| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,516.25 |
3,548.25 |
32.00 |
0.9% |
3,569.75 |
| High |
3,557.25 |
3,569.50 |
12.25 |
0.3% |
3,594.75 |
| Low |
3,516.00 |
3,544.00 |
28.00 |
0.8% |
3,527.25 |
| Close |
3,548.75 |
3,564.75 |
16.00 |
0.5% |
3,531.50 |
| Range |
41.25 |
25.50 |
-15.75 |
-38.2% |
67.50 |
| ATR |
32.70 |
32.18 |
-0.51 |
-1.6% |
0.00 |
| Volume |
191,716 |
208,163 |
16,447 |
8.6% |
553,842 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,636.00 |
3,625.75 |
3,578.75 |
|
| R3 |
3,610.50 |
3,600.25 |
3,571.75 |
|
| R2 |
3,585.00 |
3,585.00 |
3,569.50 |
|
| R1 |
3,574.75 |
3,574.75 |
3,567.00 |
3,580.00 |
| PP |
3,559.50 |
3,559.50 |
3,559.50 |
3,562.00 |
| S1 |
3,549.25 |
3,549.25 |
3,562.50 |
3,554.50 |
| S2 |
3,534.00 |
3,534.00 |
3,560.00 |
|
| S3 |
3,508.50 |
3,523.75 |
3,557.75 |
|
| S4 |
3,483.00 |
3,498.25 |
3,550.75 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,753.75 |
3,710.00 |
3,568.50 |
|
| R3 |
3,686.25 |
3,642.50 |
3,550.00 |
|
| R2 |
3,618.75 |
3,618.75 |
3,544.00 |
|
| R1 |
3,575.00 |
3,575.00 |
3,537.75 |
3,563.00 |
| PP |
3,551.25 |
3,551.25 |
3,551.25 |
3,545.25 |
| S1 |
3,507.50 |
3,507.50 |
3,525.25 |
3,495.50 |
| S2 |
3,483.75 |
3,483.75 |
3,519.00 |
|
| S3 |
3,416.25 |
3,440.00 |
3,513.00 |
|
| S4 |
3,348.75 |
3,372.50 |
3,494.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,579.00 |
3,505.75 |
73.25 |
2.1% |
34.00 |
1.0% |
81% |
False |
False |
207,579 |
| 10 |
3,594.75 |
3,505.75 |
89.00 |
2.5% |
26.50 |
0.7% |
66% |
False |
False |
139,600 |
| 20 |
3,594.75 |
3,415.25 |
179.50 |
5.0% |
33.75 |
0.9% |
83% |
False |
False |
166,715 |
| 40 |
3,594.75 |
3,340.00 |
254.75 |
7.1% |
30.50 |
0.9% |
88% |
False |
False |
83,936 |
| 60 |
3,594.75 |
3,190.00 |
404.75 |
11.4% |
31.00 |
0.9% |
93% |
False |
False |
56,001 |
| 80 |
3,594.75 |
3,110.00 |
484.75 |
13.6% |
29.75 |
0.8% |
94% |
False |
False |
42,056 |
| 100 |
3,594.75 |
3,045.00 |
549.75 |
15.4% |
24.50 |
0.7% |
95% |
False |
False |
33,645 |
| 120 |
3,594.75 |
3,012.75 |
582.00 |
16.3% |
21.00 |
0.6% |
95% |
False |
False |
28,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,678.00 |
|
2.618 |
3,636.25 |
|
1.618 |
3,610.75 |
|
1.000 |
3,595.00 |
|
0.618 |
3,585.25 |
|
HIGH |
3,569.50 |
|
0.618 |
3,559.75 |
|
0.500 |
3,556.75 |
|
0.382 |
3,553.75 |
|
LOW |
3,544.00 |
|
0.618 |
3,528.25 |
|
1.000 |
3,518.50 |
|
1.618 |
3,502.75 |
|
2.618 |
3,477.25 |
|
4.250 |
3,435.50 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,562.00 |
3,555.75 |
| PP |
3,559.50 |
3,546.75 |
| S1 |
3,556.75 |
3,537.50 |
|