| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
9,492.0 |
9,477.0 |
-15.0 |
-0.2% |
9,434.0 |
| High |
9,557.5 |
9,539.0 |
-18.5 |
-0.2% |
9,557.5 |
| Low |
9,410.0 |
9,448.5 |
38.5 |
0.4% |
9,407.0 |
| Close |
9,425.5 |
9,476.5 |
51.0 |
0.5% |
9,476.5 |
| Range |
147.5 |
90.5 |
-57.0 |
-38.6% |
150.5 |
| ATR |
107.0 |
107.4 |
0.5 |
0.4% |
0.0 |
| Volume |
93,920 |
79,383 |
-14,537 |
-15.5% |
436,940 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,759.5 |
9,708.5 |
9,526.3 |
|
| R3 |
9,669.0 |
9,618.0 |
9,501.4 |
|
| R2 |
9,578.5 |
9,578.5 |
9,493.1 |
|
| R1 |
9,527.5 |
9,527.5 |
9,484.8 |
9,507.8 |
| PP |
9,488.0 |
9,488.0 |
9,488.0 |
9,478.1 |
| S1 |
9,437.0 |
9,437.0 |
9,468.2 |
9,417.3 |
| S2 |
9,397.5 |
9,397.5 |
9,459.9 |
|
| S3 |
9,307.0 |
9,346.5 |
9,451.6 |
|
| S4 |
9,216.5 |
9,256.0 |
9,426.7 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,931.8 |
9,854.7 |
9,559.3 |
|
| R3 |
9,781.3 |
9,704.2 |
9,517.9 |
|
| R2 |
9,630.8 |
9,630.8 |
9,504.1 |
|
| R1 |
9,553.7 |
9,553.7 |
9,490.3 |
9,592.3 |
| PP |
9,480.3 |
9,480.3 |
9,480.3 |
9,499.6 |
| S1 |
9,403.2 |
9,403.2 |
9,462.7 |
9,441.8 |
| S2 |
9,329.8 |
9,329.8 |
9,448.9 |
|
| S3 |
9,179.3 |
9,252.7 |
9,435.1 |
|
| S4 |
9,028.8 |
9,102.2 |
9,393.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,557.5 |
9,407.0 |
150.5 |
1.6% |
93.0 |
1.0% |
46% |
False |
False |
87,388 |
| 10 |
9,637.0 |
9,380.5 |
256.5 |
2.7% |
97.3 |
1.0% |
37% |
False |
False |
76,184 |
| 20 |
9,637.0 |
8,998.0 |
639.0 |
6.7% |
101.2 |
1.1% |
75% |
False |
False |
57,801 |
| 40 |
9,637.0 |
8,998.0 |
639.0 |
6.7% |
90.9 |
1.0% |
75% |
False |
False |
29,350 |
| 60 |
9,637.0 |
8,693.0 |
944.0 |
10.0% |
84.8 |
0.9% |
83% |
False |
False |
19,618 |
| 80 |
9,637.0 |
8,505.0 |
1,132.0 |
11.9% |
83.1 |
0.9% |
86% |
False |
False |
14,747 |
| 100 |
9,637.0 |
8,125.0 |
1,512.0 |
16.0% |
78.5 |
0.8% |
89% |
False |
False |
11,804 |
| 120 |
9,637.0 |
8,125.0 |
1,512.0 |
16.0% |
75.1 |
0.8% |
89% |
False |
False |
9,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,923.6 |
|
2.618 |
9,775.9 |
|
1.618 |
9,685.4 |
|
1.000 |
9,629.5 |
|
0.618 |
9,594.9 |
|
HIGH |
9,539.0 |
|
0.618 |
9,504.4 |
|
0.500 |
9,493.8 |
|
0.382 |
9,483.1 |
|
LOW |
9,448.5 |
|
0.618 |
9,392.6 |
|
1.000 |
9,358.0 |
|
1.618 |
9,302.1 |
|
2.618 |
9,211.6 |
|
4.250 |
9,063.9 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,493.8 |
9,483.8 |
| PP |
9,488.0 |
9,481.3 |
| S1 |
9,482.3 |
9,478.9 |
|