| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,459.27 |
16,420.48 |
-38.79 |
-0.2% |
16,434.03 |
| High |
16,520.60 |
16,453.49 |
-67.11 |
-0.4% |
16,505.28 |
| Low |
16,316.25 |
16,332.98 |
16.73 |
0.1% |
16,240.60 |
| Close |
16,414.44 |
16,373.34 |
-41.10 |
-0.3% |
16,458.56 |
| Range |
204.35 |
120.51 |
-83.84 |
-41.0% |
264.68 |
| ATR |
126.53 |
126.10 |
-0.43 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,748.13 |
16,681.25 |
16,439.62 |
|
| R3 |
16,627.62 |
16,560.74 |
16,406.48 |
|
| R2 |
16,507.11 |
16,507.11 |
16,395.43 |
|
| R1 |
16,440.23 |
16,440.23 |
16,384.39 |
16,413.42 |
| PP |
16,386.60 |
16,386.60 |
16,386.60 |
16,373.20 |
| S1 |
16,319.72 |
16,319.72 |
16,362.29 |
16,292.91 |
| S2 |
16,266.09 |
16,266.09 |
16,351.25 |
|
| S3 |
16,145.58 |
16,199.21 |
16,340.20 |
|
| S4 |
16,025.07 |
16,078.70 |
16,307.06 |
|
|
| 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 |
16,316.25 |
204.35 |
1.2% |
134.39 |
0.8% |
28% |
False |
False |
|
| 10 |
16,528.88 |
16,240.60 |
288.28 |
1.8% |
136.51 |
0.8% |
46% |
False |
False |
|
| 20 |
16,588.25 |
16,225.25 |
363.00 |
2.2% |
115.19 |
0.7% |
41% |
False |
False |
|
| 40 |
16,588.25 |
15,703.79 |
884.46 |
5.4% |
116.19 |
0.7% |
76% |
False |
False |
|
| 60 |
16,588.25 |
15,512.96 |
1,075.29 |
6.6% |
114.21 |
0.7% |
80% |
False |
False |
|
| 80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
121.16 |
0.7% |
89% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
122.24 |
0.7% |
89% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
122.22 |
0.7% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,965.66 |
|
2.618 |
16,768.99 |
|
1.618 |
16,648.48 |
|
1.000 |
16,574.00 |
|
0.618 |
16,527.97 |
|
HIGH |
16,453.49 |
|
0.618 |
16,407.46 |
|
0.500 |
16,393.24 |
|
0.382 |
16,379.01 |
|
LOW |
16,332.98 |
|
0.618 |
16,258.50 |
|
1.000 |
16,212.47 |
|
1.618 |
16,137.99 |
|
2.618 |
16,017.48 |
|
4.250 |
15,820.81 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,393.24 |
16,418.43 |
| PP |
16,386.60 |
16,403.40 |
| S1 |
16,379.97 |
16,388.37 |
|