| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
9,387.0 |
9,434.0 |
47.0 |
0.5% |
9,599.0 |
| High |
9,461.5 |
9,478.5 |
17.0 |
0.2% |
9,637.0 |
| Low |
9,380.5 |
9,407.0 |
26.5 |
0.3% |
9,380.5 |
| Close |
9,442.5 |
9,437.0 |
-5.5 |
-0.1% |
9,442.5 |
| Range |
81.0 |
71.5 |
-9.5 |
-11.7% |
256.5 |
| ATR |
111.0 |
108.2 |
-2.8 |
-2.5% |
0.0 |
| Volume |
73,422 |
77,766 |
4,344 |
5.9% |
240,822 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,655.3 |
9,617.7 |
9,476.3 |
|
| R3 |
9,583.8 |
9,546.2 |
9,456.7 |
|
| R2 |
9,512.3 |
9,512.3 |
9,450.1 |
|
| R1 |
9,474.7 |
9,474.7 |
9,443.6 |
9,493.5 |
| PP |
9,440.8 |
9,440.8 |
9,440.8 |
9,450.3 |
| S1 |
9,403.2 |
9,403.2 |
9,430.4 |
9,422.0 |
| S2 |
9,369.3 |
9,369.3 |
9,423.9 |
|
| S3 |
9,297.8 |
9,331.7 |
9,417.3 |
|
| S4 |
9,226.3 |
9,260.2 |
9,397.7 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,256.2 |
10,105.8 |
9,583.6 |
|
| R3 |
9,999.7 |
9,849.3 |
9,513.0 |
|
| R2 |
9,743.2 |
9,743.2 |
9,489.5 |
|
| R1 |
9,592.8 |
9,592.8 |
9,466.0 |
9,539.8 |
| PP |
9,486.7 |
9,486.7 |
9,486.7 |
9,460.1 |
| S1 |
9,336.3 |
9,336.3 |
9,419.0 |
9,283.3 |
| S2 |
9,230.2 |
9,230.2 |
9,395.5 |
|
| S3 |
8,973.7 |
9,079.8 |
9,372.0 |
|
| S4 |
8,717.2 |
8,823.3 |
9,301.4 |
|
|
| 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 |
9,380.5 |
256.5 |
2.7% |
100.9 |
1.1% |
22% |
False |
False |
70,924 |
| 10 |
9,637.0 |
9,097.5 |
539.5 |
5.7% |
99.0 |
1.0% |
63% |
False |
False |
64,400 |
| 20 |
9,637.0 |
8,998.0 |
639.0 |
6.8% |
111.3 |
1.2% |
69% |
False |
False |
40,596 |
| 40 |
9,637.0 |
8,984.0 |
653.0 |
6.9% |
90.9 |
1.0% |
69% |
False |
False |
20,384 |
| 60 |
9,637.0 |
8,505.0 |
1,132.0 |
12.0% |
85.1 |
0.9% |
82% |
False |
False |
13,642 |
| 80 |
9,637.0 |
8,345.5 |
1,291.5 |
13.7% |
81.8 |
0.9% |
85% |
False |
False |
10,262 |
| 100 |
9,637.0 |
8,125.0 |
1,512.0 |
16.0% |
75.9 |
0.8% |
87% |
False |
False |
8,213 |
| 120 |
9,637.0 |
8,125.0 |
1,512.0 |
16.0% |
74.4 |
0.8% |
87% |
False |
False |
6,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,782.4 |
|
2.618 |
9,665.7 |
|
1.618 |
9,594.2 |
|
1.000 |
9,550.0 |
|
0.618 |
9,522.7 |
|
HIGH |
9,478.5 |
|
0.618 |
9,451.2 |
|
0.500 |
9,442.8 |
|
0.382 |
9,434.3 |
|
LOW |
9,407.0 |
|
0.618 |
9,362.8 |
|
1.000 |
9,335.5 |
|
1.618 |
9,291.3 |
|
2.618 |
9,219.8 |
|
4.250 |
9,103.1 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,442.8 |
9,508.8 |
| PP |
9,440.8 |
9,484.8 |
| S1 |
9,438.9 |
9,460.9 |
|