| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,065.0 |
3,062.0 |
-3.0 |
-0.1% |
3,110.0 |
| High |
3,083.0 |
3,109.0 |
26.0 |
0.8% |
3,124.0 |
| Low |
3,058.0 |
3,058.0 |
0.0 |
0.0% |
3,046.0 |
| Close |
3,063.0 |
3,105.0 |
42.0 |
1.4% |
3,069.0 |
| Range |
25.0 |
51.0 |
26.0 |
104.0% |
78.0 |
| ATR |
40.0 |
40.8 |
0.8 |
2.0% |
0.0 |
| Volume |
800,393 |
711,359 |
-89,034 |
-11.1% |
1,858,984 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,243.7 |
3,225.3 |
3,133.1 |
|
| R3 |
3,192.7 |
3,174.3 |
3,119.0 |
|
| R2 |
3,141.7 |
3,141.7 |
3,114.4 |
|
| R1 |
3,123.3 |
3,123.3 |
3,109.7 |
3,132.5 |
| PP |
3,090.7 |
3,090.7 |
3,090.7 |
3,095.3 |
| S1 |
3,072.3 |
3,072.3 |
3,100.3 |
3,081.5 |
| S2 |
3,039.7 |
3,039.7 |
3,095.7 |
|
| S3 |
2,988.7 |
3,021.3 |
3,091.0 |
|
| S4 |
2,937.7 |
2,970.3 |
3,077.0 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,313.7 |
3,269.3 |
3,111.9 |
|
| R3 |
3,235.7 |
3,191.3 |
3,090.5 |
|
| R2 |
3,157.7 |
3,157.7 |
3,083.3 |
|
| R1 |
3,113.3 |
3,113.3 |
3,076.2 |
3,096.5 |
| PP |
3,079.7 |
3,079.7 |
3,079.7 |
3,071.3 |
| S1 |
3,035.3 |
3,035.3 |
3,061.9 |
3,018.5 |
| S2 |
3,001.7 |
3,001.7 |
3,054.7 |
|
| S3 |
2,923.7 |
2,957.3 |
3,047.6 |
|
| S4 |
2,845.7 |
2,879.3 |
3,026.1 |
|
|
| 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 |
3,046.0 |
78.0 |
2.5% |
40.8 |
1.3% |
76% |
False |
False |
674,147 |
| 10 |
3,124.0 |
2,946.0 |
178.0 |
5.7% |
38.8 |
1.2% |
89% |
False |
False |
631,851 |
| 20 |
3,124.0 |
2,910.0 |
214.0 |
6.9% |
41.1 |
1.3% |
91% |
False |
False |
518,823 |
| 40 |
3,124.0 |
2,910.0 |
214.0 |
6.9% |
36.7 |
1.2% |
91% |
False |
False |
269,673 |
| 60 |
3,124.0 |
2,880.0 |
244.0 |
7.9% |
34.0 |
1.1% |
92% |
False |
False |
180,079 |
| 80 |
3,124.0 |
2,830.0 |
294.0 |
9.5% |
32.1 |
1.0% |
94% |
False |
False |
135,102 |
| 100 |
3,124.0 |
2,708.0 |
416.0 |
13.4% |
30.3 |
1.0% |
95% |
False |
False |
108,093 |
| 120 |
3,124.0 |
2,663.0 |
461.0 |
14.8% |
27.3 |
0.9% |
96% |
False |
False |
90,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,325.8 |
|
2.618 |
3,242.5 |
|
1.618 |
3,191.5 |
|
1.000 |
3,160.0 |
|
0.618 |
3,140.5 |
|
HIGH |
3,109.0 |
|
0.618 |
3,089.5 |
|
0.500 |
3,083.5 |
|
0.382 |
3,077.5 |
|
LOW |
3,058.0 |
|
0.618 |
3,026.5 |
|
1.000 |
3,007.0 |
|
1.618 |
2,975.5 |
|
2.618 |
2,924.5 |
|
4.250 |
2,841.3 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,097.8 |
3,096.3 |
| PP |
3,090.7 |
3,087.7 |
| S1 |
3,083.5 |
3,079.0 |
|