |
-10.04 |
-0.1% |
16,434.72 |
| Range |
146.74 |
108.63 |
-38.11 |
-26.0% |
183.71 |
| ATR |
115.12 |
114.66 |
-0.46 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,759.69 |
16,705.83 |
16,494.47 |
|
| R3 |
16,651.06 |
16,597.20 |
16,464.59 |
|
| R2 |
16,542.43 |
16,542.43 |
16,454.64 |
|
| R1 |
16,488.57 |
16,488.57 |
16,444.68 |
16,461.19 |
| PP |
16,433.80 |
16,433.80 |
16,433.80 |
16,420.10 |
| S1 |
16,379.94 |
16,379.94 |
16,424.76 |
16,352.56 |
| S2 |
16,325.17 |
16,325.17 |
16,414.80 |
|
| S3 |
16,216.54 |
16,271.31 |
16,404.85 |
|
| S4 |
16,107.91 |
16,162.68 |
16,374.97 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,009.68 |
16,905.91 |
16,535.76 |
|
| R3 |
16,825.97 |
16,722.20 |
16,485.24 |
|
| R2 |
16,642.26 |
16,642.26 |
16,468.40 |
|
| R1 |
16,538.49 |
16,538.49 |
16,451.56 |
16,498.52 |
| PP |
16,458.55 |
16,458.55 |
16,458.55 |
16,438.57 |
| S1 |
16,354.78 |
16,354.78 |
16,417.88 |
16,314.81 |
| S2 |
16,274.84 |
16,274.84 |
16,401.04 |
|
| S3 |
16,091.13 |
16,171.07 |
16,384.20 |
|
| S4 |
15,907.42 |
15,987.36 |
16,333.68 |
|
|
| 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% |
125.67 |
0.8% |
31% |
False |
False |
|
| 10 |
16,588.25 |
16,378.61 |
209.64 |
1.3% |
103.64 |
0.6% |
27% |
False |
False |
|
| 20 |
16,588.25 |
15,703.79 |
884.46 |
5.4% |
116.06 |
0.7% |
83% |
False |
False |
|
| 40 |
16,588.25 |
15,672.00 |
916.25 |
5.6% |
110.09 |
0.7% |
83% |
False |
False |
|
| 60 |
16,588.25 |
15,170.70 |
1,417.55 |
8.6% |
111.37 |
0.7% |
89% |
False |
False |
|
| 80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
120.62 |
0.7% |
92% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
120.18 |
0.7% |
92% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
120.22 |
0.7% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,949.33 |
|
2.618 |
16,772.04 |
|
1.618 |
16,663.41 |
|
1.000 |
16,596.28 |
|
0.618 |
16,554.78 |
|
HIGH |
16,487.65 |
|
0.618 |
16,446.15 |
|
0.500 |
16,433.34 |
|
0.382 |
16,420.52 |
|
LOW |
16,379.02 |
|
0.618 |
16,311.89 |
|
1.000 |
16,270.39 |
|
1.618 |
16,203.26 |
|
2.618 |
16,094.63 |
|
4.250 |
15,917.34 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,434.26 |
16,453.75 |
| PP |
16,433.80 |
16,447.40 |
| S1 |
16,433.34 |
16,441.06 |
|