| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,154.4 |
1,155.0 |
0.6 |
0.1% |
1,152.8 |
| High |
1,160.7 |
1,162.2 |
1.5 |
0.1% |
1,162.2 |
| Low |
1,147.7 |
1,150.3 |
2.6 |
0.2% |
1,142.5 |
| Close |
1,154.5 |
1,161.3 |
6.8 |
0.6% |
1,161.3 |
| Range |
13.0 |
11.9 |
-1.1 |
-8.5% |
19.7 |
| ATR |
12.5 |
12.5 |
0.0 |
-0.4% |
0.0 |
| Volume |
95,168 |
84,220 |
-10,948 |
-11.5% |
467,248 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.8 |
1,189.3 |
1,167.8 |
|
| R3 |
1,181.8 |
1,177.5 |
1,164.5 |
|
| R2 |
1,169.8 |
1,169.8 |
1,163.5 |
|
| R1 |
1,165.5 |
1,165.5 |
1,162.5 |
1,167.8 |
| PP |
1,158.0 |
1,158.0 |
1,158.0 |
1,159.0 |
| S1 |
1,153.8 |
1,153.8 |
1,160.3 |
1,155.8 |
| S2 |
1,146.0 |
1,146.0 |
1,159.0 |
|
| S3 |
1,134.3 |
1,141.8 |
1,158.0 |
|
| S4 |
1,122.3 |
1,129.8 |
1,154.8 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,214.5 |
1,207.5 |
1,172.3 |
|
| R3 |
1,194.8 |
1,187.8 |
1,166.8 |
|
| R2 |
1,175.0 |
1,175.0 |
1,165.0 |
|
| R1 |
1,168.3 |
1,168.3 |
1,163.0 |
1,171.5 |
| PP |
1,155.3 |
1,155.3 |
1,155.3 |
1,157.0 |
| S1 |
1,148.5 |
1,148.5 |
1,159.5 |
1,152.0 |
| S2 |
1,135.8 |
1,135.8 |
1,157.8 |
|
| S3 |
1,116.0 |
1,128.8 |
1,156.0 |
|
| S4 |
1,096.3 |
1,109.0 |
1,150.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,162.2 |
1,142.5 |
19.7 |
1.7% |
13.3 |
1.1% |
95% |
True |
False |
93,449 |
| 10 |
1,164.2 |
1,142.5 |
21.7 |
1.9% |
11.5 |
1.0% |
87% |
False |
False |
76,276 |
| 20 |
1,166.4 |
1,092.0 |
74.4 |
6.4% |
13.3 |
1.1% |
93% |
False |
False |
89,031 |
| 40 |
1,166.4 |
1,092.0 |
74.4 |
6.4% |
11.0 |
0.9% |
93% |
False |
False |
45,721 |
| 60 |
1,166.4 |
1,079.2 |
87.2 |
7.5% |
8.3 |
0.7% |
94% |
False |
False |
30,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,212.8 |
|
2.618 |
1,193.3 |
|
1.618 |
1,181.5 |
|
1.000 |
1,174.0 |
|
0.618 |
1,169.5 |
|
HIGH |
1,162.3 |
|
0.618 |
1,157.8 |
|
0.500 |
1,156.3 |
|
0.382 |
1,154.8 |
|
LOW |
1,150.3 |
|
0.618 |
1,143.0 |
|
1.000 |
1,138.5 |
|
1.618 |
1,131.0 |
|
2.618 |
1,119.3 |
|
4.250 |
1,099.8 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,159.5 |
1,159.0 |
| PP |
1,158.0 |
1,156.8 |
| S1 |
1,156.3 |
1,154.5 |
|