| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,211 |
16,302 |
91 |
0.6% |
16,399 |
| High |
16,312 |
16,444 |
132 |
0.8% |
16,496 |
| Low |
16,182 |
16,290 |
108 |
0.7% |
16,313 |
| Close |
16,299 |
16,408 |
109 |
0.7% |
16,381 |
| Range |
130 |
154 |
24 |
18.5% |
183 |
| ATR |
133 |
135 |
1 |
1.1% |
0 |
| Volume |
135,764 |
114,957 |
-20,807 |
-15.3% |
617,327 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,843 |
16,779 |
16,493 |
|
| R3 |
16,689 |
16,625 |
16,450 |
|
| R2 |
16,535 |
16,535 |
16,436 |
|
| R1 |
16,471 |
16,471 |
16,422 |
16,503 |
| PP |
16,381 |
16,381 |
16,381 |
16,397 |
| S1 |
16,317 |
16,317 |
16,394 |
16,349 |
| S2 |
16,227 |
16,227 |
16,380 |
|
| S3 |
16,073 |
16,163 |
16,366 |
|
| S4 |
15,919 |
16,009 |
16,323 |
|
|
| 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 |
16,470 |
16,179 |
291 |
1.8% |
160 |
1.0% |
79% |
False |
False |
132,250 |
| 10 |
16,496 |
16,179 |
317 |
1.9% |
146 |
0.9% |
72% |
False |
False |
119,862 |
| 20 |
16,540 |
15,749 |
791 |
4.8% |
132 |
0.8% |
83% |
False |
False |
98,164 |
| 40 |
16,540 |
15,608 |
932 |
5.7% |
127 |
0.8% |
86% |
False |
False |
56,591 |
| 60 |
16,540 |
15,240 |
1,300 |
7.9% |
117 |
0.7% |
90% |
False |
False |
37,737 |
| 80 |
16,540 |
14,588 |
1,952 |
11.9% |
110 |
0.7% |
93% |
False |
False |
28,315 |
| 100 |
16,540 |
14,545 |
1,995 |
12.2% |
94 |
0.6% |
93% |
False |
False |
22,654 |
| 120 |
16,540 |
14,545 |
1,995 |
12.2% |
82 |
0.5% |
93% |
False |
False |
18,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,099 |
|
2.618 |
16,847 |
|
1.618 |
16,693 |
|
1.000 |
16,598 |
|
0.618 |
16,539 |
|
HIGH |
16,444 |
|
0.618 |
16,385 |
|
0.500 |
16,367 |
|
0.382 |
16,349 |
|
LOW |
16,290 |
|
0.618 |
16,195 |
|
1.000 |
16,136 |
|
1.618 |
16,041 |
|
2.618 |
15,887 |
|
4.250 |
15,636 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,394 |
16,376 |
| PP |
16,381 |
16,344 |
| S1 |
16,367 |
16,312 |
|