| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,477.70 |
16,408.02 |
-69.68 |
-0.4% |
16,434.03 |
| High |
16,477.70 |
16,495.26 |
17.56 |
0.1% |
16,505.28 |
| Low |
16,375.56 |
16,378.80 |
3.24 |
0.0% |
16,240.60 |
| Close |
16,417.01 |
16,458.56 |
41.55 |
0.3% |
16,458.56 |
| Range |
102.14 |
116.46 |
14.32 |
14.0% |
264.68 |
| ATR |
120.86 |
120.54 |
-0.31 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,793.59 |
16,742.53 |
16,522.61 |
|
| R3 |
16,677.13 |
16,626.07 |
16,490.59 |
|
| R2 |
16,560.67 |
16,560.67 |
16,479.91 |
|
| R1 |
16,509.61 |
16,509.61 |
16,469.24 |
16,535.14 |
| PP |
16,444.21 |
16,444.21 |
16,444.21 |
16,456.97 |
| S1 |
16,393.15 |
16,393.15 |
16,447.88 |
16,418.68 |
| S2 |
16,327.75 |
16,327.75 |
16,437.21 |
|
| S3 |
16,211.29 |
16,276.69 |
16,426.53 |
|
| S4 |
16,094.83 |
16,160.23 |
16,394.51 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,195.52 |
17,091.72 |
16,604.13 |
|
| R3 |
16,930.84 |
16,827.04 |
16,531.35 |
|
| R2 |
16,666.16 |
16,666.16 |
16,507.08 |
|
| R1 |
16,562.36 |
16,562.36 |
16,482.82 |
16,614.26 |
| PP |
16,401.48 |
16,401.48 |
16,401.48 |
16,427.43 |
| S1 |
16,297.68 |
16,297.68 |
16,434.30 |
16,349.58 |
| S2 |
16,136.80 |
16,136.80 |
16,410.04 |
|
| S3 |
15,872.12 |
16,033.00 |
16,385.77 |
|
| S4 |
15,607.44 |
15,768.32 |
16,312.99 |
|
|
| 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% |
134.54 |
0.8% |
82% |
False |
False |
|
| 10 |
16,562.32 |
16,240.60 |
321.72 |
2.0% |
130.11 |
0.8% |
68% |
False |
False |
|
| 20 |
16,588.25 |
16,121.54 |
466.71 |
2.8% |
108.07 |
0.7% |
72% |
False |
False |
|
| 40 |
16,588.25 |
15,703.79 |
884.46 |
5.4% |
114.55 |
0.7% |
85% |
False |
False |
|
| 60 |
16,588.25 |
15,366.19 |
1,222.06 |
7.4% |
112.36 |
0.7% |
89% |
False |
False |
|
| 80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
120.00 |
0.7% |
93% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
121.80 |
0.7% |
93% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
121.65 |
0.7% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,990.22 |
|
2.618 |
16,800.15 |
|
1.618 |
16,683.69 |
|
1.000 |
16,611.72 |
|
0.618 |
16,567.23 |
|
HIGH |
16,495.26 |
|
0.618 |
16,450.77 |
|
0.500 |
16,437.03 |
|
0.382 |
16,423.29 |
|
LOW |
16,378.80 |
|
0.618 |
16,306.83 |
|
1.000 |
16,262.34 |
|
1.618 |
16,190.37 |
|
2.618 |
16,073.91 |
|
4.250 |
15,883.85 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,451.38 |
16,452.51 |
| PP |
16,444.21 |
16,446.47 |
| S1 |
16,437.03 |
16,440.42 |
|