| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,549.75 |
3,563.25 |
13.50 |
0.4% |
3,530.50 |
| High |
3,572.00 |
3,566.50 |
-5.50 |
-0.2% |
3,577.00 |
| Low |
3,529.50 |
3,492.50 |
-37.00 |
-1.0% |
3,505.75 |
| Close |
3,561.50 |
3,509.50 |
-52.00 |
-1.5% |
3,561.50 |
| Range |
42.50 |
74.00 |
31.50 |
74.1% |
71.25 |
| ATR |
33.54 |
36.43 |
2.89 |
8.6% |
0.00 |
| Volume |
263,424 |
333,010 |
69,586 |
26.4% |
1,124,036 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,744.75 |
3,701.25 |
3,550.25 |
|
| R3 |
3,670.75 |
3,627.25 |
3,529.75 |
|
| R2 |
3,596.75 |
3,596.75 |
3,523.00 |
|
| R1 |
3,553.25 |
3,553.25 |
3,516.25 |
3,538.00 |
| PP |
3,522.75 |
3,522.75 |
3,522.75 |
3,515.25 |
| S1 |
3,479.25 |
3,479.25 |
3,502.75 |
3,464.00 |
| S2 |
3,448.75 |
3,448.75 |
3,496.00 |
|
| S3 |
3,374.75 |
3,405.25 |
3,489.25 |
|
| S4 |
3,300.75 |
3,331.25 |
3,468.75 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,761.75 |
3,733.00 |
3,600.75 |
|
| R3 |
3,690.50 |
3,661.75 |
3,581.00 |
|
| R2 |
3,619.25 |
3,619.25 |
3,574.50 |
|
| R1 |
3,590.50 |
3,590.50 |
3,568.00 |
3,605.00 |
| PP |
3,548.00 |
3,548.00 |
3,548.00 |
3,555.25 |
| S1 |
3,519.25 |
3,519.25 |
3,555.00 |
3,533.50 |
| S2 |
3,476.75 |
3,476.75 |
3,548.50 |
|
| S3 |
3,405.50 |
3,448.00 |
3,542.00 |
|
| S4 |
3,334.25 |
3,376.75 |
3,522.25 |
|
|
| 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 |
3,492.50 |
84.50 |
2.4% |
45.00 |
1.3% |
20% |
False |
True |
242,207 |
| 10 |
3,594.75 |
3,492.50 |
102.25 |
2.9% |
37.50 |
1.1% |
17% |
False |
True |
201,088 |
| 20 |
3,594.75 |
3,415.25 |
179.50 |
5.1% |
36.75 |
1.0% |
53% |
False |
False |
198,511 |
| 40 |
3,594.75 |
3,354.00 |
240.75 |
6.9% |
32.00 |
0.9% |
65% |
False |
False |
104,212 |
| 60 |
3,594.75 |
3,250.00 |
344.75 |
9.8% |
31.75 |
0.9% |
75% |
False |
False |
69,518 |
| 80 |
3,594.75 |
3,110.00 |
484.75 |
13.8% |
31.50 |
0.9% |
82% |
False |
False |
52,195 |
| 100 |
3,594.75 |
3,045.00 |
549.75 |
15.7% |
26.00 |
0.7% |
84% |
False |
False |
41,757 |
| 120 |
3,594.75 |
3,035.00 |
559.75 |
15.9% |
22.00 |
0.6% |
85% |
False |
False |
34,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,881.00 |
|
2.618 |
3,760.25 |
|
1.618 |
3,686.25 |
|
1.000 |
3,640.50 |
|
0.618 |
3,612.25 |
|
HIGH |
3,566.50 |
|
0.618 |
3,538.25 |
|
0.500 |
3,529.50 |
|
0.382 |
3,520.75 |
|
LOW |
3,492.50 |
|
0.618 |
3,446.75 |
|
1.000 |
3,418.50 |
|
1.618 |
3,372.75 |
|
2.618 |
3,298.75 |
|
4.250 |
3,178.00 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,529.50 |
3,534.75 |
| PP |
3,522.75 |
3,526.25 |
| S1 |
3,516.25 |
3,518.00 |
|