| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,392 |
16,387 |
-5 |
0.0% |
16,399 |
| High |
16,460 |
16,393 |
-67 |
-0.4% |
16,496 |
| Low |
16,317 |
16,179 |
-138 |
-0.8% |
16,313 |
| Close |
16,381 |
16,214 |
-167 |
-1.0% |
16,381 |
| Range |
143 |
214 |
71 |
49.7% |
183 |
| ATR |
127 |
133 |
6 |
4.9% |
0 |
| Volume |
138,308 |
139,484 |
1,176 |
0.9% |
617,327 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,904 |
16,773 |
16,332 |
|
| R3 |
16,690 |
16,559 |
16,273 |
|
| R2 |
16,476 |
16,476 |
16,253 |
|
| R1 |
16,345 |
16,345 |
16,234 |
16,304 |
| PP |
16,262 |
16,262 |
16,262 |
16,241 |
| S1 |
16,131 |
16,131 |
16,195 |
16,090 |
| S2 |
16,048 |
16,048 |
16,175 |
|
| S3 |
15,834 |
15,917 |
16,155 |
|
| S4 |
15,620 |
15,703 |
16,096 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,946 |
16,846 |
16,482 |
|
| R3 |
16,763 |
16,663 |
16,431 |
|
| R2 |
16,580 |
16,580 |
16,415 |
|
| R1 |
16,480 |
16,480 |
16,398 |
16,439 |
| PP |
16,397 |
16,397 |
16,397 |
16,376 |
| S1 |
16,297 |
16,297 |
16,364 |
16,256 |
| S2 |
16,214 |
16,214 |
16,348 |
|
| S3 |
16,031 |
16,114 |
16,331 |
|
| S4 |
15,848 |
15,931 |
16,280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,496 |
16,179 |
317 |
2.0% |
157 |
1.0% |
11% |
False |
True |
128,336 |
| 10 |
16,540 |
16,179 |
361 |
2.2% |
133 |
0.8% |
10% |
False |
True |
102,548 |
| 20 |
16,540 |
15,608 |
932 |
5.7% |
135 |
0.8% |
65% |
False |
False |
97,482 |
| 40 |
16,540 |
15,608 |
932 |
5.7% |
125 |
0.8% |
65% |
False |
False |
50,324 |
| 60 |
16,540 |
15,100 |
1,440 |
8.9% |
116 |
0.7% |
77% |
False |
False |
33,560 |
| 80 |
16,540 |
14,588 |
1,952 |
12.0% |
108 |
0.7% |
83% |
False |
False |
25,181 |
| 100 |
16,540 |
14,545 |
1,995 |
12.3% |
93 |
0.6% |
84% |
False |
False |
20,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,303 |
|
2.618 |
16,953 |
|
1.618 |
16,739 |
|
1.000 |
16,607 |
|
0.618 |
16,525 |
|
HIGH |
16,393 |
|
0.618 |
16,311 |
|
0.500 |
16,286 |
|
0.382 |
16,261 |
|
LOW |
16,179 |
|
0.618 |
16,047 |
|
1.000 |
15,965 |
|
1.618 |
15,833 |
|
2.618 |
15,619 |
|
4.250 |
15,270 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,286 |
16,325 |
| PP |
16,262 |
16,288 |
| S1 |
16,238 |
16,251 |
|