| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,510.25 |
3,573.75 |
63.50 |
1.8% |
3,530.50 |
| High |
3,576.50 |
3,610.25 |
33.75 |
0.9% |
3,577.00 |
| Low |
3,503.25 |
3,570.75 |
67.50 |
1.9% |
3,505.75 |
| Close |
3,573.75 |
3,598.25 |
24.50 |
0.7% |
3,561.50 |
| Range |
73.25 |
39.50 |
-33.75 |
-46.1% |
71.25 |
| ATR |
39.06 |
39.09 |
0.03 |
0.1% |
0.00 |
| Volume |
293,427 |
234,221 |
-59,206 |
-20.2% |
1,124,036 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,711.50 |
3,694.50 |
3,620.00 |
|
| R3 |
3,672.00 |
3,655.00 |
3,609.00 |
|
| R2 |
3,632.50 |
3,632.50 |
3,605.50 |
|
| R1 |
3,615.50 |
3,615.50 |
3,601.75 |
3,624.00 |
| PP |
3,593.00 |
3,593.00 |
3,593.00 |
3,597.50 |
| S1 |
3,576.00 |
3,576.00 |
3,594.75 |
3,584.50 |
| S2 |
3,553.50 |
3,553.50 |
3,591.00 |
|
| S3 |
3,514.00 |
3,536.50 |
3,587.50 |
|
| S4 |
3,474.50 |
3,497.00 |
3,576.50 |
|
|
| 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 |
3,610.25 |
3,492.50 |
117.75 |
3.3% |
54.25 |
1.5% |
90% |
True |
False |
267,761 |
| 10 |
3,610.25 |
3,492.50 |
117.75 |
3.3% |
44.00 |
1.2% |
90% |
True |
False |
237,670 |
| 20 |
3,610.25 |
3,415.25 |
195.00 |
5.4% |
38.00 |
1.1% |
94% |
True |
False |
196,579 |
| 40 |
3,610.25 |
3,354.00 |
256.25 |
7.1% |
34.25 |
0.9% |
95% |
True |
False |
117,401 |
| 60 |
3,610.25 |
3,308.25 |
302.00 |
8.4% |
32.25 |
0.9% |
96% |
True |
False |
78,309 |
| 80 |
3,610.25 |
3,110.00 |
500.25 |
13.9% |
32.75 |
0.9% |
98% |
True |
False |
58,791 |
| 100 |
3,610.25 |
3,045.00 |
565.25 |
15.7% |
27.25 |
0.8% |
98% |
True |
False |
47,033 |
| 120 |
3,610.25 |
3,045.00 |
565.25 |
15.7% |
23.00 |
0.6% |
98% |
True |
False |
39,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,778.00 |
|
2.618 |
3,713.75 |
|
1.618 |
3,674.25 |
|
1.000 |
3,649.75 |
|
0.618 |
3,634.75 |
|
HIGH |
3,610.25 |
|
0.618 |
3,595.25 |
|
0.500 |
3,590.50 |
|
0.382 |
3,585.75 |
|
LOW |
3,570.75 |
|
0.618 |
3,546.25 |
|
1.000 |
3,531.25 |
|
1.618 |
3,506.75 |
|
2.618 |
3,467.25 |
|
4.250 |
3,403.00 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,595.75 |
3,582.50 |
| PP |
3,593.00 |
3,567.00 |
| S1 |
3,590.50 |
3,551.50 |
|