| 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 |
16,085 |
16,095 |
10 |
0.1% |
16,365 |
| High |
16,145 |
16,205 |
60 |
0.4% |
16,450 |
| Low |
15,915 |
15,775 |
-140 |
-0.9% |
15,915 |
| Close |
16,130 |
15,865 |
-265 |
-1.6% |
16,130 |
| Range |
230 |
430 |
200 |
87.0% |
535 |
| ATR |
263 |
275 |
12 |
4.5% |
0 |
| Volume |
7,704 |
13,880 |
6,176 |
80.2% |
25,516 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,238 |
16,982 |
16,102 |
|
| R3 |
16,808 |
16,552 |
15,983 |
|
| R2 |
16,378 |
16,378 |
15,944 |
|
| R1 |
16,122 |
16,122 |
15,905 |
16,035 |
| PP |
15,948 |
15,948 |
15,948 |
15,905 |
| S1 |
15,692 |
15,692 |
15,826 |
15,605 |
| S2 |
15,518 |
15,518 |
15,786 |
|
| S3 |
15,088 |
15,262 |
15,747 |
|
| S4 |
14,658 |
14,832 |
15,629 |
|
|
| 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 |
15,775 |
675 |
4.3% |
250 |
1.6% |
13% |
False |
True |
7,879 |
| 10 |
16,450 |
15,775 |
675 |
4.3% |
256 |
1.6% |
13% |
False |
True |
7,437 |
| 20 |
16,450 |
15,180 |
1,270 |
8.0% |
283 |
1.8% |
54% |
False |
False |
11,660 |
| 40 |
16,450 |
14,070 |
2,380 |
15.0% |
253 |
1.6% |
75% |
False |
False |
6,032 |
| 60 |
16,450 |
14,070 |
2,380 |
15.0% |
197 |
1.2% |
75% |
False |
False |
4,023 |
| 80 |
16,450 |
13,905 |
2,545 |
16.0% |
166 |
1.0% |
77% |
False |
False |
3,018 |
| 100 |
16,450 |
13,330 |
3,120 |
19.7% |
134 |
0.8% |
81% |
False |
False |
2,415 |
| 120 |
16,450 |
13,330 |
3,120 |
19.7% |
115 |
0.7% |
81% |
False |
False |
2,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,033 |
|
2.618 |
17,331 |
|
1.618 |
16,901 |
|
1.000 |
16,635 |
|
0.618 |
16,471 |
|
HIGH |
16,205 |
|
0.618 |
16,041 |
|
0.500 |
15,990 |
|
0.382 |
15,939 |
|
LOW |
15,775 |
|
0.618 |
15,509 |
|
1.000 |
15,345 |
|
1.618 |
15,079 |
|
2.618 |
14,649 |
|
4.250 |
13,948 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,990 |
16,050 |
| PP |
15,948 |
15,988 |
| S1 |
15,907 |
15,927 |
|