| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,434.03 |
16,261.99 |
-172.04 |
-1.0% |
16,474.04 |
| High |
16,453.13 |
16,373.92 |
-79.21 |
-0.5% |
16,562.32 |
| Low |
16,240.60 |
16,260.83 |
20.23 |
0.1% |
16,378.61 |
| Close |
16,257.94 |
16,373.86 |
115.92 |
0.7% |
16,434.72 |
| Range |
212.53 |
113.09 |
-99.44 |
-46.8% |
183.71 |
| ATR |
121.65 |
121.24 |
-0.40 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,675.47 |
16,637.76 |
16,436.06 |
|
| R3 |
16,562.38 |
16,524.67 |
16,404.96 |
|
| R2 |
16,449.29 |
16,449.29 |
16,394.59 |
|
| R1 |
16,411.58 |
16,411.58 |
16,384.23 |
16,430.44 |
| PP |
16,336.20 |
16,336.20 |
16,336.20 |
16,345.63 |
| S1 |
16,298.49 |
16,298.49 |
16,363.49 |
16,317.35 |
| S2 |
16,223.11 |
16,223.11 |
16,353.13 |
|
| S3 |
16,110.02 |
16,185.40 |
16,342.76 |
|
| S4 |
15,996.93 |
16,072.31 |
16,311.66 |
|
|
| 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 |
16,528.88 |
16,240.60 |
288.28 |
1.8% |
138.64 |
0.8% |
46% |
False |
False |
|
| 10 |
16,588.25 |
16,240.60 |
347.65 |
2.1% |
126.67 |
0.8% |
38% |
False |
False |
|
| 20 |
16,588.25 |
15,759.60 |
828.65 |
5.1% |
121.53 |
0.7% |
74% |
False |
False |
|
| 40 |
16,588.25 |
15,703.79 |
884.46 |
5.4% |
112.30 |
0.7% |
76% |
False |
False |
|
| 60 |
16,588.25 |
15,321.81 |
1,266.44 |
7.7% |
110.95 |
0.7% |
83% |
False |
False |
|
| 80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
120.81 |
0.7% |
89% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
121.22 |
0.7% |
89% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
121.55 |
0.7% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,854.55 |
|
2.618 |
16,669.99 |
|
1.618 |
16,556.90 |
|
1.000 |
16,487.01 |
|
0.618 |
16,443.81 |
|
HIGH |
16,373.92 |
|
0.618 |
16,330.72 |
|
0.500 |
16,317.38 |
|
0.382 |
16,304.03 |
|
LOW |
16,260.83 |
|
0.618 |
16,190.94 |
|
1.000 |
16,147.74 |
|
1.618 |
16,077.85 |
|
2.618 |
15,964.76 |
|
4.250 |
15,780.20 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,355.03 |
16,370.62 |
| PP |
16,336.20 |
16,367.37 |
| S1 |
16,317.38 |
16,364.13 |
|