| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,420.48 |
16,371.99 |
-48.49 |
-0.3% |
16,434.03 |
| High |
16,453.49 |
16,372.96 |
-80.53 |
-0.5% |
16,505.28 |
| Low |
16,332.98 |
16,140.58 |
-192.40 |
-1.2% |
16,240.60 |
| Close |
16,373.34 |
16,197.35 |
-175.99 |
-1.1% |
16,458.56 |
| Range |
120.51 |
232.38 |
111.87 |
92.8% |
264.68 |
| ATR |
126.10 |
133.72 |
7.62 |
6.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,934.10 |
16,798.11 |
16,325.16 |
|
| R3 |
16,701.72 |
16,565.73 |
16,261.25 |
|
| R2 |
16,469.34 |
16,469.34 |
16,239.95 |
|
| R1 |
16,333.35 |
16,333.35 |
16,218.65 |
16,285.16 |
| PP |
16,236.96 |
16,236.96 |
16,236.96 |
16,212.87 |
| S1 |
16,100.97 |
16,100.97 |
16,176.05 |
16,052.78 |
| S2 |
16,004.58 |
16,004.58 |
16,154.75 |
|
| S3 |
15,772.20 |
15,868.59 |
16,133.45 |
|
| S4 |
15,539.82 |
15,636.21 |
16,069.54 |
|
|
| 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 |
16,140.58 |
380.02 |
2.3% |
155.17 |
1.0% |
15% |
False |
True |
|
| 10 |
16,525.35 |
16,140.58 |
384.77 |
2.4% |
148.53 |
0.9% |
15% |
False |
True |
|
| 20 |
16,588.25 |
16,140.58 |
447.67 |
2.8% |
122.16 |
0.8% |
13% |
False |
True |
|
| 40 |
16,588.25 |
15,703.79 |
884.46 |
5.5% |
119.68 |
0.7% |
56% |
False |
False |
|
| 60 |
16,588.25 |
15,522.18 |
1,066.07 |
6.6% |
117.12 |
0.7% |
63% |
False |
False |
|
| 80 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
122.75 |
0.8% |
79% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
123.32 |
0.8% |
79% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
122.94 |
0.8% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,360.58 |
|
2.618 |
16,981.33 |
|
1.618 |
16,748.95 |
|
1.000 |
16,605.34 |
|
0.618 |
16,516.57 |
|
HIGH |
16,372.96 |
|
0.618 |
16,284.19 |
|
0.500 |
16,256.77 |
|
0.382 |
16,229.35 |
|
LOW |
16,140.58 |
|
0.618 |
15,996.97 |
|
1.000 |
15,908.20 |
|
1.618 |
15,764.59 |
|
2.618 |
15,532.21 |
|
4.250 |
15,152.97 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,256.77 |
16,330.59 |
| PP |
16,236.96 |
16,286.18 |
| S1 |
16,217.16 |
16,241.76 |
|