| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,573.75 |
3,598.50 |
24.75 |
0.7% |
3,530.50 |
| High |
3,610.25 |
3,608.25 |
-2.00 |
-0.1% |
3,577.00 |
| Low |
3,570.75 |
3,594.00 |
23.25 |
0.7% |
3,505.75 |
| Close |
3,598.25 |
3,595.25 |
-3.00 |
-0.1% |
3,561.50 |
| Range |
39.50 |
14.25 |
-25.25 |
-63.9% |
71.25 |
| ATR |
39.09 |
37.31 |
-1.77 |
-4.5% |
0.00 |
| Volume |
234,221 |
162,062 |
-72,159 |
-30.8% |
1,124,036 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,642.00 |
3,632.75 |
3,603.00 |
|
| R3 |
3,627.75 |
3,618.50 |
3,599.25 |
|
| R2 |
3,613.50 |
3,613.50 |
3,597.75 |
|
| R1 |
3,604.25 |
3,604.25 |
3,596.50 |
3,601.75 |
| PP |
3,599.25 |
3,599.25 |
3,599.25 |
3,598.00 |
| S1 |
3,590.00 |
3,590.00 |
3,594.00 |
3,587.50 |
| S2 |
3,585.00 |
3,585.00 |
3,592.75 |
|
| S3 |
3,570.75 |
3,575.75 |
3,591.25 |
|
| S4 |
3,556.50 |
3,561.50 |
3,587.50 |
|
|
| 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% |
48.75 |
1.4% |
87% |
False |
False |
257,228 |
| 10 |
3,610.25 |
3,492.50 |
117.75 |
3.3% |
42.50 |
1.2% |
87% |
False |
False |
234,220 |
| 20 |
3,610.25 |
3,415.25 |
195.00 |
5.4% |
37.50 |
1.0% |
92% |
False |
False |
192,628 |
| 40 |
3,610.25 |
3,354.00 |
256.25 |
7.1% |
33.50 |
0.9% |
94% |
False |
False |
121,449 |
| 60 |
3,610.25 |
3,308.25 |
302.00 |
8.4% |
32.25 |
0.9% |
95% |
False |
False |
81,005 |
| 80 |
3,610.25 |
3,110.00 |
500.25 |
13.9% |
32.50 |
0.9% |
97% |
False |
False |
60,816 |
| 100 |
3,610.25 |
3,045.00 |
565.25 |
15.7% |
27.25 |
0.8% |
97% |
False |
False |
48,654 |
| 120 |
3,610.25 |
3,045.00 |
565.25 |
15.7% |
23.00 |
0.6% |
97% |
False |
False |
40,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,668.75 |
|
2.618 |
3,645.50 |
|
1.618 |
3,631.25 |
|
1.000 |
3,622.50 |
|
0.618 |
3,617.00 |
|
HIGH |
3,608.25 |
|
0.618 |
3,602.75 |
|
0.500 |
3,601.00 |
|
0.382 |
3,599.50 |
|
LOW |
3,594.00 |
|
0.618 |
3,585.25 |
|
1.000 |
3,579.75 |
|
1.618 |
3,571.00 |
|
2.618 |
3,556.75 |
|
4.250 |
3,533.50 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,601.00 |
3,582.50 |
| PP |
3,599.25 |
3,569.50 |
| S1 |
3,597.25 |
3,556.75 |
|