| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,100.0 |
3,107.0 |
7.0 |
0.2% |
3,065.0 |
| High |
3,118.0 |
3,114.0 |
-4.0 |
-0.1% |
3,127.0 |
| Low |
3,087.0 |
3,078.0 |
-9.0 |
-0.3% |
3,058.0 |
| Close |
3,098.0 |
3,105.0 |
7.0 |
0.2% |
3,098.0 |
| Range |
31.0 |
36.0 |
5.0 |
16.1% |
69.0 |
| ATR |
39.9 |
39.6 |
-0.3 |
-0.7% |
0.0 |
| Volume |
605,629 |
880,149 |
274,520 |
45.3% |
3,894,748 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,207.0 |
3,192.0 |
3,124.8 |
|
| R3 |
3,171.0 |
3,156.0 |
3,114.9 |
|
| R2 |
3,135.0 |
3,135.0 |
3,111.6 |
|
| R1 |
3,120.0 |
3,120.0 |
3,108.3 |
3,109.5 |
| PP |
3,099.0 |
3,099.0 |
3,099.0 |
3,093.8 |
| S1 |
3,084.0 |
3,084.0 |
3,101.7 |
3,073.5 |
| S2 |
3,063.0 |
3,063.0 |
3,098.4 |
|
| S3 |
3,027.0 |
3,048.0 |
3,095.1 |
|
| S4 |
2,991.0 |
3,012.0 |
3,085.2 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,301.3 |
3,268.7 |
3,136.0 |
|
| R3 |
3,232.3 |
3,199.7 |
3,117.0 |
|
| R2 |
3,163.3 |
3,163.3 |
3,110.7 |
|
| R1 |
3,130.7 |
3,130.7 |
3,104.3 |
3,147.0 |
| PP |
3,094.3 |
3,094.3 |
3,094.3 |
3,102.5 |
| S1 |
3,061.7 |
3,061.7 |
3,091.7 |
3,078.0 |
| S2 |
3,025.3 |
3,025.3 |
3,085.4 |
|
| S3 |
2,956.3 |
2,992.7 |
3,079.0 |
|
| S4 |
2,887.3 |
2,923.7 |
3,060.1 |
|
|
| 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 |
3,058.0 |
69.0 |
2.2% |
38.0 |
1.2% |
68% |
False |
False |
794,900 |
| 10 |
3,127.0 |
3,046.0 |
81.0 |
2.6% |
37.0 |
1.2% |
73% |
False |
False |
711,829 |
| 20 |
3,127.0 |
2,910.0 |
217.0 |
7.0% |
38.6 |
1.2% |
90% |
False |
False |
663,254 |
| 40 |
3,127.0 |
2,910.0 |
217.0 |
7.0% |
35.7 |
1.2% |
90% |
False |
False |
350,861 |
| 60 |
3,127.0 |
2,910.0 |
217.0 |
7.0% |
34.0 |
1.1% |
90% |
False |
False |
234,457 |
| 80 |
3,127.0 |
2,857.0 |
270.0 |
8.7% |
33.1 |
1.1% |
92% |
False |
False |
175,888 |
| 100 |
3,127.0 |
2,708.0 |
419.0 |
13.5% |
31.1 |
1.0% |
95% |
False |
False |
140,724 |
| 120 |
3,127.0 |
2,707.0 |
420.0 |
13.5% |
28.0 |
0.9% |
95% |
False |
False |
117,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,267.0 |
|
2.618 |
3,208.2 |
|
1.618 |
3,172.2 |
|
1.000 |
3,150.0 |
|
0.618 |
3,136.2 |
|
HIGH |
3,114.0 |
|
0.618 |
3,100.2 |
|
0.500 |
3,096.0 |
|
0.382 |
3,091.8 |
|
LOW |
3,078.0 |
|
0.618 |
3,055.8 |
|
1.000 |
3,042.0 |
|
1.618 |
3,019.8 |
|
2.618 |
2,983.8 |
|
4.250 |
2,925.0 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,102.0 |
3,103.8 |
| PP |
3,099.0 |
3,102.7 |
| S1 |
3,096.0 |
3,101.5 |
|