| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,548.25 |
3,562.75 |
14.50 |
0.4% |
3,569.75 |
| High |
3,569.50 |
3,577.00 |
7.50 |
0.2% |
3,594.75 |
| Low |
3,544.00 |
3,535.50 |
-8.50 |
-0.2% |
3,527.25 |
| Close |
3,564.75 |
3,547.75 |
-17.00 |
-0.5% |
3,531.50 |
| Range |
25.50 |
41.50 |
16.00 |
62.7% |
67.50 |
| ATR |
32.18 |
32.85 |
0.67 |
2.1% |
0.00 |
| Volume |
208,163 |
214,724 |
6,561 |
3.2% |
553,842 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,678.00 |
3,654.25 |
3,570.50 |
|
| R3 |
3,636.50 |
3,612.75 |
3,559.25 |
|
| R2 |
3,595.00 |
3,595.00 |
3,555.25 |
|
| R1 |
3,571.25 |
3,571.25 |
3,551.50 |
3,562.50 |
| PP |
3,553.50 |
3,553.50 |
3,553.50 |
3,549.00 |
| S1 |
3,529.75 |
3,529.75 |
3,544.00 |
3,521.00 |
| S2 |
3,512.00 |
3,512.00 |
3,540.25 |
|
| S3 |
3,470.50 |
3,488.25 |
3,536.25 |
|
| S4 |
3,429.00 |
3,446.75 |
3,525.00 |
|
|
| 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 |
3,577.00 |
3,505.75 |
71.25 |
2.0% |
36.50 |
1.0% |
59% |
True |
False |
211,212 |
| 10 |
3,594.75 |
3,505.75 |
89.00 |
2.5% |
29.50 |
0.8% |
47% |
False |
False |
156,326 |
| 20 |
3,594.75 |
3,415.25 |
179.50 |
5.1% |
35.00 |
1.0% |
74% |
False |
False |
177,204 |
| 40 |
3,594.75 |
3,341.50 |
253.25 |
7.1% |
31.00 |
0.9% |
81% |
False |
False |
89,302 |
| 60 |
3,594.75 |
3,228.50 |
366.25 |
10.3% |
30.75 |
0.9% |
87% |
False |
False |
59,580 |
| 80 |
3,594.75 |
3,110.00 |
484.75 |
13.7% |
30.25 |
0.9% |
90% |
False |
False |
44,740 |
| 100 |
3,594.75 |
3,045.00 |
549.75 |
15.5% |
25.00 |
0.7% |
91% |
False |
False |
35,792 |
| 120 |
3,594.75 |
3,012.75 |
582.00 |
16.4% |
21.25 |
0.6% |
92% |
False |
False |
29,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,753.50 |
|
2.618 |
3,685.75 |
|
1.618 |
3,644.25 |
|
1.000 |
3,618.50 |
|
0.618 |
3,602.75 |
|
HIGH |
3,577.00 |
|
0.618 |
3,561.25 |
|
0.500 |
3,556.25 |
|
0.382 |
3,551.25 |
|
LOW |
3,535.50 |
|
0.618 |
3,509.75 |
|
1.000 |
3,494.00 |
|
1.618 |
3,468.25 |
|
2.618 |
3,426.75 |
|
4.250 |
3,359.00 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,556.25 |
3,547.25 |
| PP |
3,553.50 |
3,547.00 |
| S1 |
3,550.50 |
3,546.50 |
|