| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,343 |
16,395 |
52 |
0.3% |
16,387 |
| High |
16,435 |
16,489 |
54 |
0.3% |
16,444 |
| Low |
16,321 |
16,253 |
-68 |
-0.4% |
16,179 |
| Close |
16,397 |
16,355 |
-42 |
-0.3% |
16,397 |
| Range |
114 |
236 |
122 |
107.0% |
265 |
| ATR |
132 |
139 |
7 |
5.6% |
0 |
| Volume |
114,276 |
158,162 |
43,886 |
38.4% |
600,984 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,074 |
16,950 |
16,485 |
|
| R3 |
16,838 |
16,714 |
16,420 |
|
| R2 |
16,602 |
16,602 |
16,398 |
|
| R1 |
16,478 |
16,478 |
16,377 |
16,422 |
| PP |
16,366 |
16,366 |
16,366 |
16,338 |
| S1 |
16,242 |
16,242 |
16,333 |
16,186 |
| S2 |
16,130 |
16,130 |
16,312 |
|
| S3 |
15,894 |
16,006 |
16,290 |
|
| S4 |
15,658 |
15,770 |
16,225 |
|
|
| 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 |
16,489 |
16,182 |
307 |
1.9% |
150 |
0.9% |
56% |
True |
False |
123,932 |
| 10 |
16,496 |
16,179 |
317 |
1.9% |
153 |
0.9% |
56% |
False |
False |
126,134 |
| 20 |
16,540 |
16,112 |
428 |
2.6% |
126 |
0.8% |
57% |
False |
False |
94,852 |
| 40 |
16,540 |
15,608 |
932 |
5.7% |
130 |
0.8% |
80% |
False |
False |
65,811 |
| 60 |
16,540 |
15,305 |
1,235 |
7.6% |
122 |
0.7% |
85% |
False |
False |
43,885 |
| 80 |
16,540 |
14,588 |
1,952 |
11.9% |
116 |
0.7% |
91% |
False |
False |
32,926 |
| 100 |
16,540 |
14,545 |
1,995 |
12.2% |
98 |
0.6% |
91% |
False |
False |
26,344 |
| 120 |
16,540 |
14,545 |
1,995 |
12.2% |
86 |
0.5% |
91% |
False |
False |
21,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,492 |
|
2.618 |
17,107 |
|
1.618 |
16,871 |
|
1.000 |
16,725 |
|
0.618 |
16,635 |
|
HIGH |
16,489 |
|
0.618 |
16,399 |
|
0.500 |
16,371 |
|
0.382 |
16,343 |
|
LOW |
16,253 |
|
0.618 |
16,107 |
|
1.000 |
16,017 |
|
1.618 |
15,871 |
|
2.618 |
15,635 |
|
4.250 |
15,250 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,371 |
16,371 |
| PP |
16,366 |
16,366 |
| S1 |
16,360 |
16,360 |
|