| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,062.0 |
3,106.0 |
44.0 |
1.4% |
3,110.0 |
| High |
3,109.0 |
3,116.0 |
7.0 |
0.2% |
3,124.0 |
| Low |
3,058.0 |
3,095.0 |
37.0 |
1.2% |
3,046.0 |
| Close |
3,105.0 |
3,099.0 |
-6.0 |
-0.2% |
3,069.0 |
| Range |
51.0 |
21.0 |
-30.0 |
-58.8% |
78.0 |
| ATR |
40.8 |
39.4 |
-1.4 |
-3.5% |
0.0 |
| Volume |
711,359 |
938,361 |
227,002 |
31.9% |
1,858,984 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.3 |
3,153.7 |
3,110.6 |
|
| R3 |
3,145.3 |
3,132.7 |
3,104.8 |
|
| R2 |
3,124.3 |
3,124.3 |
3,102.9 |
|
| R1 |
3,111.7 |
3,111.7 |
3,100.9 |
3,107.5 |
| PP |
3,103.3 |
3,103.3 |
3,103.3 |
3,101.3 |
| S1 |
3,090.7 |
3,090.7 |
3,097.1 |
3,086.5 |
| S2 |
3,082.3 |
3,082.3 |
3,095.2 |
|
| S3 |
3,061.3 |
3,069.7 |
3,093.2 |
|
| S4 |
3,040.3 |
3,048.7 |
3,087.5 |
|
|
| 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% |
40.4 |
1.3% |
68% |
False |
False |
707,713 |
| 10 |
3,124.0 |
2,994.0 |
130.0 |
4.2% |
34.5 |
1.1% |
81% |
False |
False |
647,776 |
| 20 |
3,124.0 |
2,910.0 |
214.0 |
6.9% |
39.2 |
1.3% |
88% |
False |
False |
560,535 |
| 40 |
3,124.0 |
2,910.0 |
214.0 |
6.9% |
36.7 |
1.2% |
88% |
False |
False |
293,127 |
| 60 |
3,124.0 |
2,909.0 |
215.0 |
6.9% |
33.9 |
1.1% |
88% |
False |
False |
195,716 |
| 80 |
3,124.0 |
2,831.0 |
293.0 |
9.5% |
32.2 |
1.0% |
91% |
False |
False |
146,831 |
| 100 |
3,124.0 |
2,708.0 |
416.0 |
13.4% |
30.5 |
1.0% |
94% |
False |
False |
117,476 |
| 120 |
3,124.0 |
2,679.0 |
445.0 |
14.4% |
27.4 |
0.9% |
94% |
False |
False |
97,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,205.3 |
|
2.618 |
3,171.0 |
|
1.618 |
3,150.0 |
|
1.000 |
3,137.0 |
|
0.618 |
3,129.0 |
|
HIGH |
3,116.0 |
|
0.618 |
3,108.0 |
|
0.500 |
3,105.5 |
|
0.382 |
3,103.0 |
|
LOW |
3,095.0 |
|
0.618 |
3,082.0 |
|
1.000 |
3,074.0 |
|
1.618 |
3,061.0 |
|
2.618 |
3,040.0 |
|
4.250 |
3,005.8 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,105.5 |
3,095.0 |
| PP |
3,103.3 |
3,091.0 |
| S1 |
3,101.2 |
3,087.0 |
|