| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,012.0 |
3,058.0 |
46.0 |
1.5% |
3,164.0 |
| High |
3,050.0 |
3,079.0 |
29.0 |
1.0% |
3,176.0 |
| Low |
3,010.0 |
2,973.0 |
-37.0 |
-1.2% |
3,008.0 |
| Close |
3,033.0 |
3,014.0 |
-19.0 |
-0.6% |
3,021.0 |
| Range |
40.0 |
106.0 |
66.0 |
165.0% |
168.0 |
| ATR |
46.0 |
50.3 |
4.3 |
9.3% |
0.0 |
| Volume |
1,726,519 |
1,136,197 |
-590,322 |
-34.2% |
4,771,715 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,340.0 |
3,283.0 |
3,072.3 |
|
| R3 |
3,234.0 |
3,177.0 |
3,043.2 |
|
| R2 |
3,128.0 |
3,128.0 |
3,033.4 |
|
| R1 |
3,071.0 |
3,071.0 |
3,023.7 |
3,046.5 |
| PP |
3,022.0 |
3,022.0 |
3,022.0 |
3,009.8 |
| S1 |
2,965.0 |
2,965.0 |
3,004.3 |
2,940.5 |
| S2 |
2,916.0 |
2,916.0 |
2,994.6 |
|
| S3 |
2,810.0 |
2,859.0 |
2,984.9 |
|
| S4 |
2,704.0 |
2,753.0 |
2,955.7 |
|
|
| 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 |
3,159.0 |
2,973.0 |
186.0 |
6.2% |
73.6 |
2.4% |
22% |
False |
True |
1,408,278 |
| 10 |
3,178.0 |
2,973.0 |
205.0 |
6.8% |
54.8 |
1.8% |
20% |
False |
True |
1,095,632 |
| 20 |
3,178.0 |
2,973.0 |
205.0 |
6.8% |
47.5 |
1.6% |
20% |
False |
True |
929,381 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
42.8 |
1.4% |
39% |
False |
False |
645,677 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
39.6 |
1.3% |
39% |
False |
False |
433,535 |
| 80 |
3,178.0 |
2,875.0 |
303.0 |
10.1% |
36.9 |
1.2% |
46% |
False |
False |
325,284 |
| 100 |
3,178.0 |
2,718.0 |
460.0 |
15.3% |
34.6 |
1.1% |
64% |
False |
False |
260,252 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.6% |
32.0 |
1.1% |
65% |
False |
False |
216,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,529.5 |
|
2.618 |
3,356.5 |
|
1.618 |
3,250.5 |
|
1.000 |
3,185.0 |
|
0.618 |
3,144.5 |
|
HIGH |
3,079.0 |
|
0.618 |
3,038.5 |
|
0.500 |
3,026.0 |
|
0.382 |
3,013.5 |
|
LOW |
2,973.0 |
|
0.618 |
2,907.5 |
|
1.000 |
2,867.0 |
|
1.618 |
2,801.5 |
|
2.618 |
2,695.5 |
|
4.250 |
2,522.5 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,026.0 |
3,026.0 |
| PP |
3,022.0 |
3,022.0 |
| S1 |
3,018.0 |
3,018.0 |
|