| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,302 |
16,413 |
111 |
0.7% |
16,399 |
| High |
16,444 |
16,426 |
-18 |
-0.1% |
16,496 |
| Low |
16,290 |
16,312 |
22 |
0.1% |
16,313 |
| Close |
16,408 |
16,324 |
-84 |
-0.5% |
16,381 |
| Range |
154 |
114 |
-40 |
-26.0% |
183 |
| ATR |
135 |
133 |
-1 |
-1.1% |
0 |
| Volume |
114,957 |
96,503 |
-18,454 |
-16.1% |
617,327 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,696 |
16,624 |
16,387 |
|
| R3 |
16,582 |
16,510 |
16,355 |
|
| R2 |
16,468 |
16,468 |
16,345 |
|
| R1 |
16,396 |
16,396 |
16,335 |
16,375 |
| PP |
16,354 |
16,354 |
16,354 |
16,344 |
| S1 |
16,282 |
16,282 |
16,314 |
16,261 |
| S2 |
16,240 |
16,240 |
16,303 |
|
| S3 |
16,126 |
16,168 |
16,293 |
|
| S4 |
16,012 |
16,054 |
16,261 |
|
|
| 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 |
16,460 |
16,179 |
281 |
1.7% |
151 |
0.9% |
52% |
False |
False |
125,003 |
| 10 |
16,496 |
16,179 |
317 |
1.9% |
144 |
0.9% |
46% |
False |
False |
119,733 |
| 20 |
16,540 |
15,749 |
791 |
4.8% |
133 |
0.8% |
73% |
False |
False |
97,336 |
| 40 |
16,540 |
15,608 |
932 |
5.7% |
127 |
0.8% |
77% |
False |
False |
59,003 |
| 60 |
16,540 |
15,250 |
1,290 |
7.9% |
118 |
0.7% |
83% |
False |
False |
39,345 |
| 80 |
16,540 |
14,588 |
1,952 |
12.0% |
111 |
0.7% |
89% |
False |
False |
29,521 |
| 100 |
16,540 |
14,545 |
1,995 |
12.2% |
95 |
0.6% |
89% |
False |
False |
23,619 |
| 120 |
16,540 |
14,545 |
1,995 |
12.2% |
83 |
0.5% |
89% |
False |
False |
19,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,911 |
|
2.618 |
16,725 |
|
1.618 |
16,611 |
|
1.000 |
16,540 |
|
0.618 |
16,497 |
|
HIGH |
16,426 |
|
0.618 |
16,383 |
|
0.500 |
16,369 |
|
0.382 |
16,356 |
|
LOW |
16,312 |
|
0.618 |
16,242 |
|
1.000 |
16,198 |
|
1.618 |
16,128 |
|
2.618 |
16,014 |
|
4.250 |
15,828 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,369 |
16,320 |
| PP |
16,354 |
16,317 |
| S1 |
16,339 |
16,313 |
|