| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,140.5 |
1,126.6 |
-13.9 |
-1.2% |
1,168.5 |
| High |
1,148.3 |
1,143.5 |
-4.8 |
-0.4% |
1,181.3 |
| Low |
1,117.5 |
1,123.8 |
6.3 |
0.6% |
1,137.5 |
| Close |
1,125.7 |
1,136.7 |
11.0 |
1.0% |
1,139.2 |
| Range |
30.8 |
19.7 |
-11.1 |
-36.0% |
43.8 |
| ATR |
15.7 |
16.0 |
0.3 |
1.8% |
0.0 |
| Volume |
182,142 |
140,927 |
-41,215 |
-22.6% |
426,741 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.8 |
1,185.0 |
1,147.5 |
|
| R3 |
1,174.0 |
1,165.3 |
1,142.0 |
|
| R2 |
1,154.3 |
1,154.3 |
1,140.3 |
|
| R1 |
1,145.5 |
1,145.5 |
1,138.5 |
1,150.0 |
| PP |
1,134.8 |
1,134.8 |
1,134.8 |
1,137.0 |
| S1 |
1,125.8 |
1,125.8 |
1,135.0 |
1,130.3 |
| S2 |
1,115.0 |
1,115.0 |
1,133.0 |
|
| S3 |
1,095.3 |
1,106.3 |
1,131.3 |
|
| S4 |
1,075.5 |
1,086.5 |
1,125.8 |
|
|
| 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 |
5.6% |
23.5 |
2.1% |
30% |
False |
False |
133,441 |
| 10 |
1,181.3 |
1,117.5 |
63.8 |
5.6% |
17.0 |
1.5% |
30% |
False |
False |
108,674 |
| 20 |
1,181.3 |
1,117.5 |
63.8 |
5.6% |
15.0 |
1.3% |
30% |
False |
False |
96,776 |
| 40 |
1,181.3 |
1,092.0 |
89.3 |
7.9% |
14.5 |
1.3% |
50% |
False |
False |
76,043 |
| 60 |
1,181.3 |
1,079.2 |
102.1 |
9.0% |
11.5 |
1.0% |
56% |
False |
False |
50,697 |
| 80 |
1,181.3 |
1,037.5 |
143.8 |
12.7% |
8.5 |
0.8% |
69% |
False |
False |
38,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,227.3 |
|
2.618 |
1,195.0 |
|
1.618 |
1,175.3 |
|
1.000 |
1,163.3 |
|
0.618 |
1,155.8 |
|
HIGH |
1,143.5 |
|
0.618 |
1,136.0 |
|
0.500 |
1,133.8 |
|
0.382 |
1,131.3 |
|
LOW |
1,123.8 |
|
0.618 |
1,111.8 |
|
1.000 |
1,104.0 |
|
1.618 |
1,092.0 |
|
2.618 |
1,072.3 |
|
4.250 |
1,040.0 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,135.8 |
1,146.0 |
| PP |
1,134.8 |
1,142.8 |
| S1 |
1,133.8 |
1,139.8 |
|