| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,156.7 |
1,156.1 |
-0.6 |
-0.1% |
1,144.0 |
| High |
1,164.2 |
1,158.4 |
-5.8 |
-0.5% |
1,166.4 |
| Low |
1,156.4 |
1,142.9 |
-13.5 |
-1.2% |
1,144.0 |
| Close |
1,161.4 |
1,149.5 |
-11.9 |
-1.0% |
1,158.8 |
| Range |
7.8 |
15.5 |
7.7 |
98.7% |
22.4 |
| ATR |
11.9 |
12.4 |
0.5 |
4.0% |
0.0 |
| Volume |
49,060 |
89,535 |
40,475 |
82.5% |
159,380 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,196.8 |
1,188.8 |
1,158.0 |
|
| R3 |
1,181.3 |
1,173.3 |
1,153.8 |
|
| R2 |
1,165.8 |
1,165.8 |
1,152.3 |
|
| R1 |
1,157.8 |
1,157.8 |
1,151.0 |
1,154.0 |
| PP |
1,150.3 |
1,150.3 |
1,150.3 |
1,148.5 |
| S1 |
1,142.3 |
1,142.3 |
1,148.0 |
1,138.5 |
| S2 |
1,134.8 |
1,134.8 |
1,146.8 |
|
| S3 |
1,119.3 |
1,126.8 |
1,145.3 |
|
| S4 |
1,103.8 |
1,111.3 |
1,141.0 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.5 |
1,213.5 |
1,171.0 |
|
| R3 |
1,201.3 |
1,191.3 |
1,165.0 |
|
| R2 |
1,178.8 |
1,178.8 |
1,163.0 |
|
| R1 |
1,168.8 |
1,168.8 |
1,160.8 |
1,173.8 |
| PP |
1,156.5 |
1,156.5 |
1,156.5 |
1,159.0 |
| S1 |
1,146.5 |
1,146.5 |
1,156.8 |
1,151.5 |
| S2 |
1,134.0 |
1,134.0 |
1,154.8 |
|
| S3 |
1,111.5 |
1,124.0 |
1,152.8 |
|
| S4 |
1,089.3 |
1,101.5 |
1,146.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,166.4 |
1,142.9 |
23.5 |
2.0% |
9.5 |
0.8% |
28% |
False |
True |
52,813 |
| 10 |
1,166.4 |
1,105.3 |
61.1 |
5.3% |
13.3 |
1.1% |
72% |
False |
False |
69,916 |
| 20 |
1,166.4 |
1,092.0 |
74.4 |
6.5% |
13.8 |
1.2% |
77% |
False |
False |
64,560 |
| 40 |
1,166.4 |
1,079.2 |
87.2 |
7.6% |
10.5 |
0.9% |
81% |
False |
False |
32,290 |
| 60 |
1,166.4 |
1,037.5 |
128.9 |
11.2% |
7.0 |
0.6% |
87% |
False |
False |
21,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,224.3 |
|
2.618 |
1,199.0 |
|
1.618 |
1,183.5 |
|
1.000 |
1,174.0 |
|
0.618 |
1,168.0 |
|
HIGH |
1,158.5 |
|
0.618 |
1,152.5 |
|
0.500 |
1,150.8 |
|
0.382 |
1,148.8 |
|
LOW |
1,143.0 |
|
0.618 |
1,133.3 |
|
1.000 |
1,127.5 |
|
1.618 |
1,117.8 |
|
2.618 |
1,102.3 |
|
4.250 |
1,077.0 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,150.8 |
1,153.5 |
| PP |
1,150.3 |
1,152.3 |
| S1 |
1,150.0 |
1,150.8 |
|