| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,453.62 |
16,434.03 |
-19.59 |
-0.1% |
16,474.04 |
| High |
16,487.65 |
16,453.13 |
-34.52 |
-0.2% |
16,562.32 |
| Low |
16,379.02 |
16,240.60 |
-138.42 |
-0.8% |
16,378.61 |
| Close |
16,434.72 |
16,257.94 |
-176.78 |
-1.1% |
16,434.72 |
| Range |
108.63 |
212.53 |
103.90 |
95.6% |
183.71 |
| ATR |
114.66 |
121.65 |
6.99 |
6.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,954.81 |
16,818.91 |
16,374.83 |
|
| R3 |
16,742.28 |
16,606.38 |
16,316.39 |
|
| R2 |
16,529.75 |
16,529.75 |
16,296.90 |
|
| R1 |
16,393.85 |
16,393.85 |
16,277.42 |
16,355.54 |
| PP |
16,317.22 |
16,317.22 |
16,317.22 |
16,298.07 |
| S1 |
16,181.32 |
16,181.32 |
16,238.46 |
16,143.01 |
| S2 |
16,104.69 |
16,104.69 |
16,218.98 |
|
| S3 |
15,892.16 |
15,968.79 |
16,199.49 |
|
| S4 |
15,679.63 |
15,756.26 |
16,141.05 |
|
|
| 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 |
16,240.60 |
321.72 |
2.0% |
142.68 |
0.9% |
5% |
False |
True |
|
| 10 |
16,588.25 |
16,240.60 |
347.65 |
2.1% |
118.11 |
0.7% |
5% |
False |
True |
|
| 20 |
16,588.25 |
15,717.92 |
870.33 |
5.4% |
119.62 |
0.7% |
62% |
False |
False |
|
| 40 |
16,588.25 |
15,703.79 |
884.46 |
5.4% |
111.63 |
0.7% |
63% |
False |
False |
|
| 60 |
16,588.25 |
15,229.02 |
1,359.23 |
8.4% |
111.52 |
0.7% |
76% |
False |
False |
|
| 80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
120.28 |
0.7% |
82% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
121.48 |
0.7% |
82% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
121.49 |
0.7% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,356.38 |
|
2.618 |
17,009.53 |
|
1.618 |
16,797.00 |
|
1.000 |
16,665.66 |
|
0.618 |
16,584.47 |
|
HIGH |
16,453.13 |
|
0.618 |
16,371.94 |
|
0.500 |
16,346.87 |
|
0.382 |
16,321.79 |
|
LOW |
16,240.60 |
|
0.618 |
16,109.26 |
|
1.000 |
16,028.07 |
|
1.618 |
15,896.73 |
|
2.618 |
15,684.20 |
|
4.250 |
15,337.35 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,346.87 |
16,382.98 |
| PP |
16,317.22 |
16,341.30 |
| S1 |
16,287.58 |
16,299.62 |
|