| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
9,434.0 |
9,447.0 |
13.0 |
0.1% |
9,599.0 |
| High |
9,478.5 |
9,525.0 |
46.5 |
0.5% |
9,637.0 |
| Low |
9,407.0 |
9,424.5 |
17.5 |
0.2% |
9,380.5 |
| Close |
9,437.0 |
9,509.5 |
72.5 |
0.8% |
9,442.5 |
| Range |
71.5 |
100.5 |
29.0 |
40.6% |
256.5 |
| ATR |
108.2 |
107.6 |
-0.5 |
-0.5% |
0.0 |
| Volume |
77,766 |
79,384 |
1,618 |
2.1% |
240,822 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,787.8 |
9,749.2 |
9,564.8 |
|
| R3 |
9,687.3 |
9,648.7 |
9,537.1 |
|
| R2 |
9,586.8 |
9,586.8 |
9,527.9 |
|
| R1 |
9,548.2 |
9,548.2 |
9,518.7 |
9,567.5 |
| PP |
9,486.3 |
9,486.3 |
9,486.3 |
9,496.0 |
| S1 |
9,447.7 |
9,447.7 |
9,500.3 |
9,467.0 |
| S2 |
9,385.8 |
9,385.8 |
9,491.1 |
|
| S3 |
9,285.3 |
9,347.2 |
9,481.9 |
|
| S4 |
9,184.8 |
9,246.7 |
9,454.2 |
|
|
| 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% |
111.1 |
1.2% |
50% |
False |
False |
79,594 |
| 10 |
9,637.0 |
9,139.0 |
498.0 |
5.2% |
101.1 |
1.1% |
74% |
False |
False |
66,866 |
| 20 |
9,637.0 |
8,998.0 |
639.0 |
6.7% |
106.3 |
1.1% |
80% |
False |
False |
44,425 |
| 40 |
9,637.0 |
8,998.0 |
639.0 |
6.7% |
91.3 |
1.0% |
80% |
False |
False |
22,366 |
| 60 |
9,637.0 |
8,505.0 |
1,132.0 |
11.9% |
85.4 |
0.9% |
89% |
False |
False |
14,963 |
| 80 |
9,637.0 |
8,466.0 |
1,171.0 |
12.3% |
81.4 |
0.9% |
89% |
False |
False |
11,254 |
| 100 |
9,637.0 |
8,125.0 |
1,512.0 |
15.9% |
76.5 |
0.8% |
92% |
False |
False |
9,007 |
| 120 |
9,637.0 |
8,125.0 |
1,512.0 |
15.9% |
74.7 |
0.8% |
92% |
False |
False |
7,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,952.1 |
|
2.618 |
9,788.1 |
|
1.618 |
9,687.6 |
|
1.000 |
9,625.5 |
|
0.618 |
9,587.1 |
|
HIGH |
9,525.0 |
|
0.618 |
9,486.6 |
|
0.500 |
9,474.8 |
|
0.382 |
9,462.9 |
|
LOW |
9,424.5 |
|
0.618 |
9,362.4 |
|
1.000 |
9,324.0 |
|
1.618 |
9,261.9 |
|
2.618 |
9,161.4 |
|
4.250 |
8,997.4 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,497.9 |
9,490.6 |
| PP |
9,486.3 |
9,471.7 |
| S1 |
9,474.8 |
9,452.8 |
|