| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,231.0 |
1,224.9 |
-6.1 |
-0.5% |
1,213.8 |
| High |
1,231.8 |
1,230.9 |
-0.9 |
-0.1% |
1,239.6 |
| Low |
1,217.7 |
1,223.1 |
5.4 |
0.4% |
1,181.4 |
| Close |
1,225.5 |
1,229.4 |
3.9 |
0.3% |
1,238.6 |
| Range |
14.1 |
7.8 |
-6.3 |
-44.7% |
58.2 |
| ATR |
22.8 |
21.7 |
-1.1 |
-4.7% |
0.0 |
| Volume |
157,113 |
123,280 |
-33,833 |
-21.5% |
454,987 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,251.2 |
1,248.1 |
1,233.7 |
|
| R3 |
1,243.4 |
1,240.3 |
1,231.5 |
|
| R2 |
1,235.6 |
1,235.6 |
1,230.8 |
|
| R1 |
1,232.5 |
1,232.5 |
1,230.1 |
1,234.1 |
| PP |
1,227.8 |
1,227.8 |
1,227.8 |
1,228.6 |
| S1 |
1,224.7 |
1,224.7 |
1,228.7 |
1,226.3 |
| S2 |
1,220.0 |
1,220.0 |
1,228.0 |
|
| S3 |
1,212.2 |
1,216.9 |
1,227.3 |
|
| S4 |
1,204.4 |
1,209.1 |
1,225.1 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,394.5 |
1,374.7 |
1,270.6 |
|
| R3 |
1,336.3 |
1,316.5 |
1,254.6 |
|
| R2 |
1,278.1 |
1,278.1 |
1,249.3 |
|
| R1 |
1,258.3 |
1,258.3 |
1,243.9 |
1,268.2 |
| PP |
1,219.9 |
1,219.9 |
1,219.9 |
1,224.8 |
| S1 |
1,200.1 |
1,200.1 |
1,233.3 |
1,210.0 |
| S2 |
1,161.7 |
1,161.7 |
1,227.9 |
|
| S3 |
1,103.5 |
1,141.9 |
1,222.6 |
|
| S4 |
1,045.3 |
1,083.7 |
1,206.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,247.7 |
1,212.6 |
35.1 |
2.9% |
19.2 |
1.6% |
48% |
False |
False |
135,240 |
| 10 |
1,247.7 |
1,181.4 |
66.3 |
5.4% |
20.5 |
1.7% |
72% |
False |
False |
115,461 |
| 20 |
1,263.2 |
1,181.4 |
81.8 |
6.7% |
21.3 |
1.7% |
59% |
False |
False |
121,662 |
| 40 |
1,294.7 |
1,181.4 |
113.3 |
9.2% |
21.6 |
1.8% |
42% |
False |
False |
102,146 |
| 60 |
1,362.3 |
1,181.4 |
180.9 |
14.7% |
21.4 |
1.7% |
27% |
False |
False |
70,911 |
| 80 |
1,375.8 |
1,181.4 |
194.4 |
15.8% |
23.2 |
1.9% |
25% |
False |
False |
53,775 |
| 100 |
1,433.7 |
1,181.4 |
252.3 |
20.5% |
23.2 |
1.9% |
19% |
False |
False |
43,395 |
| 120 |
1,433.7 |
1,181.4 |
252.3 |
20.5% |
23.1 |
1.9% |
19% |
False |
False |
36,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,264.1 |
|
2.618 |
1,251.3 |
|
1.618 |
1,243.5 |
|
1.000 |
1,238.7 |
|
0.618 |
1,235.7 |
|
HIGH |
1,230.9 |
|
0.618 |
1,227.9 |
|
0.500 |
1,227.0 |
|
0.382 |
1,226.1 |
|
LOW |
1,223.1 |
|
0.618 |
1,218.3 |
|
1.000 |
1,215.3 |
|
1.618 |
1,210.5 |
|
2.618 |
1,202.7 |
|
4.250 |
1,190.0 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,228.6 |
1,231.2 |
| PP |
1,227.8 |
1,230.6 |
| S1 |
1,227.0 |
1,230.0 |
|