| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,395 |
16,328 |
-67 |
-0.4% |
16,387 |
| High |
16,489 |
16,382 |
-107 |
-0.6% |
16,444 |
| Low |
16,253 |
16,274 |
21 |
0.1% |
16,179 |
| Close |
16,355 |
16,317 |
-38 |
-0.2% |
16,397 |
| Range |
236 |
108 |
-128 |
-54.2% |
265 |
| ATR |
139 |
137 |
-2 |
-1.6% |
0 |
| Volume |
158,162 |
106,549 |
-51,613 |
-32.6% |
600,984 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,648 |
16,591 |
16,377 |
|
| R3 |
16,540 |
16,483 |
16,347 |
|
| R2 |
16,432 |
16,432 |
16,337 |
|
| R1 |
16,375 |
16,375 |
16,327 |
16,350 |
| PP |
16,324 |
16,324 |
16,324 |
16,312 |
| S1 |
16,267 |
16,267 |
16,307 |
16,242 |
| S2 |
16,216 |
16,216 |
16,297 |
|
| S3 |
16,108 |
16,159 |
16,287 |
|
| S4 |
16,000 |
16,051 |
16,258 |
|
|
| 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 |
16,253 |
236 |
1.4% |
145 |
0.9% |
27% |
False |
False |
118,089 |
| 10 |
16,489 |
16,179 |
310 |
1.9% |
150 |
0.9% |
45% |
False |
False |
125,750 |
| 20 |
16,540 |
16,179 |
361 |
2.2% |
126 |
0.8% |
38% |
False |
False |
95,819 |
| 40 |
16,540 |
15,608 |
932 |
5.7% |
129 |
0.8% |
76% |
False |
False |
68,474 |
| 60 |
16,540 |
15,397 |
1,143 |
7.0% |
122 |
0.7% |
80% |
False |
False |
45,660 |
| 80 |
16,540 |
14,588 |
1,952 |
12.0% |
117 |
0.7% |
89% |
False |
False |
34,258 |
| 100 |
16,540 |
14,588 |
1,952 |
12.0% |
98 |
0.6% |
89% |
False |
False |
27,409 |
| 120 |
16,540 |
14,545 |
1,995 |
12.2% |
86 |
0.5% |
89% |
False |
False |
22,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,841 |
|
2.618 |
16,665 |
|
1.618 |
16,557 |
|
1.000 |
16,490 |
|
0.618 |
16,449 |
|
HIGH |
16,382 |
|
0.618 |
16,341 |
|
0.500 |
16,328 |
|
0.382 |
16,315 |
|
LOW |
16,274 |
|
0.618 |
16,207 |
|
1.000 |
16,166 |
|
1.618 |
16,099 |
|
2.618 |
15,991 |
|
4.250 |
15,815 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,328 |
16,371 |
| PP |
16,324 |
16,353 |
| S1 |
16,321 |
16,335 |
|