| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,152.8 |
1,143.7 |
-9.1 |
-0.8% |
1,157.2 |
| High |
1,159.3 |
1,158.2 |
-1.1 |
-0.1% |
1,164.2 |
| Low |
1,142.5 |
1,143.7 |
1.2 |
0.1% |
1,142.9 |
| Close |
1,144.8 |
1,153.2 |
8.4 |
0.7% |
1,153.8 |
| Range |
16.8 |
14.5 |
-2.3 |
-13.7% |
21.3 |
| ATR |
12.5 |
12.7 |
0.1 |
1.1% |
0.0 |
| Volume |
105,842 |
95,379 |
-10,463 |
-9.9% |
255,306 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,195.3 |
1,188.8 |
1,161.3 |
|
| R3 |
1,180.8 |
1,174.3 |
1,157.3 |
|
| R2 |
1,166.3 |
1,166.3 |
1,155.8 |
|
| R1 |
1,159.8 |
1,159.8 |
1,154.5 |
1,163.0 |
| PP |
1,151.8 |
1,151.8 |
1,151.8 |
1,153.3 |
| S1 |
1,145.3 |
1,145.3 |
1,151.8 |
1,148.5 |
| S2 |
1,137.3 |
1,137.3 |
1,150.5 |
|
| S3 |
1,122.8 |
1,130.8 |
1,149.3 |
|
| S4 |
1,108.3 |
1,116.3 |
1,145.3 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,217.5 |
1,207.0 |
1,165.5 |
|
| R3 |
1,196.3 |
1,185.8 |
1,159.8 |
|
| R2 |
1,175.0 |
1,175.0 |
1,157.8 |
|
| R1 |
1,164.3 |
1,164.3 |
1,155.8 |
1,159.0 |
| PP |
1,153.8 |
1,153.8 |
1,153.8 |
1,151.0 |
| S1 |
1,143.0 |
1,143.0 |
1,151.8 |
1,137.8 |
| S2 |
1,132.3 |
1,132.3 |
1,150.0 |
|
| S3 |
1,111.0 |
1,121.8 |
1,148.0 |
|
| S4 |
1,089.8 |
1,100.5 |
1,142.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,164.2 |
1,142.5 |
21.7 |
1.9% |
13.0 |
1.1% |
49% |
False |
False |
81,964 |
| 10 |
1,166.4 |
1,142.5 |
23.9 |
2.1% |
11.0 |
0.9% |
45% |
False |
False |
61,590 |
| 20 |
1,166.4 |
1,092.0 |
74.4 |
6.5% |
14.0 |
1.2% |
82% |
False |
False |
77,923 |
| 40 |
1,166.4 |
1,089.9 |
76.5 |
6.6% |
10.5 |
0.9% |
83% |
False |
False |
39,070 |
| 60 |
1,166.4 |
1,079.2 |
87.2 |
7.6% |
7.8 |
0.7% |
85% |
False |
False |
26,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,219.8 |
|
2.618 |
1,196.3 |
|
1.618 |
1,181.8 |
|
1.000 |
1,172.8 |
|
0.618 |
1,167.3 |
|
HIGH |
1,158.3 |
|
0.618 |
1,152.8 |
|
0.500 |
1,151.0 |
|
0.382 |
1,149.3 |
|
LOW |
1,143.8 |
|
0.618 |
1,134.8 |
|
1.000 |
1,129.3 |
|
1.618 |
1,120.3 |
|
2.618 |
1,105.8 |
|
4.250 |
1,082.0 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,152.5 |
1,152.5 |
| PP |
1,151.8 |
1,151.8 |
| S1 |
1,151.0 |
1,151.0 |
|