| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
9,599.0 |
9,637.0 |
38.0 |
0.4% |
9,450.0 |
| High |
9,614.5 |
9,637.0 |
22.5 |
0.2% |
9,606.5 |
| Low |
9,566.5 |
9,382.5 |
-184.0 |
-1.9% |
9,435.0 |
| Close |
9,605.5 |
9,419.0 |
-186.5 |
-1.9% |
9,591.0 |
| Range |
48.0 |
254.5 |
206.5 |
430.2% |
171.5 |
| ATR |
102.4 |
113.3 |
10.9 |
10.6% |
0.0 |
| Volume |
97,776 |
69,624 |
-28,152 |
-28.8% |
84,081 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,243.0 |
10,085.5 |
9,559.0 |
|
| R3 |
9,988.5 |
9,831.0 |
9,489.0 |
|
| R2 |
9,734.0 |
9,734.0 |
9,465.7 |
|
| R1 |
9,576.5 |
9,576.5 |
9,442.3 |
9,528.0 |
| PP |
9,479.5 |
9,479.5 |
9,479.5 |
9,455.3 |
| S1 |
9,322.0 |
9,322.0 |
9,395.7 |
9,273.5 |
| S2 |
9,225.0 |
9,225.0 |
9,372.3 |
|
| S3 |
8,970.5 |
9,067.5 |
9,349.0 |
|
| S4 |
8,716.0 |
8,813.0 |
9,279.0 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,058.7 |
9,996.3 |
9,685.3 |
|
| R3 |
9,887.2 |
9,824.8 |
9,638.2 |
|
| R2 |
9,715.7 |
9,715.7 |
9,622.4 |
|
| R1 |
9,653.3 |
9,653.3 |
9,606.7 |
9,684.5 |
| PP |
9,544.2 |
9,544.2 |
9,544.2 |
9,559.8 |
| S1 |
9,481.8 |
9,481.8 |
9,575.3 |
9,513.0 |
| S2 |
9,372.7 |
9,372.7 |
9,559.6 |
|
| S3 |
9,201.2 |
9,310.3 |
9,543.8 |
|
| S4 |
9,029.7 |
9,138.8 |
9,496.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,637.0 |
9,365.0 |
272.0 |
2.9% |
98.3 |
1.0% |
20% |
True |
False |
59,038 |
| 10 |
9,637.0 |
8,998.5 |
638.5 |
6.8% |
109.8 |
1.2% |
66% |
True |
False |
61,349 |
| 20 |
9,637.0 |
8,998.0 |
639.0 |
6.8% |
107.7 |
1.1% |
66% |
True |
False |
33,073 |
| 40 |
9,637.0 |
8,984.0 |
653.0 |
6.9% |
89.3 |
0.9% |
67% |
True |
False |
16,607 |
| 60 |
9,637.0 |
8,505.0 |
1,132.0 |
12.0% |
85.2 |
0.9% |
81% |
True |
False |
11,126 |
| 80 |
9,637.0 |
8,227.0 |
1,410.0 |
15.0% |
81.2 |
0.9% |
85% |
True |
False |
8,373 |
| 100 |
9,637.0 |
8,125.0 |
1,512.0 |
16.1% |
76.1 |
0.8% |
86% |
True |
False |
6,702 |
| 120 |
9,637.0 |
8,125.0 |
1,512.0 |
16.1% |
74.0 |
0.8% |
86% |
True |
False |
5,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,718.6 |
|
2.618 |
10,303.3 |
|
1.618 |
10,048.8 |
|
1.000 |
9,891.5 |
|
0.618 |
9,794.3 |
|
HIGH |
9,637.0 |
|
0.618 |
9,539.8 |
|
0.500 |
9,509.8 |
|
0.382 |
9,479.7 |
|
LOW |
9,382.5 |
|
0.618 |
9,225.2 |
|
1.000 |
9,128.0 |
|
1.618 |
8,970.7 |
|
2.618 |
8,716.2 |
|
4.250 |
8,300.9 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,509.8 |
9,509.8 |
| PP |
9,479.5 |
9,479.5 |
| S1 |
9,449.3 |
9,449.3 |
|