| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,147.0 |
3,122.0 |
-25.0 |
-0.8% |
3,164.0 |
| High |
3,159.0 |
3,126.0 |
-33.0 |
-1.0% |
3,176.0 |
| Low |
3,105.0 |
3,008.0 |
-97.0 |
-3.1% |
3,008.0 |
| Close |
3,117.0 |
3,021.0 |
-96.0 |
-3.1% |
3,021.0 |
| Range |
54.0 |
118.0 |
64.0 |
118.5% |
168.0 |
| ATR |
40.7 |
46.2 |
5.5 |
13.6% |
0.0 |
| Volume |
1,683,687 |
1,354,292 |
-329,395 |
-19.6% |
4,771,715 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,405.7 |
3,331.3 |
3,085.9 |
|
| R3 |
3,287.7 |
3,213.3 |
3,053.5 |
|
| R2 |
3,169.7 |
3,169.7 |
3,042.6 |
|
| R1 |
3,095.3 |
3,095.3 |
3,031.8 |
3,073.5 |
| PP |
3,051.7 |
3,051.7 |
3,051.7 |
3,040.8 |
| S1 |
2,977.3 |
2,977.3 |
3,010.2 |
2,955.5 |
| S2 |
2,933.7 |
2,933.7 |
2,999.4 |
|
| S3 |
2,815.7 |
2,859.3 |
2,988.6 |
|
| S4 |
2,697.7 |
2,741.3 |
2,956.1 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,572.3 |
3,464.7 |
3,113.4 |
|
| R3 |
3,404.3 |
3,296.7 |
3,067.2 |
|
| R2 |
3,236.3 |
3,236.3 |
3,051.8 |
|
| R1 |
3,128.7 |
3,128.7 |
3,036.4 |
3,098.5 |
| PP |
3,068.3 |
3,068.3 |
3,068.3 |
3,053.3 |
| S1 |
2,960.7 |
2,960.7 |
3,005.6 |
2,930.5 |
| S2 |
2,900.3 |
2,900.3 |
2,990.2 |
|
| S3 |
2,732.3 |
2,792.7 |
2,974.8 |
|
| S4 |
2,564.3 |
2,624.7 |
2,928.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,176.0 |
3,008.0 |
168.0 |
5.6% |
52.6 |
1.7% |
8% |
False |
True |
1,025,530 |
| 10 |
3,178.0 |
3,008.0 |
170.0 |
5.6% |
47.8 |
1.6% |
8% |
False |
True |
943,612 |
| 20 |
3,178.0 |
3,008.0 |
170.0 |
5.6% |
41.8 |
1.4% |
8% |
False |
True |
793,462 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
39.2 |
1.3% |
41% |
False |
False |
548,701 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
37.8 |
1.3% |
41% |
False |
False |
366,818 |
| 80 |
3,178.0 |
2,857.0 |
321.0 |
10.6% |
35.4 |
1.2% |
51% |
False |
False |
275,245 |
| 100 |
3,178.0 |
2,708.0 |
470.0 |
15.6% |
33.5 |
1.1% |
67% |
False |
False |
220,226 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.6% |
30.6 |
1.0% |
67% |
False |
False |
183,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,627.5 |
|
2.618 |
3,434.9 |
|
1.618 |
3,316.9 |
|
1.000 |
3,244.0 |
|
0.618 |
3,198.9 |
|
HIGH |
3,126.0 |
|
0.618 |
3,080.9 |
|
0.500 |
3,067.0 |
|
0.382 |
3,053.1 |
|
LOW |
3,008.0 |
|
0.618 |
2,935.1 |
|
1.000 |
2,890.0 |
|
1.618 |
2,817.1 |
|
2.618 |
2,699.1 |
|
4.250 |
2,506.5 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,067.0 |
3,089.0 |
| PP |
3,051.7 |
3,066.3 |
| S1 |
3,036.3 |
3,043.7 |
|