| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,110.0 |
3,124.0 |
14.0 |
0.5% |
3,057.0 |
| High |
3,117.0 |
3,124.0 |
7.0 |
0.2% |
3,114.0 |
| Low |
3,094.0 |
3,046.0 |
-48.0 |
-1.6% |
3,045.0 |
| Close |
3,108.0 |
3,058.0 |
-50.0 |
-1.6% |
3,107.0 |
| Range |
23.0 |
78.0 |
55.0 |
239.1% |
69.0 |
| ATR |
39.5 |
42.3 |
2.7 |
6.9% |
0.0 |
| Volume |
770,528 |
544,331 |
-226,197 |
-29.4% |
922,067 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,310.0 |
3,262.0 |
3,100.9 |
|
| R3 |
3,232.0 |
3,184.0 |
3,079.5 |
|
| R2 |
3,154.0 |
3,154.0 |
3,072.3 |
|
| R1 |
3,106.0 |
3,106.0 |
3,065.2 |
3,091.0 |
| PP |
3,076.0 |
3,076.0 |
3,076.0 |
3,068.5 |
| S1 |
3,028.0 |
3,028.0 |
3,050.9 |
3,013.0 |
| S2 |
2,998.0 |
2,998.0 |
3,043.7 |
|
| S3 |
2,920.0 |
2,950.0 |
3,036.6 |
|
| S4 |
2,842.0 |
2,872.0 |
3,015.1 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,295.7 |
3,270.3 |
3,145.0 |
|
| R3 |
3,226.7 |
3,201.3 |
3,126.0 |
|
| R2 |
3,157.7 |
3,157.7 |
3,119.7 |
|
| R1 |
3,132.3 |
3,132.3 |
3,113.3 |
3,145.0 |
| PP |
3,088.7 |
3,088.7 |
3,088.7 |
3,095.0 |
| S1 |
3,063.3 |
3,063.3 |
3,100.7 |
3,076.0 |
| S2 |
3,019.7 |
3,019.7 |
3,094.4 |
|
| S3 |
2,950.7 |
2,994.3 |
3,088.0 |
|
| S4 |
2,881.7 |
2,925.3 |
3,069.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,124.0 |
3,026.0 |
98.0 |
3.2% |
36.4 |
1.2% |
33% |
True |
False |
519,977 |
| 10 |
3,124.0 |
2,910.0 |
214.0 |
7.0% |
41.6 |
1.4% |
69% |
True |
False |
704,237 |
| 20 |
3,124.0 |
2,910.0 |
214.0 |
7.0% |
41.2 |
1.3% |
69% |
True |
False |
423,850 |
| 40 |
3,124.0 |
2,910.0 |
214.0 |
7.0% |
36.1 |
1.2% |
69% |
True |
False |
218,364 |
| 60 |
3,124.0 |
2,875.0 |
249.0 |
8.1% |
34.1 |
1.1% |
73% |
True |
False |
145,820 |
| 80 |
3,124.0 |
2,748.0 |
376.0 |
12.3% |
32.0 |
1.0% |
82% |
True |
False |
109,405 |
| 100 |
3,124.0 |
2,708.0 |
416.0 |
13.6% |
29.7 |
1.0% |
84% |
True |
False |
87,534 |
| 120 |
3,124.0 |
2,650.0 |
474.0 |
15.5% |
26.6 |
0.9% |
86% |
True |
False |
72,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,455.5 |
|
2.618 |
3,328.2 |
|
1.618 |
3,250.2 |
|
1.000 |
3,202.0 |
|
0.618 |
3,172.2 |
|
HIGH |
3,124.0 |
|
0.618 |
3,094.2 |
|
0.500 |
3,085.0 |
|
0.382 |
3,075.8 |
|
LOW |
3,046.0 |
|
0.618 |
2,997.8 |
|
1.000 |
2,968.0 |
|
1.618 |
2,919.8 |
|
2.618 |
2,841.8 |
|
4.250 |
2,714.5 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,085.0 |
3,085.0 |
| PP |
3,076.0 |
3,076.0 |
| S1 |
3,067.0 |
3,067.0 |
|