| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,387 |
16,211 |
-176 |
-1.1% |
16,399 |
| High |
16,393 |
16,312 |
-81 |
-0.5% |
16,496 |
| Low |
16,179 |
16,182 |
3 |
0.0% |
16,313 |
| Close |
16,214 |
16,299 |
85 |
0.5% |
16,381 |
| Range |
214 |
130 |
-84 |
-39.3% |
183 |
| ATR |
133 |
133 |
0 |
-0.2% |
0 |
| Volume |
139,484 |
135,764 |
-3,720 |
-2.7% |
617,327 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,654 |
16,607 |
16,371 |
|
| R3 |
16,524 |
16,477 |
16,335 |
|
| R2 |
16,394 |
16,394 |
16,323 |
|
| R1 |
16,347 |
16,347 |
16,311 |
16,371 |
| PP |
16,264 |
16,264 |
16,264 |
16,276 |
| S1 |
16,217 |
16,217 |
16,287 |
16,241 |
| S2 |
16,134 |
16,134 |
16,275 |
|
| S3 |
16,004 |
16,087 |
16,263 |
|
| S4 |
15,874 |
15,957 |
16,228 |
|
|
| 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 |
16,483 |
16,179 |
304 |
1.9% |
154 |
0.9% |
39% |
False |
False |
133,410 |
| 10 |
16,540 |
16,179 |
361 |
2.2% |
141 |
0.9% |
33% |
False |
False |
112,197 |
| 20 |
16,540 |
15,608 |
932 |
5.7% |
137 |
0.8% |
74% |
False |
False |
99,096 |
| 40 |
16,540 |
15,608 |
932 |
5.7% |
126 |
0.8% |
74% |
False |
False |
53,717 |
| 60 |
16,540 |
15,201 |
1,339 |
8.2% |
116 |
0.7% |
82% |
False |
False |
35,822 |
| 80 |
16,540 |
14,588 |
1,952 |
12.0% |
109 |
0.7% |
88% |
False |
False |
26,878 |
| 100 |
16,540 |
14,545 |
1,995 |
12.2% |
94 |
0.6% |
88% |
False |
False |
21,505 |
| 120 |
16,540 |
14,545 |
1,995 |
12.2% |
81 |
0.5% |
88% |
False |
False |
17,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,865 |
|
2.618 |
16,652 |
|
1.618 |
16,522 |
|
1.000 |
16,442 |
|
0.618 |
16,392 |
|
HIGH |
16,312 |
|
0.618 |
16,262 |
|
0.500 |
16,247 |
|
0.382 |
16,232 |
|
LOW |
16,182 |
|
0.618 |
16,102 |
|
1.000 |
16,052 |
|
1.618 |
15,972 |
|
2.618 |
15,842 |
|
4.250 |
15,630 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,282 |
16,320 |
| PP |
16,264 |
16,313 |
| S1 |
16,247 |
16,306 |
|