| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,197.4 |
1,204.5 |
7.1 |
0.6% |
1,202.5 |
| High |
1,214.0 |
1,230.8 |
16.8 |
1.4% |
1,218.9 |
| Low |
1,181.4 |
1,202.5 |
21.1 |
1.8% |
1,191.8 |
| Close |
1,202.3 |
1,225.2 |
22.9 |
1.9% |
1,214.0 |
| Range |
32.6 |
28.3 |
-4.3 |
-13.2% |
27.1 |
| ATR |
22.7 |
23.1 |
0.4 |
1.8% |
0.0 |
| Volume |
123,138 |
136,924 |
13,786 |
11.2% |
266,871 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,304.4 |
1,293.1 |
1,240.8 |
|
| R3 |
1,276.1 |
1,264.8 |
1,233.0 |
|
| R2 |
1,247.8 |
1,247.8 |
1,230.4 |
|
| R1 |
1,236.5 |
1,236.5 |
1,227.8 |
1,242.2 |
| PP |
1,219.5 |
1,219.5 |
1,219.5 |
1,222.3 |
| S1 |
1,208.2 |
1,208.2 |
1,222.6 |
1,213.9 |
| S2 |
1,191.2 |
1,191.2 |
1,220.0 |
|
| S3 |
1,162.9 |
1,179.9 |
1,217.4 |
|
| S4 |
1,134.6 |
1,151.6 |
1,209.6 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,289.5 |
1,278.9 |
1,228.9 |
|
| R3 |
1,262.4 |
1,251.8 |
1,221.5 |
|
| R2 |
1,235.3 |
1,235.3 |
1,219.0 |
|
| R1 |
1,224.7 |
1,224.7 |
1,216.5 |
1,230.0 |
| PP |
1,208.2 |
1,208.2 |
1,208.2 |
1,210.9 |
| S1 |
1,197.6 |
1,197.6 |
1,211.5 |
1,202.9 |
| S2 |
1,181.1 |
1,181.1 |
1,209.0 |
|
| S3 |
1,154.0 |
1,170.5 |
1,206.5 |
|
| S4 |
1,126.9 |
1,143.4 |
1,199.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,230.8 |
1,181.4 |
49.4 |
4.0% |
21.7 |
1.8% |
89% |
True |
False |
95,682 |
| 10 |
1,244.0 |
1,181.4 |
62.6 |
5.1% |
22.0 |
1.8% |
70% |
False |
False |
111,270 |
| 20 |
1,267.5 |
1,181.4 |
86.1 |
7.0% |
24.1 |
2.0% |
51% |
False |
False |
124,738 |
| 40 |
1,326.8 |
1,181.4 |
145.4 |
11.9% |
21.6 |
1.8% |
30% |
False |
False |
87,250 |
| 60 |
1,362.3 |
1,181.4 |
180.9 |
14.8% |
21.9 |
1.8% |
24% |
False |
False |
59,885 |
| 80 |
1,384.1 |
1,181.4 |
202.7 |
16.5% |
23.6 |
1.9% |
22% |
False |
False |
45,466 |
| 100 |
1,433.7 |
1,181.4 |
252.3 |
20.6% |
23.6 |
1.9% |
17% |
False |
False |
36,688 |
| 120 |
1,433.7 |
1,181.4 |
252.3 |
20.6% |
23.0 |
1.9% |
17% |
False |
False |
30,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,351.1 |
|
2.618 |
1,304.9 |
|
1.618 |
1,276.6 |
|
1.000 |
1,259.1 |
|
0.618 |
1,248.3 |
|
HIGH |
1,230.8 |
|
0.618 |
1,220.0 |
|
0.500 |
1,216.7 |
|
0.382 |
1,213.3 |
|
LOW |
1,202.5 |
|
0.618 |
1,185.0 |
|
1.000 |
1,174.2 |
|
1.618 |
1,156.7 |
|
2.618 |
1,128.4 |
|
4.250 |
1,082.2 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,222.4 |
1,218.8 |
| PP |
1,219.5 |
1,212.5 |
| S1 |
1,216.7 |
1,206.1 |
|