| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,473 |
16,391 |
-82 |
-0.5% |
16,417 |
| High |
16,495 |
16,454 |
-41 |
-0.2% |
16,540 |
| Low |
16,353 |
16,336 |
-17 |
-0.1% |
16,336 |
| Close |
16,388 |
16,407 |
19 |
0.1% |
16,407 |
| Range |
142 |
118 |
-24 |
-16.9% |
204 |
| ATR |
121 |
121 |
0 |
-0.2% |
0 |
| Volume |
97,793 |
93,297 |
-4,496 |
-4.6% |
268,678 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,753 |
16,698 |
16,472 |
|
| R3 |
16,635 |
16,580 |
16,440 |
|
| R2 |
16,517 |
16,517 |
16,429 |
|
| R1 |
16,462 |
16,462 |
16,418 |
16,490 |
| PP |
16,399 |
16,399 |
16,399 |
16,413 |
| S1 |
16,344 |
16,344 |
16,396 |
16,372 |
| S2 |
16,281 |
16,281 |
16,385 |
|
| S3 |
16,163 |
16,226 |
16,375 |
|
| S4 |
16,045 |
16,108 |
16,342 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,040 |
16,927 |
16,519 |
|
| R3 |
16,836 |
16,723 |
16,463 |
|
| R2 |
16,632 |
16,632 |
16,445 |
|
| R1 |
16,519 |
16,519 |
16,426 |
16,474 |
| PP |
16,428 |
16,428 |
16,428 |
16,405 |
| S1 |
16,315 |
16,315 |
16,388 |
16,270 |
| S2 |
16,224 |
16,224 |
16,370 |
|
| S3 |
16,020 |
16,111 |
16,351 |
|
| S4 |
15,816 |
15,907 |
16,295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,540 |
16,336 |
204 |
1.2% |
97 |
0.6% |
35% |
False |
True |
64,480 |
| 10 |
16,540 |
16,037 |
503 |
3.1% |
96 |
0.6% |
74% |
False |
False |
64,574 |
| 20 |
16,540 |
15,608 |
932 |
5.7% |
128 |
0.8% |
86% |
False |
False |
62,613 |
| 40 |
16,540 |
15,450 |
1,090 |
6.6% |
122 |
0.7% |
88% |
False |
False |
31,411 |
| 60 |
16,540 |
14,588 |
1,952 |
11.9% |
116 |
0.7% |
93% |
False |
False |
20,951 |
| 80 |
16,540 |
14,588 |
1,952 |
11.9% |
99 |
0.6% |
93% |
False |
False |
15,724 |
| 100 |
16,540 |
14,545 |
1,995 |
12.2% |
86 |
0.5% |
93% |
False |
False |
12,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,956 |
|
2.618 |
16,763 |
|
1.618 |
16,645 |
|
1.000 |
16,572 |
|
0.618 |
16,527 |
|
HIGH |
16,454 |
|
0.618 |
16,409 |
|
0.500 |
16,395 |
|
0.382 |
16,381 |
|
LOW |
16,336 |
|
0.618 |
16,263 |
|
1.000 |
16,218 |
|
1.618 |
16,145 |
|
2.618 |
16,027 |
|
4.250 |
15,835 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,403 |
16,438 |
| PP |
16,399 |
16,428 |
| S1 |
16,395 |
16,417 |
|