| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,459 |
16,407 |
-52 |
-0.3% |
16,417 |
| High |
16,483 |
16,470 |
-13 |
-0.1% |
16,540 |
| Low |
16,356 |
16,313 |
-43 |
-0.3% |
16,336 |
| Close |
16,407 |
16,391 |
-16 |
-0.1% |
16,407 |
| Range |
127 |
157 |
30 |
23.6% |
204 |
| ATR |
124 |
126 |
2 |
1.9% |
0 |
| Volume |
120,757 |
132,741 |
11,984 |
9.9% |
268,678 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,862 |
16,784 |
16,477 |
|
| R3 |
16,705 |
16,627 |
16,434 |
|
| R2 |
16,548 |
16,548 |
16,420 |
|
| R1 |
16,470 |
16,470 |
16,406 |
16,431 |
| PP |
16,391 |
16,391 |
16,391 |
16,372 |
| S1 |
16,313 |
16,313 |
16,377 |
16,274 |
| S2 |
16,234 |
16,234 |
16,362 |
|
| S3 |
16,077 |
16,156 |
16,348 |
|
| S4 |
15,920 |
15,999 |
16,305 |
|
|
| 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 |
16,496 |
16,313 |
183 |
1.1% |
136 |
0.8% |
43% |
False |
True |
114,463 |
| 10 |
16,540 |
16,306 |
234 |
1.4% |
117 |
0.7% |
36% |
False |
False |
83,922 |
| 20 |
16,540 |
15,608 |
932 |
5.7% |
134 |
0.8% |
84% |
False |
False |
86,145 |
| 40 |
16,540 |
15,543 |
997 |
6.1% |
122 |
0.7% |
85% |
False |
False |
43,380 |
| 60 |
16,540 |
15,029 |
1,511 |
9.2% |
115 |
0.7% |
90% |
False |
False |
28,932 |
| 80 |
16,540 |
14,588 |
1,952 |
11.9% |
104 |
0.6% |
92% |
False |
False |
21,709 |
| 100 |
16,540 |
14,545 |
1,995 |
12.2% |
89 |
0.5% |
93% |
False |
False |
17,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,137 |
|
2.618 |
16,881 |
|
1.618 |
16,724 |
|
1.000 |
16,627 |
|
0.618 |
16,567 |
|
HIGH |
16,470 |
|
0.618 |
16,410 |
|
0.500 |
16,392 |
|
0.382 |
16,373 |
|
LOW |
16,313 |
|
0.618 |
16,216 |
|
1.000 |
16,156 |
|
1.618 |
16,059 |
|
2.618 |
15,902 |
|
4.250 |
15,646 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,392 |
16,405 |
| PP |
16,391 |
16,400 |
| S1 |
16,391 |
16,396 |
|