| 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 |
6,654.5 |
6,700.0 |
45.5 |
0.7% |
6,688.0 |
| High |
6,718.0 |
6,712.0 |
-6.0 |
-0.1% |
6,718.0 |
| Low |
6,654.5 |
6,649.0 |
-5.5 |
-0.1% |
6,623.5 |
| Close |
6,687.5 |
6,699.5 |
12.0 |
0.2% |
6,687.5 |
| Range |
63.5 |
63.0 |
-0.5 |
-0.8% |
94.5 |
| ATR |
64.5 |
64.4 |
-0.1 |
-0.2% |
0.0 |
| Volume |
73,244 |
91,109 |
17,865 |
24.4% |
447,383 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,876.0 |
6,850.5 |
6,734.0 |
|
| R3 |
6,813.0 |
6,787.5 |
6,717.0 |
|
| R2 |
6,750.0 |
6,750.0 |
6,711.0 |
|
| R1 |
6,724.5 |
6,724.5 |
6,705.5 |
6,706.0 |
| PP |
6,687.0 |
6,687.0 |
6,687.0 |
6,677.5 |
| S1 |
6,661.5 |
6,661.5 |
6,693.5 |
6,643.0 |
| S2 |
6,624.0 |
6,624.0 |
6,688.0 |
|
| S3 |
6,561.0 |
6,598.5 |
6,682.0 |
|
| S4 |
6,498.0 |
6,535.5 |
6,665.0 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,960.0 |
6,918.0 |
6,739.5 |
|
| R3 |
6,865.5 |
6,823.5 |
6,713.5 |
|
| R2 |
6,771.0 |
6,771.0 |
6,705.0 |
|
| R1 |
6,729.0 |
6,729.0 |
6,696.0 |
6,703.0 |
| PP |
6,676.5 |
6,676.5 |
6,676.5 |
6,663.0 |
| S1 |
6,634.5 |
6,634.5 |
6,679.0 |
6,608.0 |
| S2 |
6,582.0 |
6,582.0 |
6,670.0 |
|
| S3 |
6,487.5 |
6,540.0 |
6,661.5 |
|
| S4 |
6,393.0 |
6,445.5 |
6,635.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,718.0 |
6,623.5 |
94.5 |
1.4% |
60.5 |
0.9% |
80% |
False |
False |
92,142 |
| 10 |
6,722.5 |
6,623.5 |
99.0 |
1.5% |
54.0 |
0.8% |
77% |
False |
False |
79,458 |
| 20 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
65.0 |
1.0% |
93% |
False |
False |
91,235 |
| 40 |
6,726.0 |
6,349.0 |
377.0 |
5.6% |
56.0 |
0.8% |
93% |
False |
False |
51,362 |
| 60 |
6,740.0 |
6,349.0 |
391.0 |
5.8% |
50.5 |
0.8% |
90% |
False |
False |
34,391 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
42.5 |
0.6% |
91% |
False |
False |
25,826 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
36.0 |
0.5% |
91% |
False |
False |
20,664 |
| 120 |
6,740.0 |
6,275.0 |
465.0 |
6.9% |
30.0 |
0.4% |
91% |
False |
False |
17,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,980.0 |
|
2.618 |
6,877.0 |
|
1.618 |
6,814.0 |
|
1.000 |
6,775.0 |
|
0.618 |
6,751.0 |
|
HIGH |
6,712.0 |
|
0.618 |
6,688.0 |
|
0.500 |
6,680.5 |
|
0.382 |
6,673.0 |
|
LOW |
6,649.0 |
|
0.618 |
6,610.0 |
|
1.000 |
6,586.0 |
|
1.618 |
6,547.0 |
|
2.618 |
6,484.0 |
|
4.250 |
6,381.0 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,693.0 |
6,690.0 |
| PP |
6,687.0 |
6,680.5 |
| S1 |
6,680.5 |
6,671.0 |
|