| 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 |
3,106.0 |
3,101.0 |
-5.0 |
-0.2% |
3,110.0 |
| High |
3,116.0 |
3,127.0 |
11.0 |
0.4% |
3,124.0 |
| Low |
3,095.0 |
3,076.0 |
-19.0 |
-0.6% |
3,046.0 |
| Close |
3,099.0 |
3,083.0 |
-16.0 |
-0.5% |
3,069.0 |
| Range |
21.0 |
51.0 |
30.0 |
142.9% |
78.0 |
| ATR |
39.4 |
40.2 |
0.8 |
2.1% |
0.0 |
| Volume |
938,361 |
839,006 |
-99,355 |
-10.6% |
1,858,984 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,248.3 |
3,216.7 |
3,111.1 |
|
| R3 |
3,197.3 |
3,165.7 |
3,097.0 |
|
| R2 |
3,146.3 |
3,146.3 |
3,092.4 |
|
| R1 |
3,114.7 |
3,114.7 |
3,087.7 |
3,105.0 |
| PP |
3,095.3 |
3,095.3 |
3,095.3 |
3,090.5 |
| S1 |
3,063.7 |
3,063.7 |
3,078.3 |
3,054.0 |
| S2 |
3,044.3 |
3,044.3 |
3,073.7 |
|
| S3 |
2,993.3 |
3,012.7 |
3,069.0 |
|
| S4 |
2,942.3 |
2,961.7 |
3,055.0 |
|
|
| 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 |
3,127.0 |
3,049.0 |
78.0 |
2.5% |
35.0 |
1.1% |
44% |
True |
False |
766,648 |
| 10 |
3,127.0 |
3,026.0 |
101.0 |
3.3% |
35.7 |
1.2% |
56% |
True |
False |
643,312 |
| 20 |
3,127.0 |
2,910.0 |
217.0 |
7.0% |
39.3 |
1.3% |
80% |
True |
False |
597,922 |
| 40 |
3,127.0 |
2,910.0 |
217.0 |
7.0% |
35.8 |
1.2% |
80% |
True |
False |
314,091 |
| 60 |
3,127.0 |
2,910.0 |
217.0 |
7.0% |
33.7 |
1.1% |
80% |
True |
False |
209,696 |
| 80 |
3,127.0 |
2,842.0 |
285.0 |
9.2% |
32.5 |
1.1% |
85% |
True |
False |
157,318 |
| 100 |
3,127.0 |
2,708.0 |
419.0 |
13.6% |
30.8 |
1.0% |
89% |
True |
False |
125,866 |
| 120 |
3,127.0 |
2,691.0 |
436.0 |
14.1% |
27.7 |
0.9% |
90% |
True |
False |
104,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,343.8 |
|
2.618 |
3,260.5 |
|
1.618 |
3,209.5 |
|
1.000 |
3,178.0 |
|
0.618 |
3,158.5 |
|
HIGH |
3,127.0 |
|
0.618 |
3,107.5 |
|
0.500 |
3,101.5 |
|
0.382 |
3,095.5 |
|
LOW |
3,076.0 |
|
0.618 |
3,044.5 |
|
1.000 |
3,025.0 |
|
1.618 |
2,993.5 |
|
2.618 |
2,942.5 |
|
4.250 |
2,859.3 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,101.5 |
3,092.5 |
| PP |
3,095.3 |
3,089.3 |
| S1 |
3,089.2 |
3,086.2 |
|