| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,143.5 |
1,122.9 |
-20.6 |
-1.8% |
1,168.5 |
| High |
1,145.5 |
1,142.7 |
-2.8 |
-0.2% |
1,181.3 |
| Low |
1,115.8 |
1,118.1 |
2.3 |
0.2% |
1,137.5 |
| Close |
1,120.5 |
1,129.2 |
8.7 |
0.8% |
1,139.2 |
| Range |
29.7 |
24.6 |
-5.1 |
-17.2% |
43.8 |
| ATR |
16.9 |
17.5 |
0.5 |
3.2% |
0.0 |
| Volume |
183,065 |
139,343 |
-43,722 |
-23.9% |
426,741 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,203.8 |
1,191.0 |
1,142.8 |
|
| R3 |
1,179.3 |
1,166.5 |
1,136.0 |
|
| R2 |
1,154.5 |
1,154.5 |
1,133.8 |
|
| R1 |
1,142.0 |
1,142.0 |
1,131.5 |
1,148.3 |
| PP |
1,130.0 |
1,130.0 |
1,130.0 |
1,133.3 |
| S1 |
1,117.3 |
1,117.3 |
1,127.0 |
1,123.8 |
| S2 |
1,105.5 |
1,105.5 |
1,124.8 |
|
| S3 |
1,080.8 |
1,092.8 |
1,122.5 |
|
| S4 |
1,056.3 |
1,068.0 |
1,115.8 |
|
|
| 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 |
1,174.3 |
1,115.8 |
58.5 |
5.2% |
28.3 |
2.5% |
23% |
False |
False |
163,278 |
| 10 |
1,181.3 |
1,115.8 |
65.5 |
5.8% |
19.8 |
1.8% |
20% |
False |
False |
120,448 |
| 20 |
1,181.3 |
1,115.8 |
65.5 |
5.8% |
17.0 |
1.5% |
20% |
False |
False |
108,108 |
| 40 |
1,181.3 |
1,092.0 |
89.3 |
7.9% |
15.3 |
1.4% |
42% |
False |
False |
84,099 |
| 60 |
1,181.3 |
1,079.2 |
102.1 |
9.0% |
12.3 |
1.1% |
49% |
False |
False |
56,070 |
| 80 |
1,181.3 |
1,037.5 |
143.8 |
12.7% |
9.3 |
0.8% |
64% |
False |
False |
42,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,247.3 |
|
2.618 |
1,207.0 |
|
1.618 |
1,182.5 |
|
1.000 |
1,167.3 |
|
0.618 |
1,158.0 |
|
HIGH |
1,142.8 |
|
0.618 |
1,133.3 |
|
0.500 |
1,130.5 |
|
0.382 |
1,127.5 |
|
LOW |
1,118.0 |
|
0.618 |
1,103.0 |
|
1.000 |
1,093.5 |
|
1.618 |
1,078.3 |
|
2.618 |
1,053.8 |
|
4.250 |
1,013.5 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,130.5 |
1,130.8 |
| PP |
1,130.0 |
1,130.3 |
| S1 |
1,129.5 |
1,129.8 |
|