| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,598.50 |
3,597.25 |
-1.25 |
0.0% |
3,563.25 |
| High |
3,608.25 |
3,609.00 |
0.75 |
0.0% |
3,610.25 |
| Low |
3,594.00 |
3,574.25 |
-19.75 |
-0.5% |
3,492.50 |
| Close |
3,595.25 |
3,584.75 |
-10.50 |
-0.3% |
3,584.75 |
| Range |
14.25 |
34.75 |
20.50 |
143.9% |
117.75 |
| ATR |
37.31 |
37.13 |
-0.18 |
-0.5% |
0.00 |
| Volume |
162,062 |
256,190 |
94,128 |
58.1% |
1,278,910 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,693.50 |
3,674.00 |
3,603.75 |
|
| R3 |
3,658.75 |
3,639.25 |
3,594.25 |
|
| R2 |
3,624.00 |
3,624.00 |
3,591.00 |
|
| R1 |
3,604.50 |
3,604.50 |
3,588.00 |
3,597.00 |
| PP |
3,589.25 |
3,589.25 |
3,589.25 |
3,585.50 |
| S1 |
3,569.75 |
3,569.75 |
3,581.50 |
3,562.00 |
| S2 |
3,554.50 |
3,554.50 |
3,578.50 |
|
| S3 |
3,519.75 |
3,535.00 |
3,575.25 |
|
| S4 |
3,485.00 |
3,500.25 |
3,565.75 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,915.75 |
3,868.00 |
3,649.50 |
|
| R3 |
3,798.00 |
3,750.25 |
3,617.25 |
|
| R2 |
3,680.25 |
3,680.25 |
3,606.25 |
|
| R1 |
3,632.50 |
3,632.50 |
3,595.50 |
3,656.50 |
| PP |
3,562.50 |
3,562.50 |
3,562.50 |
3,574.50 |
| S1 |
3,514.75 |
3,514.75 |
3,574.00 |
3,538.50 |
| S2 |
3,444.75 |
3,444.75 |
3,563.25 |
|
| S3 |
3,327.00 |
3,397.00 |
3,552.25 |
|
| S4 |
3,209.25 |
3,279.25 |
3,520.00 |
|
|
| 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% |
47.25 |
1.3% |
78% |
False |
False |
255,782 |
| 10 |
3,610.25 |
3,492.50 |
117.75 |
3.3% |
42.00 |
1.2% |
78% |
False |
False |
240,294 |
| 20 |
3,610.25 |
3,478.00 |
132.25 |
3.7% |
34.50 |
1.0% |
81% |
False |
False |
185,541 |
| 40 |
3,610.25 |
3,354.00 |
256.25 |
7.1% |
33.75 |
0.9% |
90% |
False |
False |
127,839 |
| 60 |
3,610.25 |
3,308.25 |
302.00 |
8.4% |
32.25 |
0.9% |
92% |
False |
False |
85,273 |
| 80 |
3,610.25 |
3,110.00 |
500.25 |
14.0% |
32.75 |
0.9% |
95% |
False |
False |
64,012 |
| 100 |
3,610.25 |
3,045.00 |
565.25 |
15.8% |
27.75 |
0.8% |
95% |
False |
False |
51,216 |
| 120 |
3,610.25 |
3,045.00 |
565.25 |
15.8% |
23.25 |
0.7% |
95% |
False |
False |
42,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,756.75 |
|
2.618 |
3,700.00 |
|
1.618 |
3,665.25 |
|
1.000 |
3,643.75 |
|
0.618 |
3,630.50 |
|
HIGH |
3,609.00 |
|
0.618 |
3,595.75 |
|
0.500 |
3,591.50 |
|
0.382 |
3,587.50 |
|
LOW |
3,574.25 |
|
0.618 |
3,552.75 |
|
1.000 |
3,539.50 |
|
1.618 |
3,518.00 |
|
2.618 |
3,483.25 |
|
4.250 |
3,426.50 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,591.50 |
3,590.50 |
| PP |
3,589.25 |
3,588.50 |
| S1 |
3,587.00 |
3,586.75 |
|