| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,413 |
16,343 |
-70 |
-0.4% |
16,387 |
| High |
16,426 |
16,435 |
9 |
0.1% |
16,444 |
| Low |
16,312 |
16,321 |
9 |
0.1% |
16,179 |
| Close |
16,324 |
16,397 |
73 |
0.4% |
16,397 |
| Range |
114 |
114 |
0 |
0.0% |
265 |
| ATR |
133 |
132 |
-1 |
-1.0% |
0 |
| Volume |
96,503 |
114,276 |
17,773 |
18.4% |
600,984 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,726 |
16,676 |
16,460 |
|
| R3 |
16,612 |
16,562 |
16,428 |
|
| R2 |
16,498 |
16,498 |
16,418 |
|
| R1 |
16,448 |
16,448 |
16,408 |
16,473 |
| PP |
16,384 |
16,384 |
16,384 |
16,397 |
| S1 |
16,334 |
16,334 |
16,387 |
16,359 |
| S2 |
16,270 |
16,270 |
16,376 |
|
| S3 |
16,156 |
16,220 |
16,366 |
|
| S4 |
16,042 |
16,106 |
16,334 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,135 |
17,031 |
16,543 |
|
| R3 |
16,870 |
16,766 |
16,470 |
|
| R2 |
16,605 |
16,605 |
16,446 |
|
| R1 |
16,501 |
16,501 |
16,421 |
16,553 |
| PP |
16,340 |
16,340 |
16,340 |
16,366 |
| S1 |
16,236 |
16,236 |
16,373 |
16,288 |
| S2 |
16,075 |
16,075 |
16,349 |
|
| S3 |
15,810 |
15,971 |
16,324 |
|
| S4 |
15,545 |
15,706 |
16,251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,444 |
16,179 |
265 |
1.6% |
145 |
0.9% |
82% |
False |
False |
120,196 |
| 10 |
16,496 |
16,179 |
317 |
1.9% |
143 |
0.9% |
69% |
False |
False |
121,831 |
| 20 |
16,540 |
16,037 |
503 |
3.1% |
119 |
0.7% |
72% |
False |
False |
93,202 |
| 40 |
16,540 |
15,608 |
932 |
5.7% |
128 |
0.8% |
85% |
False |
False |
61,858 |
| 60 |
16,540 |
15,250 |
1,290 |
7.9% |
119 |
0.7% |
89% |
False |
False |
41,249 |
| 80 |
16,540 |
14,588 |
1,952 |
11.9% |
113 |
0.7% |
93% |
False |
False |
30,949 |
| 100 |
16,540 |
14,545 |
1,995 |
12.2% |
95 |
0.6% |
93% |
False |
False |
24,762 |
| 120 |
16,540 |
14,545 |
1,995 |
12.2% |
84 |
0.5% |
93% |
False |
False |
20,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,920 |
|
2.618 |
16,734 |
|
1.618 |
16,620 |
|
1.000 |
16,549 |
|
0.618 |
16,506 |
|
HIGH |
16,435 |
|
0.618 |
16,392 |
|
0.500 |
16,378 |
|
0.382 |
16,365 |
|
LOW |
16,321 |
|
0.618 |
16,251 |
|
1.000 |
16,207 |
|
1.618 |
16,137 |
|
2.618 |
16,023 |
|
4.250 |
15,837 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,391 |
16,387 |
| PP |
16,384 |
16,377 |
| S1 |
16,378 |
16,367 |
|