| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,391 |
16,399 |
8 |
0.0% |
16,417 |
| High |
16,454 |
16,472 |
18 |
0.1% |
16,540 |
| Low |
16,336 |
16,336 |
0 |
0.0% |
16,336 |
| Close |
16,407 |
16,365 |
-42 |
-0.3% |
16,407 |
| Range |
118 |
136 |
18 |
15.3% |
204 |
| ATR |
121 |
122 |
1 |
0.9% |
0 |
| Volume |
93,297 |
115,127 |
21,830 |
23.4% |
268,678 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,799 |
16,718 |
16,440 |
|
| R3 |
16,663 |
16,582 |
16,403 |
|
| R2 |
16,527 |
16,527 |
16,390 |
|
| R1 |
16,446 |
16,446 |
16,378 |
16,419 |
| PP |
16,391 |
16,391 |
16,391 |
16,377 |
| S1 |
16,310 |
16,310 |
16,353 |
16,283 |
| S2 |
16,255 |
16,255 |
16,340 |
|
| S3 |
16,119 |
16,174 |
16,328 |
|
| S4 |
15,983 |
16,038 |
16,290 |
|
|
| 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% |
109 |
0.7% |
14% |
False |
True |
76,761 |
| 10 |
16,540 |
16,112 |
428 |
2.6% |
99 |
0.6% |
59% |
False |
False |
63,570 |
| 20 |
16,540 |
15,608 |
932 |
5.7% |
130 |
0.8% |
81% |
False |
False |
68,301 |
| 40 |
16,540 |
15,450 |
1,090 |
6.7% |
122 |
0.7% |
84% |
False |
False |
34,286 |
| 60 |
16,540 |
14,835 |
1,705 |
10.4% |
116 |
0.7% |
90% |
False |
False |
22,868 |
| 80 |
16,540 |
14,588 |
1,952 |
11.9% |
99 |
0.6% |
91% |
False |
False |
17,163 |
| 100 |
16,540 |
14,545 |
1,995 |
12.2% |
86 |
0.5% |
91% |
False |
False |
13,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,050 |
|
2.618 |
16,828 |
|
1.618 |
16,692 |
|
1.000 |
16,608 |
|
0.618 |
16,556 |
|
HIGH |
16,472 |
|
0.618 |
16,420 |
|
0.500 |
16,404 |
|
0.382 |
16,388 |
|
LOW |
16,336 |
|
0.618 |
16,252 |
|
1.000 |
16,200 |
|
1.618 |
16,116 |
|
2.618 |
15,980 |
|
4.250 |
15,758 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,404 |
16,416 |
| PP |
16,391 |
16,399 |
| S1 |
16,378 |
16,382 |
|