| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,563.25 |
3,510.25 |
-53.00 |
-1.5% |
3,530.50 |
| High |
3,566.50 |
3,576.50 |
10.00 |
0.3% |
3,577.00 |
| Low |
3,492.50 |
3,503.25 |
10.75 |
0.3% |
3,505.75 |
| Close |
3,509.50 |
3,573.75 |
64.25 |
1.8% |
3,561.50 |
| Range |
74.00 |
73.25 |
-0.75 |
-1.0% |
71.25 |
| ATR |
36.43 |
39.06 |
2.63 |
7.2% |
0.00 |
| Volume |
333,010 |
293,427 |
-39,583 |
-11.9% |
1,124,036 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,771.00 |
3,745.50 |
3,614.00 |
|
| R3 |
3,697.75 |
3,672.25 |
3,594.00 |
|
| R2 |
3,624.50 |
3,624.50 |
3,587.25 |
|
| R1 |
3,599.00 |
3,599.00 |
3,580.50 |
3,611.75 |
| PP |
3,551.25 |
3,551.25 |
3,551.25 |
3,557.50 |
| S1 |
3,525.75 |
3,525.75 |
3,567.00 |
3,538.50 |
| S2 |
3,478.00 |
3,478.00 |
3,560.25 |
|
| S3 |
3,404.75 |
3,452.50 |
3,553.50 |
|
| S4 |
3,331.50 |
3,379.25 |
3,533.50 |
|
|
| 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% |
51.25 |
1.4% |
96% |
False |
False |
262,549 |
| 10 |
3,594.75 |
3,492.50 |
102.25 |
2.9% |
43.25 |
1.2% |
79% |
False |
False |
221,411 |
| 20 |
3,594.75 |
3,415.25 |
179.50 |
5.0% |
39.00 |
1.1% |
88% |
False |
False |
200,287 |
| 40 |
3,594.75 |
3,354.00 |
240.75 |
6.7% |
33.50 |
0.9% |
91% |
False |
False |
111,546 |
| 60 |
3,594.75 |
3,307.00 |
287.75 |
8.1% |
32.25 |
0.9% |
93% |
False |
False |
74,407 |
| 80 |
3,594.75 |
3,110.00 |
484.75 |
13.6% |
32.50 |
0.9% |
96% |
False |
False |
55,863 |
| 100 |
3,594.75 |
3,045.00 |
549.75 |
15.4% |
26.75 |
0.8% |
96% |
False |
False |
44,691 |
| 120 |
3,594.75 |
3,037.00 |
557.75 |
15.6% |
22.75 |
0.6% |
96% |
False |
False |
37,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,887.75 |
|
2.618 |
3,768.25 |
|
1.618 |
3,695.00 |
|
1.000 |
3,649.75 |
|
0.618 |
3,621.75 |
|
HIGH |
3,576.50 |
|
0.618 |
3,548.50 |
|
0.500 |
3,540.00 |
|
0.382 |
3,531.25 |
|
LOW |
3,503.25 |
|
0.618 |
3,458.00 |
|
1.000 |
3,430.00 |
|
1.618 |
3,384.75 |
|
2.618 |
3,311.50 |
|
4.250 |
3,192.00 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,562.50 |
3,560.75 |
| PP |
3,551.25 |
3,547.50 |
| S1 |
3,540.00 |
3,534.50 |
|