| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,839.00 |
1,824.00 |
-15.00 |
-0.8% |
1,834.00 |
| High |
1,844.00 |
1,828.00 |
-16.00 |
-0.9% |
1,844.00 |
| Low |
1,813.75 |
1,780.00 |
-33.75 |
-1.9% |
1,780.00 |
| Close |
1,824.25 |
1,782.00 |
-42.25 |
-2.3% |
1,782.00 |
| Range |
30.25 |
48.00 |
17.75 |
58.7% |
64.00 |
| ATR |
15.92 |
18.21 |
2.29 |
14.4% |
0.00 |
| Volume |
1,815,516 |
2,566,321 |
750,805 |
41.4% |
6,653,103 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,940.75 |
1,909.25 |
1,808.50 |
|
| R3 |
1,892.75 |
1,861.25 |
1,795.25 |
|
| R2 |
1,844.75 |
1,844.75 |
1,790.75 |
|
| R1 |
1,813.25 |
1,813.25 |
1,786.50 |
1,805.00 |
| PP |
1,796.75 |
1,796.75 |
1,796.75 |
1,792.50 |
| S1 |
1,765.25 |
1,765.25 |
1,777.50 |
1,757.00 |
| S2 |
1,748.75 |
1,748.75 |
1,773.25 |
|
| S3 |
1,700.75 |
1,717.25 |
1,768.75 |
|
| S4 |
1,652.75 |
1,669.25 |
1,755.50 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,994.00 |
1,952.00 |
1,817.25 |
|
| R3 |
1,930.00 |
1,888.00 |
1,799.50 |
|
| R2 |
1,866.00 |
1,866.00 |
1,793.75 |
|
| R1 |
1,824.00 |
1,824.00 |
1,787.75 |
1,813.00 |
| PP |
1,802.00 |
1,802.00 |
1,802.00 |
1,796.50 |
| S1 |
1,760.00 |
1,760.00 |
1,776.25 |
1,749.00 |
| S2 |
1,738.00 |
1,738.00 |
1,770.25 |
|
| S3 |
1,674.00 |
1,696.00 |
1,764.50 |
|
| S4 |
1,610.00 |
1,632.00 |
1,746.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,844.00 |
1,780.00 |
64.00 |
3.6% |
23.50 |
1.3% |
3% |
False |
True |
1,567,177 |
| 10 |
1,845.75 |
1,780.00 |
65.75 |
3.7% |
20.75 |
1.2% |
3% |
False |
True |
1,480,995 |
| 20 |
1,846.50 |
1,780.00 |
66.50 |
3.7% |
16.25 |
0.9% |
3% |
False |
True |
1,224,885 |
| 40 |
1,846.50 |
1,754.00 |
92.50 |
5.2% |
16.00 |
0.9% |
30% |
False |
False |
947,674 |
| 60 |
1,846.50 |
1,729.50 |
117.00 |
6.6% |
15.75 |
0.9% |
45% |
False |
False |
633,750 |
| 80 |
1,846.50 |
1,633.50 |
213.00 |
12.0% |
16.50 |
0.9% |
70% |
False |
False |
476,647 |
| 100 |
1,846.50 |
1,620.25 |
226.25 |
12.7% |
16.00 |
0.9% |
71% |
False |
False |
381,562 |
| 120 |
1,846.50 |
1,613.00 |
233.50 |
13.1% |
15.50 |
0.9% |
72% |
False |
False |
317,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,032.00 |
|
2.618 |
1,953.75 |
|
1.618 |
1,905.75 |
|
1.000 |
1,876.00 |
|
0.618 |
1,857.75 |
|
HIGH |
1,828.00 |
|
0.618 |
1,809.75 |
|
0.500 |
1,804.00 |
|
0.382 |
1,798.25 |
|
LOW |
1,780.00 |
|
0.618 |
1,750.25 |
|
1.000 |
1,732.00 |
|
1.618 |
1,702.25 |
|
2.618 |
1,654.25 |
|
4.250 |
1,576.00 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,804.00 |
1,812.00 |
| PP |
1,796.75 |
1,802.00 |
| S1 |
1,789.25 |
1,792.00 |
|