| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,122.0 |
3,008.0 |
-114.0 |
-3.7% |
3,164.0 |
| High |
3,126.0 |
3,039.0 |
-87.0 |
-2.8% |
3,176.0 |
| Low |
3,008.0 |
2,989.0 |
-19.0 |
-0.6% |
3,008.0 |
| Close |
3,021.0 |
3,015.0 |
-6.0 |
-0.2% |
3,021.0 |
| Range |
118.0 |
50.0 |
-68.0 |
-57.6% |
168.0 |
| ATR |
46.2 |
46.5 |
0.3 |
0.6% |
0.0 |
| Volume |
1,354,292 |
1,140,695 |
-213,597 |
-15.8% |
4,771,715 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,164.3 |
3,139.7 |
3,042.5 |
|
| R3 |
3,114.3 |
3,089.7 |
3,028.8 |
|
| R2 |
3,064.3 |
3,064.3 |
3,024.2 |
|
| R1 |
3,039.7 |
3,039.7 |
3,019.6 |
3,052.0 |
| PP |
3,014.3 |
3,014.3 |
3,014.3 |
3,020.5 |
| S1 |
2,989.7 |
2,989.7 |
3,010.4 |
3,002.0 |
| S2 |
2,964.3 |
2,964.3 |
3,005.8 |
|
| S3 |
2,914.3 |
2,939.7 |
3,001.3 |
|
| S4 |
2,864.3 |
2,889.7 |
2,987.5 |
|
|
| 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 |
2,989.0 |
187.0 |
6.2% |
57.2 |
1.9% |
14% |
False |
True |
1,182,482 |
| 10 |
3,178.0 |
2,989.0 |
189.0 |
6.3% |
49.7 |
1.6% |
14% |
False |
True |
997,119 |
| 20 |
3,178.0 |
2,989.0 |
189.0 |
6.3% |
43.0 |
1.4% |
14% |
False |
True |
832,349 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
39.8 |
1.3% |
39% |
False |
False |
577,150 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
38.4 |
1.3% |
39% |
False |
False |
385,828 |
| 80 |
3,178.0 |
2,857.0 |
321.0 |
10.6% |
35.8 |
1.2% |
49% |
False |
False |
289,503 |
| 100 |
3,178.0 |
2,718.0 |
460.0 |
15.3% |
33.7 |
1.1% |
65% |
False |
False |
231,633 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.6% |
31.0 |
1.0% |
65% |
False |
False |
193,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,251.5 |
|
2.618 |
3,169.9 |
|
1.618 |
3,119.9 |
|
1.000 |
3,089.0 |
|
0.618 |
3,069.9 |
|
HIGH |
3,039.0 |
|
0.618 |
3,019.9 |
|
0.500 |
3,014.0 |
|
0.382 |
3,008.1 |
|
LOW |
2,989.0 |
|
0.618 |
2,958.1 |
|
1.000 |
2,939.0 |
|
1.618 |
2,908.1 |
|
2.618 |
2,858.1 |
|
4.250 |
2,776.5 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,014.7 |
3,074.0 |
| PP |
3,014.3 |
3,054.3 |
| S1 |
3,014.0 |
3,034.7 |
|