| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,607.25 |
3,625.50 |
18.25 |
0.5% |
3,563.25 |
| High |
3,629.50 |
3,635.25 |
5.75 |
0.2% |
3,610.25 |
| Low |
3,605.00 |
3,581.50 |
-23.50 |
-0.7% |
3,492.50 |
| Close |
3,620.50 |
3,613.75 |
-6.75 |
-0.2% |
3,584.75 |
| Range |
24.50 |
53.75 |
29.25 |
119.4% |
117.75 |
| ATR |
36.05 |
37.32 |
1.26 |
3.5% |
0.00 |
| Volume |
184,592 |
286,469 |
101,877 |
55.2% |
1,278,910 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,771.50 |
3,746.25 |
3,643.25 |
|
| R3 |
3,717.75 |
3,692.50 |
3,628.50 |
|
| R2 |
3,664.00 |
3,664.00 |
3,623.50 |
|
| R1 |
3,638.75 |
3,638.75 |
3,618.75 |
3,624.50 |
| PP |
3,610.25 |
3,610.25 |
3,610.25 |
3,603.00 |
| S1 |
3,585.00 |
3,585.00 |
3,608.75 |
3,570.75 |
| S2 |
3,556.50 |
3,556.50 |
3,604.00 |
|
| S3 |
3,502.75 |
3,531.25 |
3,599.00 |
|
| S4 |
3,449.00 |
3,477.50 |
3,584.25 |
|
|
| 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 |
3,635.25 |
3,574.25 |
61.00 |
1.7% |
32.25 |
0.9% |
65% |
True |
False |
219,959 |
| 10 |
3,635.25 |
3,492.50 |
142.75 |
4.0% |
43.25 |
1.2% |
85% |
True |
False |
243,860 |
| 20 |
3,635.25 |
3,492.50 |
142.75 |
4.0% |
35.00 |
1.0% |
85% |
True |
False |
191,730 |
| 40 |
3,635.25 |
3,415.25 |
220.00 |
6.1% |
34.00 |
0.9% |
90% |
True |
False |
144,806 |
| 60 |
3,635.25 |
3,308.25 |
327.00 |
9.0% |
32.50 |
0.9% |
93% |
True |
False |
96,626 |
| 80 |
3,635.25 |
3,110.00 |
525.25 |
14.5% |
33.50 |
0.9% |
96% |
True |
False |
72,516 |
| 100 |
3,635.25 |
3,060.25 |
575.00 |
15.9% |
28.50 |
0.8% |
96% |
True |
False |
58,031 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
16.3% |
24.00 |
0.7% |
96% |
True |
False |
48,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,863.75 |
|
2.618 |
3,776.00 |
|
1.618 |
3,722.25 |
|
1.000 |
3,689.00 |
|
0.618 |
3,668.50 |
|
HIGH |
3,635.25 |
|
0.618 |
3,614.75 |
|
0.500 |
3,608.50 |
|
0.382 |
3,602.00 |
|
LOW |
3,581.50 |
|
0.618 |
3,548.25 |
|
1.000 |
3,527.75 |
|
1.618 |
3,494.50 |
|
2.618 |
3,440.75 |
|
4.250 |
3,353.00 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,612.00 |
3,611.25 |
| PP |
3,610.25 |
3,608.75 |
| S1 |
3,608.50 |
3,606.50 |
|