| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,126.6 |
1,143.5 |
16.9 |
1.5% |
1,168.5 |
| High |
1,143.5 |
1,145.5 |
2.0 |
0.2% |
1,181.3 |
| Low |
1,123.8 |
1,115.8 |
-8.0 |
-0.7% |
1,137.5 |
| Close |
1,136.7 |
1,120.5 |
-16.2 |
-1.4% |
1,139.2 |
| Range |
19.7 |
29.7 |
10.0 |
50.8% |
43.8 |
| ATR |
16.0 |
16.9 |
1.0 |
6.1% |
0.0 |
| Volume |
140,927 |
183,065 |
42,138 |
29.9% |
426,741 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,216.3 |
1,198.3 |
1,136.8 |
|
| R3 |
1,186.8 |
1,168.5 |
1,128.8 |
|
| R2 |
1,157.0 |
1,157.0 |
1,126.0 |
|
| R1 |
1,138.8 |
1,138.8 |
1,123.3 |
1,133.0 |
| PP |
1,127.3 |
1,127.3 |
1,127.3 |
1,124.5 |
| S1 |
1,109.0 |
1,109.0 |
1,117.8 |
1,103.3 |
| S2 |
1,097.5 |
1,097.5 |
1,115.0 |
|
| S3 |
1,067.8 |
1,079.3 |
1,112.3 |
|
| S4 |
1,038.3 |
1,049.8 |
1,104.3 |
|
|
| 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 |
1,115.8 |
65.5 |
5.8% |
27.3 |
2.4% |
7% |
False |
True |
157,437 |
| 10 |
1,181.3 |
1,115.8 |
65.5 |
5.8% |
18.5 |
1.6% |
7% |
False |
True |
114,979 |
| 20 |
1,181.3 |
1,115.8 |
65.5 |
5.8% |
16.3 |
1.4% |
7% |
False |
True |
103,594 |
| 40 |
1,181.3 |
1,092.0 |
89.3 |
8.0% |
15.0 |
1.3% |
32% |
False |
False |
80,620 |
| 60 |
1,181.3 |
1,079.2 |
102.1 |
9.1% |
12.0 |
1.1% |
40% |
False |
False |
53,748 |
| 80 |
1,181.3 |
1,037.5 |
143.8 |
12.8% |
9.0 |
0.8% |
58% |
False |
False |
40,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,271.8 |
|
2.618 |
1,223.3 |
|
1.618 |
1,193.5 |
|
1.000 |
1,175.3 |
|
0.618 |
1,163.8 |
|
HIGH |
1,145.5 |
|
0.618 |
1,134.3 |
|
0.500 |
1,130.8 |
|
0.382 |
1,127.3 |
|
LOW |
1,115.8 |
|
0.618 |
1,097.5 |
|
1.000 |
1,086.0 |
|
1.618 |
1,067.8 |
|
2.618 |
1,038.0 |
|
4.250 |
989.5 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,130.8 |
1,132.0 |
| PP |
1,127.3 |
1,128.3 |
| S1 |
1,124.0 |
1,124.3 |
|