| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
9,477.0 |
9,496.5 |
19.5 |
0.2% |
9,434.0 |
| High |
9,539.0 |
9,526.0 |
-13.0 |
-0.1% |
9,557.5 |
| Low |
9,448.5 |
9,432.5 |
-16.0 |
-0.2% |
9,407.0 |
| Close |
9,476.5 |
9,509.0 |
32.5 |
0.3% |
9,476.5 |
| Range |
90.5 |
93.5 |
3.0 |
3.3% |
150.5 |
| ATR |
107.4 |
106.4 |
-1.0 |
-0.9% |
0.0 |
| Volume |
79,383 |
113,943 |
34,560 |
43.5% |
436,940 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,769.7 |
9,732.8 |
9,560.4 |
|
| R3 |
9,676.2 |
9,639.3 |
9,534.7 |
|
| R2 |
9,582.7 |
9,582.7 |
9,526.1 |
|
| R1 |
9,545.8 |
9,545.8 |
9,517.6 |
9,564.3 |
| PP |
9,489.2 |
9,489.2 |
9,489.2 |
9,498.4 |
| S1 |
9,452.3 |
9,452.3 |
9,500.4 |
9,470.8 |
| S2 |
9,395.7 |
9,395.7 |
9,491.9 |
|
| S3 |
9,302.2 |
9,358.8 |
9,483.3 |
|
| S4 |
9,208.7 |
9,265.3 |
9,457.6 |
|
|
| 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 |
9,410.0 |
147.5 |
1.6% |
97.4 |
1.0% |
67% |
False |
False |
94,623 |
| 10 |
9,637.0 |
9,380.5 |
256.5 |
2.7% |
99.2 |
1.0% |
50% |
False |
False |
82,774 |
| 20 |
9,637.0 |
8,998.0 |
639.0 |
6.7% |
103.1 |
1.1% |
80% |
False |
False |
63,222 |
| 40 |
9,637.0 |
8,998.0 |
639.0 |
6.7% |
91.8 |
1.0% |
80% |
False |
False |
32,197 |
| 60 |
9,637.0 |
8,760.0 |
877.0 |
9.2% |
85.0 |
0.9% |
85% |
False |
False |
21,514 |
| 80 |
9,637.0 |
8,505.0 |
1,132.0 |
11.9% |
83.8 |
0.9% |
89% |
False |
False |
16,170 |
| 100 |
9,637.0 |
8,125.0 |
1,512.0 |
15.9% |
79.0 |
0.8% |
92% |
False |
False |
12,944 |
| 120 |
9,637.0 |
8,125.0 |
1,512.0 |
15.9% |
75.5 |
0.8% |
92% |
False |
False |
10,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,923.4 |
|
2.618 |
9,770.8 |
|
1.618 |
9,677.3 |
|
1.000 |
9,619.5 |
|
0.618 |
9,583.8 |
|
HIGH |
9,526.0 |
|
0.618 |
9,490.3 |
|
0.500 |
9,479.3 |
|
0.382 |
9,468.2 |
|
LOW |
9,432.5 |
|
0.618 |
9,374.7 |
|
1.000 |
9,339.0 |
|
1.618 |
9,281.2 |
|
2.618 |
9,187.7 |
|
4.250 |
9,035.1 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,499.1 |
9,500.6 |
| PP |
9,489.2 |
9,492.2 |
| S1 |
9,479.3 |
9,483.8 |
|