| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,058.0 |
3,007.0 |
-51.0 |
-1.7% |
3,164.0 |
| High |
3,079.0 |
3,046.0 |
-33.0 |
-1.1% |
3,176.0 |
| Low |
2,973.0 |
2,985.0 |
12.0 |
0.4% |
3,008.0 |
| Close |
3,014.0 |
3,021.0 |
7.0 |
0.2% |
3,021.0 |
| Range |
106.0 |
61.0 |
-45.0 |
-42.5% |
168.0 |
| ATR |
50.3 |
51.1 |
0.8 |
1.5% |
0.0 |
| Volume |
1,136,197 |
1,555,093 |
418,896 |
36.9% |
4,771,715 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,200.3 |
3,171.7 |
3,054.6 |
|
| R3 |
3,139.3 |
3,110.7 |
3,037.8 |
|
| R2 |
3,078.3 |
3,078.3 |
3,032.2 |
|
| R1 |
3,049.7 |
3,049.7 |
3,026.6 |
3,064.0 |
| PP |
3,017.3 |
3,017.3 |
3,017.3 |
3,024.5 |
| S1 |
2,988.7 |
2,988.7 |
3,015.4 |
3,003.0 |
| S2 |
2,956.3 |
2,956.3 |
3,009.8 |
|
| S3 |
2,895.3 |
2,927.7 |
3,004.2 |
|
| S4 |
2,834.3 |
2,866.7 |
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 |
3,126.0 |
2,973.0 |
153.0 |
5.1% |
75.0 |
2.5% |
31% |
False |
False |
1,382,559 |
| 10 |
3,176.0 |
2,973.0 |
203.0 |
6.7% |
55.1 |
1.8% |
24% |
False |
False |
1,160,675 |
| 20 |
3,178.0 |
2,973.0 |
205.0 |
6.8% |
49.4 |
1.6% |
23% |
False |
False |
968,610 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
43.8 |
1.4% |
41% |
False |
False |
683,033 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
39.9 |
1.3% |
41% |
False |
False |
459,451 |
| 80 |
3,178.0 |
2,875.0 |
303.0 |
10.0% |
37.3 |
1.2% |
48% |
False |
False |
344,715 |
| 100 |
3,178.0 |
2,729.0 |
449.0 |
14.9% |
35.0 |
1.2% |
65% |
False |
False |
275,803 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.6% |
32.4 |
1.1% |
67% |
False |
False |
229,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,305.3 |
|
2.618 |
3,205.7 |
|
1.618 |
3,144.7 |
|
1.000 |
3,107.0 |
|
0.618 |
3,083.7 |
|
HIGH |
3,046.0 |
|
0.618 |
3,022.7 |
|
0.500 |
3,015.5 |
|
0.382 |
3,008.3 |
|
LOW |
2,985.0 |
|
0.618 |
2,947.3 |
|
1.000 |
2,924.0 |
|
1.618 |
2,886.3 |
|
2.618 |
2,825.3 |
|
4.250 |
2,725.8 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,019.2 |
3,026.0 |
| PP |
3,017.3 |
3,024.3 |
| S1 |
3,015.5 |
3,022.7 |
|