| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
6,791.0 |
6,799.0 |
8.0 |
0.1% |
6,700.0 |
| High |
6,814.0 |
6,800.5 |
-13.5 |
-0.2% |
6,800.0 |
| Low |
6,770.0 |
6,709.5 |
-60.5 |
-0.9% |
6,638.0 |
| Close |
6,779.5 |
6,725.0 |
-54.5 |
-0.8% |
6,775.5 |
| Range |
44.0 |
91.0 |
47.0 |
106.8% |
162.0 |
| ATR |
59.3 |
61.5 |
2.3 |
3.8% |
0.0 |
| Volume |
95,376 |
155,966 |
60,590 |
63.5% |
431,812 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,018.0 |
6,962.5 |
6,775.0 |
|
| R3 |
6,927.0 |
6,871.5 |
6,750.0 |
|
| R2 |
6,836.0 |
6,836.0 |
6,741.5 |
|
| R1 |
6,780.5 |
6,780.5 |
6,733.5 |
6,763.0 |
| PP |
6,745.0 |
6,745.0 |
6,745.0 |
6,736.0 |
| S1 |
6,689.5 |
6,689.5 |
6,716.5 |
6,672.0 |
| S2 |
6,654.0 |
6,654.0 |
6,708.5 |
|
| S3 |
6,563.0 |
6,598.5 |
6,700.0 |
|
| S4 |
6,472.0 |
6,507.5 |
6,675.0 |
|
|
| 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 |
6,709.5 |
106.0 |
1.6% |
51.0 |
0.8% |
15% |
False |
True |
90,005 |
| 10 |
6,815.5 |
6,638.0 |
177.5 |
2.6% |
58.5 |
0.9% |
49% |
False |
False |
91,660 |
| 20 |
6,815.5 |
6,615.0 |
200.5 |
3.0% |
55.5 |
0.8% |
55% |
False |
False |
83,149 |
| 40 |
6,815.5 |
6,349.0 |
466.5 |
6.9% |
60.0 |
0.9% |
81% |
False |
False |
70,019 |
| 60 |
6,815.5 |
6,349.0 |
466.5 |
6.9% |
54.5 |
0.8% |
81% |
False |
False |
46,916 |
| 80 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
47.0 |
0.7% |
83% |
False |
False |
35,209 |
| 100 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
39.5 |
0.6% |
83% |
False |
False |
28,184 |
| 120 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
33.5 |
0.5% |
83% |
False |
False |
23,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,187.0 |
|
2.618 |
7,038.5 |
|
1.618 |
6,947.5 |
|
1.000 |
6,891.5 |
|
0.618 |
6,856.5 |
|
HIGH |
6,800.5 |
|
0.618 |
6,765.5 |
|
0.500 |
6,755.0 |
|
0.382 |
6,744.5 |
|
LOW |
6,709.5 |
|
0.618 |
6,653.5 |
|
1.000 |
6,618.5 |
|
1.618 |
6,562.5 |
|
2.618 |
6,471.5 |
|
4.250 |
6,323.0 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,755.0 |
6,762.5 |
| PP |
6,745.0 |
6,750.0 |
| S1 |
6,735.0 |
6,737.5 |
|