| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,008.0 |
3,012.0 |
4.0 |
0.1% |
3,164.0 |
| High |
3,039.0 |
3,050.0 |
11.0 |
0.4% |
3,176.0 |
| Low |
2,989.0 |
3,010.0 |
21.0 |
0.7% |
3,008.0 |
| Close |
3,015.0 |
3,033.0 |
18.0 |
0.6% |
3,021.0 |
| Range |
50.0 |
40.0 |
-10.0 |
-20.0% |
168.0 |
| ATR |
46.5 |
46.0 |
-0.5 |
-1.0% |
0.0 |
| Volume |
1,140,695 |
1,726,519 |
585,824 |
51.4% |
4,771,715 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,151.0 |
3,132.0 |
3,055.0 |
|
| R3 |
3,111.0 |
3,092.0 |
3,044.0 |
|
| R2 |
3,071.0 |
3,071.0 |
3,040.3 |
|
| R1 |
3,052.0 |
3,052.0 |
3,036.7 |
3,061.5 |
| PP |
3,031.0 |
3,031.0 |
3,031.0 |
3,035.8 |
| S1 |
3,012.0 |
3,012.0 |
3,029.3 |
3,021.5 |
| S2 |
2,991.0 |
2,991.0 |
3,025.7 |
|
| S3 |
2,951.0 |
2,972.0 |
3,022.0 |
|
| S4 |
2,911.0 |
2,932.0 |
3,011.0 |
|
|
| 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 |
3,170.0 |
2,989.0 |
181.0 |
6.0% |
59.2 |
2.0% |
24% |
False |
False |
1,381,051 |
| 10 |
3,178.0 |
2,989.0 |
189.0 |
6.2% |
50.1 |
1.7% |
23% |
False |
False |
1,081,756 |
| 20 |
3,178.0 |
2,989.0 |
189.0 |
6.2% |
43.6 |
1.4% |
23% |
False |
False |
896,792 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.8% |
40.5 |
1.3% |
46% |
False |
False |
620,059 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.8% |
38.5 |
1.3% |
46% |
False |
False |
414,601 |
| 80 |
3,178.0 |
2,875.0 |
303.0 |
10.0% |
36.0 |
1.2% |
52% |
False |
False |
311,083 |
| 100 |
3,178.0 |
2,718.0 |
460.0 |
15.2% |
33.8 |
1.1% |
68% |
False |
False |
248,898 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.5% |
31.3 |
1.0% |
69% |
False |
False |
207,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,220.0 |
|
2.618 |
3,154.7 |
|
1.618 |
3,114.7 |
|
1.000 |
3,090.0 |
|
0.618 |
3,074.7 |
|
HIGH |
3,050.0 |
|
0.618 |
3,034.7 |
|
0.500 |
3,030.0 |
|
0.382 |
3,025.3 |
|
LOW |
3,010.0 |
|
0.618 |
2,985.3 |
|
1.000 |
2,970.0 |
|
1.618 |
2,945.3 |
|
2.618 |
2,905.3 |
|
4.250 |
2,840.0 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,032.0 |
3,057.5 |
| PP |
3,031.0 |
3,049.3 |
| S1 |
3,030.0 |
3,041.2 |
|