| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,320 |
16,085 |
-235 |
-1.4% |
16,365 |
| High |
16,325 |
16,145 |
-180 |
-1.1% |
16,450 |
| Low |
16,035 |
15,915 |
-120 |
-0.7% |
15,915 |
| Close |
16,055 |
16,130 |
75 |
0.5% |
16,130 |
| Range |
290 |
230 |
-60 |
-20.7% |
535 |
| ATR |
266 |
263 |
-3 |
-1.0% |
0 |
| Volume |
5,938 |
7,704 |
1,766 |
29.7% |
25,516 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,753 |
16,672 |
16,257 |
|
| R3 |
16,523 |
16,442 |
16,193 |
|
| R2 |
16,293 |
16,293 |
16,172 |
|
| R1 |
16,212 |
16,212 |
16,151 |
16,253 |
| PP |
16,063 |
16,063 |
16,063 |
16,084 |
| S1 |
15,982 |
15,982 |
16,109 |
16,023 |
| S2 |
15,833 |
15,833 |
16,088 |
|
| S3 |
15,603 |
15,752 |
16,067 |
|
| S4 |
15,373 |
15,522 |
16,004 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,770 |
17,485 |
16,424 |
|
| R3 |
17,235 |
16,950 |
16,277 |
|
| R2 |
16,700 |
16,700 |
16,228 |
|
| R1 |
16,415 |
16,415 |
16,179 |
16,290 |
| PP |
16,165 |
16,165 |
16,165 |
16,103 |
| S1 |
15,880 |
15,880 |
16,081 |
15,755 |
| S2 |
15,630 |
15,630 |
16,032 |
|
| S3 |
15,095 |
15,345 |
15,983 |
|
| S4 |
14,560 |
14,810 |
15,836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,450 |
15,915 |
535 |
3.3% |
215 |
1.3% |
40% |
False |
True |
6,710 |
| 10 |
16,450 |
15,825 |
625 |
3.9% |
229 |
1.4% |
49% |
False |
False |
6,985 |
| 20 |
16,450 |
15,170 |
1,280 |
7.9% |
279 |
1.7% |
75% |
False |
False |
11,125 |
| 40 |
16,450 |
14,070 |
2,380 |
14.8% |
243 |
1.5% |
87% |
False |
False |
5,685 |
| 60 |
16,450 |
14,070 |
2,380 |
14.8% |
191 |
1.2% |
87% |
False |
False |
3,792 |
| 80 |
16,450 |
13,905 |
2,545 |
15.8% |
161 |
1.0% |
87% |
False |
False |
2,845 |
| 100 |
16,450 |
13,330 |
3,120 |
19.3% |
130 |
0.8% |
90% |
False |
False |
2,276 |
| 120 |
16,450 |
13,330 |
3,120 |
19.3% |
111 |
0.7% |
90% |
False |
False |
1,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,123 |
|
2.618 |
16,747 |
|
1.618 |
16,517 |
|
1.000 |
16,375 |
|
0.618 |
16,287 |
|
HIGH |
16,145 |
|
0.618 |
16,057 |
|
0.500 |
16,030 |
|
0.382 |
16,003 |
|
LOW |
15,915 |
|
0.618 |
15,773 |
|
1.000 |
15,685 |
|
1.618 |
15,543 |
|
2.618 |
15,313 |
|
4.250 |
14,938 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,097 |
16,183 |
| PP |
16,063 |
16,165 |
| S1 |
16,030 |
16,148 |
|