| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,796.00 |
1,770.00 |
-26.00 |
-1.4% |
1,834.00 |
| High |
1,801.25 |
1,793.75 |
-7.50 |
-0.4% |
1,844.00 |
| Low |
1,764.00 |
1,767.75 |
3.75 |
0.2% |
1,780.00 |
| Close |
1,771.25 |
1,781.25 |
10.00 |
0.6% |
1,782.00 |
| Range |
37.25 |
26.00 |
-11.25 |
-30.2% |
64.00 |
| ATR |
20.51 |
20.90 |
0.39 |
1.9% |
0.00 |
| Volume |
2,740,741 |
1,824,579 |
-916,162 |
-33.4% |
6,653,103 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,859.00 |
1,846.00 |
1,795.50 |
|
| R3 |
1,833.00 |
1,820.00 |
1,788.50 |
|
| R2 |
1,807.00 |
1,807.00 |
1,786.00 |
|
| R1 |
1,794.00 |
1,794.00 |
1,783.75 |
1,800.50 |
| PP |
1,781.00 |
1,781.00 |
1,781.00 |
1,784.00 |
| S1 |
1,768.00 |
1,768.00 |
1,778.75 |
1,774.50 |
| S2 |
1,755.00 |
1,755.00 |
1,776.50 |
|
| S3 |
1,729.00 |
1,742.00 |
1,774.00 |
|
| S4 |
1,703.00 |
1,716.00 |
1,767.00 |
|
|
| 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 |
1,828.00 |
1,764.00 |
64.00 |
3.6% |
32.50 |
1.8% |
27% |
False |
False |
2,326,803 |
| 10 |
1,844.00 |
1,764.00 |
80.00 |
4.5% |
24.25 |
1.4% |
22% |
False |
False |
1,785,607 |
| 20 |
1,845.75 |
1,764.00 |
81.75 |
4.6% |
20.50 |
1.1% |
21% |
False |
False |
1,563,457 |
| 40 |
1,846.50 |
1,754.00 |
92.50 |
5.2% |
18.00 |
1.0% |
29% |
False |
False |
1,172,808 |
| 60 |
1,846.50 |
1,729.50 |
117.00 |
6.6% |
16.75 |
0.9% |
44% |
False |
False |
784,295 |
| 80 |
1,846.50 |
1,633.50 |
213.00 |
12.0% |
17.00 |
1.0% |
69% |
False |
False |
589,685 |
| 100 |
1,846.50 |
1,633.50 |
213.00 |
12.0% |
16.50 |
0.9% |
69% |
False |
False |
472,237 |
| 120 |
1,846.50 |
1,613.00 |
233.50 |
13.1% |
16.25 |
0.9% |
72% |
False |
False |
393,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,904.25 |
|
2.618 |
1,861.75 |
|
1.618 |
1,835.75 |
|
1.000 |
1,819.75 |
|
0.618 |
1,809.75 |
|
HIGH |
1,793.75 |
|
0.618 |
1,783.75 |
|
0.500 |
1,780.75 |
|
0.382 |
1,777.75 |
|
LOW |
1,767.75 |
|
0.618 |
1,751.75 |
|
1.000 |
1,741.75 |
|
1.618 |
1,725.75 |
|
2.618 |
1,699.75 |
|
4.250 |
1,657.25 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,781.00 |
1,782.50 |
| PP |
1,781.00 |
1,782.25 |
| S1 |
1,780.75 |
1,781.75 |
|