| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,445 |
16,473 |
28 |
0.2% |
16,208 |
| High |
16,540 |
16,495 |
-45 |
-0.3% |
16,466 |
| Low |
16,436 |
16,353 |
-83 |
-0.5% |
16,205 |
| Close |
16,494 |
16,388 |
-106 |
-0.6% |
16,421 |
| Range |
104 |
142 |
38 |
36.5% |
261 |
| ATR |
119 |
121 |
2 |
1.3% |
0 |
| Volume |
38,314 |
97,793 |
59,479 |
155.2% |
164,696 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,838 |
16,755 |
16,466 |
|
| R3 |
16,696 |
16,613 |
16,427 |
|
| R2 |
16,554 |
16,554 |
16,414 |
|
| R1 |
16,471 |
16,471 |
16,401 |
16,442 |
| PP |
16,412 |
16,412 |
16,412 |
16,397 |
| S1 |
16,329 |
16,329 |
16,375 |
16,300 |
| S2 |
16,270 |
16,270 |
16,362 |
|
| S3 |
16,128 |
16,187 |
16,349 |
|
| S4 |
15,986 |
16,045 |
16,310 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,147 |
17,045 |
16,565 |
|
| R3 |
16,886 |
16,784 |
16,493 |
|
| R2 |
16,625 |
16,625 |
16,469 |
|
| R1 |
16,523 |
16,523 |
16,445 |
16,574 |
| PP |
16,364 |
16,364 |
16,364 |
16,390 |
| S1 |
16,262 |
16,262 |
16,397 |
16,313 |
| S2 |
16,103 |
16,103 |
16,373 |
|
| S3 |
15,842 |
16,001 |
16,349 |
|
| S4 |
15,581 |
15,740 |
16,278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,540 |
16,306 |
234 |
1.4% |
98 |
0.6% |
35% |
False |
False |
53,381 |
| 10 |
16,540 |
15,749 |
791 |
4.8% |
122 |
0.7% |
81% |
False |
False |
74,940 |
| 20 |
16,540 |
15,608 |
932 |
5.7% |
130 |
0.8% |
84% |
False |
False |
58,031 |
| 40 |
16,540 |
15,425 |
1,115 |
6.8% |
122 |
0.7% |
86% |
False |
False |
29,079 |
| 60 |
16,540 |
14,588 |
1,952 |
11.9% |
116 |
0.7% |
92% |
False |
False |
19,402 |
| 80 |
16,540 |
14,588 |
1,952 |
11.9% |
98 |
0.6% |
92% |
False |
False |
14,557 |
| 100 |
16,540 |
14,545 |
1,995 |
12.2% |
85 |
0.5% |
92% |
False |
False |
11,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,099 |
|
2.618 |
16,867 |
|
1.618 |
16,725 |
|
1.000 |
16,637 |
|
0.618 |
16,583 |
|
HIGH |
16,495 |
|
0.618 |
16,441 |
|
0.500 |
16,424 |
|
0.382 |
16,407 |
|
LOW |
16,353 |
|
0.618 |
16,265 |
|
1.000 |
16,211 |
|
1.618 |
16,123 |
|
2.618 |
15,981 |
|
4.250 |
15,750 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,424 |
16,447 |
| PP |
16,412 |
16,427 |
| S1 |
16,400 |
16,408 |
|