| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,171.6 |
1,140.5 |
-31.1 |
-2.7% |
1,168.5 |
| High |
1,174.3 |
1,148.3 |
-26.0 |
-2.2% |
1,181.3 |
| Low |
1,137.5 |
1,117.5 |
-20.0 |
-1.8% |
1,137.5 |
| Close |
1,139.2 |
1,125.7 |
-13.5 |
-1.2% |
1,139.2 |
| Range |
36.8 |
30.8 |
-6.0 |
-16.3% |
43.8 |
| ATR |
14.5 |
15.7 |
1.2 |
8.0% |
0.0 |
| Volume |
170,914 |
182,142 |
11,228 |
6.6% |
426,741 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.0 |
1,205.0 |
1,142.8 |
|
| R3 |
1,192.0 |
1,174.3 |
1,134.3 |
|
| R2 |
1,161.3 |
1,161.3 |
1,131.3 |
|
| R1 |
1,143.5 |
1,143.5 |
1,128.5 |
1,137.0 |
| PP |
1,130.5 |
1,130.5 |
1,130.5 |
1,127.3 |
| S1 |
1,112.8 |
1,112.8 |
1,123.0 |
1,106.3 |
| S2 |
1,099.8 |
1,099.8 |
1,120.0 |
|
| S3 |
1,069.0 |
1,082.0 |
1,117.3 |
|
| S4 |
1,038.0 |
1,051.0 |
1,108.8 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.0 |
1,255.5 |
1,163.3 |
|
| R3 |
1,240.3 |
1,211.8 |
1,151.3 |
|
| R2 |
1,196.5 |
1,196.5 |
1,147.3 |
|
| R1 |
1,167.8 |
1,167.8 |
1,143.3 |
1,160.3 |
| PP |
1,152.8 |
1,152.8 |
1,152.8 |
1,149.0 |
| S1 |
1,124.0 |
1,124.0 |
1,135.3 |
1,116.5 |
| S2 |
1,108.8 |
1,108.8 |
1,131.3 |
|
| S3 |
1,065.0 |
1,080.3 |
1,127.3 |
|
| S4 |
1,021.3 |
1,036.5 |
1,115.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,181.3 |
1,117.5 |
63.8 |
5.7% |
21.8 |
1.9% |
13% |
False |
True |
121,776 |
| 10 |
1,181.3 |
1,117.5 |
63.8 |
5.7% |
17.5 |
1.6% |
13% |
False |
True |
107,204 |
| 20 |
1,181.3 |
1,117.5 |
63.8 |
5.7% |
14.5 |
1.3% |
13% |
False |
True |
91,740 |
| 40 |
1,181.3 |
1,092.0 |
89.3 |
7.9% |
14.0 |
1.2% |
38% |
False |
False |
72,520 |
| 60 |
1,181.3 |
1,079.2 |
102.1 |
9.1% |
11.3 |
1.0% |
46% |
False |
False |
48,348 |
| 80 |
1,181.3 |
1,037.5 |
143.8 |
12.8% |
8.5 |
0.7% |
61% |
False |
False |
36,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,279.3 |
|
2.618 |
1,229.0 |
|
1.618 |
1,198.3 |
|
1.000 |
1,179.0 |
|
0.618 |
1,167.3 |
|
HIGH |
1,148.3 |
|
0.618 |
1,136.5 |
|
0.500 |
1,133.0 |
|
0.382 |
1,129.3 |
|
LOW |
1,117.5 |
|
0.618 |
1,098.5 |
|
1.000 |
1,086.8 |
|
1.618 |
1,067.8 |
|
2.618 |
1,036.8 |
|
4.250 |
986.5 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,133.0 |
1,149.5 |
| PP |
1,130.5 |
1,141.5 |
| S1 |
1,128.0 |
1,133.5 |
|