| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,255.9 |
1,267.0 |
11.1 |
0.9% |
1,252.5 |
| High |
1,270.6 |
1,267.7 |
-2.9 |
-0.2% |
1,273.2 |
| Low |
1,248.5 |
1,237.5 |
-11.0 |
-0.9% |
1,230.8 |
| Close |
1,262.2 |
1,242.2 |
-20.0 |
-1.6% |
1,264.3 |
| Range |
22.1 |
30.2 |
8.1 |
36.7% |
42.4 |
| ATR |
20.1 |
20.8 |
0.7 |
3.6% |
0.0 |
| Volume |
137,028 |
45,276 |
-91,752 |
-67.0% |
632,555 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.7 |
1,321.2 |
1,258.8 |
|
| R3 |
1,309.5 |
1,291.0 |
1,250.5 |
|
| R2 |
1,279.3 |
1,279.3 |
1,247.7 |
|
| R1 |
1,260.8 |
1,260.8 |
1,245.0 |
1,255.0 |
| PP |
1,249.1 |
1,249.1 |
1,249.1 |
1,246.2 |
| S1 |
1,230.6 |
1,230.6 |
1,239.4 |
1,224.8 |
| S2 |
1,218.9 |
1,218.9 |
1,236.7 |
|
| S3 |
1,188.7 |
1,200.4 |
1,233.9 |
|
| S4 |
1,158.5 |
1,170.2 |
1,225.6 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,383.3 |
1,366.2 |
1,287.6 |
|
| R3 |
1,340.9 |
1,323.8 |
1,276.0 |
|
| R2 |
1,298.5 |
1,298.5 |
1,272.1 |
|
| R1 |
1,281.4 |
1,281.4 |
1,268.2 |
1,290.0 |
| PP |
1,256.1 |
1,256.1 |
1,256.1 |
1,260.4 |
| S1 |
1,239.0 |
1,239.0 |
1,260.4 |
1,247.6 |
| S2 |
1,213.7 |
1,213.7 |
1,256.5 |
|
| S3 |
1,171.3 |
1,196.6 |
1,252.6 |
|
| S4 |
1,128.9 |
1,154.2 |
1,241.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,279.8 |
1,237.5 |
42.3 |
3.4% |
22.1 |
1.8% |
11% |
False |
True |
133,448 |
| 10 |
1,279.8 |
1,230.8 |
49.0 |
3.9% |
20.8 |
1.7% |
23% |
False |
False |
136,245 |
| 20 |
1,279.8 |
1,202.5 |
77.3 |
6.2% |
19.6 |
1.6% |
51% |
False |
False |
134,839 |
| 40 |
1,279.8 |
1,181.4 |
98.4 |
7.9% |
21.4 |
1.7% |
62% |
False |
False |
129,326 |
| 60 |
1,326.8 |
1,181.4 |
145.4 |
11.7% |
20.6 |
1.7% |
42% |
False |
False |
100,901 |
| 80 |
1,362.3 |
1,181.4 |
180.9 |
14.6% |
21.2 |
1.7% |
34% |
False |
False |
76,931 |
| 100 |
1,391.5 |
1,181.4 |
210.1 |
16.9% |
22.6 |
1.8% |
29% |
False |
False |
61,985 |
| 120 |
1,433.7 |
1,181.4 |
252.3 |
20.3% |
22.8 |
1.8% |
24% |
False |
False |
51,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,396.1 |
|
2.618 |
1,346.8 |
|
1.618 |
1,316.6 |
|
1.000 |
1,297.9 |
|
0.618 |
1,286.4 |
|
HIGH |
1,267.7 |
|
0.618 |
1,256.2 |
|
0.500 |
1,252.6 |
|
0.382 |
1,249.0 |
|
LOW |
1,237.5 |
|
0.618 |
1,218.8 |
|
1.000 |
1,207.3 |
|
1.618 |
1,188.6 |
|
2.618 |
1,158.4 |
|
4.250 |
1,109.2 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,252.6 |
1,254.1 |
| PP |
1,249.1 |
1,250.1 |
| S1 |
1,245.7 |
1,246.2 |
|