| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,378.03 |
16,477.70 |
99.67 |
0.6% |
16,474.04 |
| High |
16,505.28 |
16,477.70 |
-27.58 |
-0.2% |
16,562.32 |
| Low |
16,376.78 |
16,375.56 |
-1.22 |
0.0% |
16,378.61 |
| Close |
16,481.94 |
16,417.01 |
-64.93 |
-0.4% |
16,434.72 |
| Range |
128.50 |
102.14 |
-26.36 |
-20.5% |
183.71 |
| ATR |
121.97 |
120.86 |
-1.11 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,729.84 |
16,675.57 |
16,473.19 |
|
| R3 |
16,627.70 |
16,573.43 |
16,445.10 |
|
| R2 |
16,525.56 |
16,525.56 |
16,435.74 |
|
| R1 |
16,471.29 |
16,471.29 |
16,426.37 |
16,447.36 |
| PP |
16,423.42 |
16,423.42 |
16,423.42 |
16,411.46 |
| S1 |
16,369.15 |
16,369.15 |
16,407.65 |
16,345.22 |
| S2 |
16,321.28 |
16,321.28 |
16,398.28 |
|
| S3 |
16,219.14 |
16,267.01 |
16,388.92 |
|
| S4 |
16,117.00 |
16,164.87 |
16,360.83 |
|
|
| 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 |
16,505.28 |
16,240.60 |
264.68 |
1.6% |
132.98 |
0.8% |
67% |
False |
False |
|
| 10 |
16,562.32 |
16,240.60 |
321.72 |
2.0% |
126.40 |
0.8% |
55% |
False |
False |
|
| 20 |
16,588.25 |
15,808.92 |
779.33 |
4.7% |
120.45 |
0.7% |
78% |
False |
False |
|
| 40 |
16,588.25 |
15,703.79 |
884.46 |
5.4% |
113.69 |
0.7% |
81% |
False |
False |
|
| 60 |
16,588.25 |
15,366.19 |
1,222.06 |
7.4% |
112.49 |
0.7% |
86% |
False |
False |
|
| 80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
119.88 |
0.7% |
91% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
121.68 |
0.7% |
91% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
121.30 |
0.7% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,911.80 |
|
2.618 |
16,745.10 |
|
1.618 |
16,642.96 |
|
1.000 |
16,579.84 |
|
0.618 |
16,540.82 |
|
HIGH |
16,477.70 |
|
0.618 |
16,438.68 |
|
0.500 |
16,426.63 |
|
0.382 |
16,414.58 |
|
LOW |
16,375.56 |
|
0.618 |
16,312.44 |
|
1.000 |
16,273.42 |
|
1.618 |
16,210.30 |
|
2.618 |
16,108.16 |
|
4.250 |
15,941.47 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,426.63 |
16,405.69 |
| PP |
16,423.42 |
16,394.37 |
| S1 |
16,420.22 |
16,383.06 |
|