| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
6,766.0 |
6,790.0 |
24.0 |
0.4% |
6,700.0 |
| High |
6,789.0 |
6,815.5 |
26.5 |
0.4% |
6,800.0 |
| Low |
6,758.5 |
6,767.0 |
8.5 |
0.1% |
6,638.0 |
| Close |
6,782.0 |
6,778.5 |
-3.5 |
-0.1% |
6,775.5 |
| Range |
30.5 |
48.5 |
18.0 |
59.0% |
162.0 |
| ATR |
61.4 |
60.4 |
-0.9 |
-1.5% |
0.0 |
| Volume |
81,004 |
79,203 |
-1,801 |
-2.2% |
431,812 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,932.5 |
6,904.0 |
6,805.0 |
|
| R3 |
6,884.0 |
6,855.5 |
6,792.0 |
|
| R2 |
6,835.5 |
6,835.5 |
6,787.5 |
|
| R1 |
6,807.0 |
6,807.0 |
6,783.0 |
6,797.0 |
| PP |
6,787.0 |
6,787.0 |
6,787.0 |
6,782.0 |
| S1 |
6,758.5 |
6,758.5 |
6,774.0 |
6,748.5 |
| S2 |
6,738.5 |
6,738.5 |
6,769.5 |
|
| S3 |
6,690.0 |
6,710.0 |
6,765.0 |
|
| S4 |
6,641.5 |
6,661.5 |
6,752.0 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,224.0 |
7,161.5 |
6,864.5 |
|
| R3 |
7,062.0 |
6,999.5 |
6,820.0 |
|
| R2 |
6,900.0 |
6,900.0 |
6,805.0 |
|
| R1 |
6,837.5 |
6,837.5 |
6,790.5 |
6,869.0 |
| PP |
6,738.0 |
6,738.0 |
6,738.0 |
6,753.5 |
| S1 |
6,675.5 |
6,675.5 |
6,760.5 |
6,707.0 |
| S2 |
6,576.0 |
6,576.0 |
6,746.0 |
|
| S3 |
6,414.0 |
6,513.5 |
6,731.0 |
|
| S4 |
6,252.0 |
6,351.5 |
6,686.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,815.5 |
6,723.5 |
92.0 |
1.4% |
45.0 |
0.7% |
60% |
True |
False |
79,141 |
| 10 |
6,815.5 |
6,623.5 |
192.0 |
2.8% |
57.0 |
0.8% |
81% |
True |
False |
88,348 |
| 20 |
6,815.5 |
6,524.0 |
291.5 |
4.3% |
58.5 |
0.9% |
87% |
True |
False |
73,840 |
| 40 |
6,815.5 |
6,349.0 |
466.5 |
6.9% |
58.5 |
0.9% |
92% |
True |
False |
63,736 |
| 60 |
6,815.5 |
6,349.0 |
466.5 |
6.9% |
52.5 |
0.8% |
92% |
True |
False |
42,728 |
| 80 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
45.5 |
0.7% |
93% |
True |
False |
32,082 |
| 100 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
38.5 |
0.6% |
93% |
True |
False |
25,671 |
| 120 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
32.5 |
0.5% |
93% |
True |
False |
21,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,021.5 |
|
2.618 |
6,942.5 |
|
1.618 |
6,894.0 |
|
1.000 |
6,864.0 |
|
0.618 |
6,845.5 |
|
HIGH |
6,815.5 |
|
0.618 |
6,797.0 |
|
0.500 |
6,791.0 |
|
0.382 |
6,785.5 |
|
LOW |
6,767.0 |
|
0.618 |
6,737.0 |
|
1.000 |
6,718.5 |
|
1.618 |
6,688.5 |
|
2.618 |
6,640.0 |
|
4.250 |
6,561.0 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,791.0 |
6,783.0 |
| PP |
6,787.0 |
6,781.5 |
| S1 |
6,783.0 |
6,780.0 |
|