| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,408.02 |
16,459.27 |
51.25 |
0.3% |
16,434.03 |
| High |
16,495.26 |
16,520.60 |
25.34 |
0.2% |
16,505.28 |
| Low |
16,378.80 |
16,316.25 |
-62.55 |
-0.4% |
16,240.60 |
| Close |
16,458.56 |
16,414.44 |
-44.12 |
-0.3% |
16,458.56 |
| Range |
116.46 |
204.35 |
87.89 |
75.5% |
264.68 |
| ATR |
120.54 |
126.53 |
5.99 |
5.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,030.15 |
16,926.64 |
16,526.83 |
|
| R3 |
16,825.80 |
16,722.29 |
16,470.64 |
|
| R2 |
16,621.45 |
16,621.45 |
16,451.90 |
|
| R1 |
16,517.94 |
16,517.94 |
16,433.17 |
16,467.52 |
| PP |
16,417.10 |
16,417.10 |
16,417.10 |
16,391.89 |
| S1 |
16,313.59 |
16,313.59 |
16,395.71 |
16,263.17 |
| S2 |
16,212.75 |
16,212.75 |
16,376.98 |
|
| S3 |
16,008.40 |
16,109.24 |
16,358.24 |
|
| S4 |
15,804.05 |
15,904.89 |
16,302.05 |
|
|
| 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 |
16,520.60 |
16,260.83 |
259.77 |
1.6% |
132.91 |
0.8% |
59% |
True |
False |
|
| 10 |
16,562.32 |
16,240.60 |
321.72 |
2.0% |
137.79 |
0.8% |
54% |
False |
False |
|
| 20 |
16,588.25 |
16,178.57 |
409.68 |
2.5% |
114.63 |
0.7% |
58% |
False |
False |
|
| 40 |
16,588.25 |
15,703.79 |
884.46 |
5.4% |
115.87 |
0.7% |
80% |
False |
False |
|
| 60 |
16,588.25 |
15,414.13 |
1,174.12 |
7.2% |
114.11 |
0.7% |
85% |
False |
False |
|
| 80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
121.06 |
0.7% |
91% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
122.10 |
0.7% |
91% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
122.40 |
0.7% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,389.09 |
|
2.618 |
17,055.59 |
|
1.618 |
16,851.24 |
|
1.000 |
16,724.95 |
|
0.618 |
16,646.89 |
|
HIGH |
16,520.60 |
|
0.618 |
16,442.54 |
|
0.500 |
16,418.43 |
|
0.382 |
16,394.31 |
|
LOW |
16,316.25 |
|
0.618 |
16,189.96 |
|
1.000 |
16,111.90 |
|
1.618 |
15,985.61 |
|
2.618 |
15,781.26 |
|
4.250 |
15,447.76 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,418.43 |
16,418.43 |
| PP |
16,417.10 |
16,417.10 |
| S1 |
16,415.77 |
16,415.77 |
|