| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,613.25 |
3,531.75 |
-81.50 |
-2.3% |
3,584.50 |
| High |
3,621.25 |
3,545.00 |
-76.25 |
-2.1% |
3,635.25 |
| Low |
3,527.75 |
3,468.00 |
-59.75 |
-1.7% |
3,527.75 |
| Close |
3,532.25 |
3,503.00 |
-29.25 |
-0.8% |
3,532.25 |
| Range |
93.50 |
77.00 |
-16.50 |
-17.6% |
107.50 |
| ATR |
41.33 |
43.88 |
2.55 |
6.2% |
0.00 |
| Volume |
379,834 |
444,255 |
64,421 |
17.0% |
1,061,381 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,736.25 |
3,696.75 |
3,545.25 |
|
| R3 |
3,659.25 |
3,619.75 |
3,524.25 |
|
| R2 |
3,582.25 |
3,582.25 |
3,517.00 |
|
| R1 |
3,542.75 |
3,542.75 |
3,510.00 |
3,524.00 |
| PP |
3,505.25 |
3,505.25 |
3,505.25 |
3,496.00 |
| S1 |
3,465.75 |
3,465.75 |
3,496.00 |
3,447.00 |
| S2 |
3,428.25 |
3,428.25 |
3,489.00 |
|
| S3 |
3,351.25 |
3,388.75 |
3,481.75 |
|
| S4 |
3,274.25 |
3,311.75 |
3,460.75 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,887.50 |
3,817.50 |
3,591.50 |
|
| R3 |
3,780.00 |
3,710.00 |
3,561.75 |
|
| R2 |
3,672.50 |
3,672.50 |
3,552.00 |
|
| R1 |
3,602.50 |
3,602.50 |
3,542.00 |
3,583.75 |
| PP |
3,565.00 |
3,565.00 |
3,565.00 |
3,555.75 |
| S1 |
3,495.00 |
3,495.00 |
3,522.50 |
3,476.25 |
| S2 |
3,457.50 |
3,457.50 |
3,512.50 |
|
| S3 |
3,350.00 |
3,387.50 |
3,502.75 |
|
| S4 |
3,242.50 |
3,280.00 |
3,473.00 |
|
|
| 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 |
3,468.00 |
167.25 |
4.8% |
56.75 |
1.6% |
21% |
False |
True |
301,127 |
| 10 |
3,635.25 |
3,468.00 |
167.25 |
4.8% |
52.00 |
1.5% |
21% |
False |
True |
278,454 |
| 20 |
3,635.25 |
3,468.00 |
167.25 |
4.8% |
42.00 |
1.2% |
21% |
False |
True |
227,861 |
| 40 |
3,635.25 |
3,415.25 |
220.00 |
6.3% |
37.25 |
1.1% |
40% |
False |
False |
165,398 |
| 60 |
3,635.25 |
3,308.25 |
327.00 |
9.3% |
34.75 |
1.0% |
60% |
False |
False |
110,353 |
| 80 |
3,635.25 |
3,110.00 |
525.25 |
15.0% |
34.75 |
1.0% |
75% |
False |
False |
82,802 |
| 100 |
3,635.25 |
3,110.00 |
525.25 |
15.0% |
30.25 |
0.9% |
75% |
False |
False |
66,272 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
16.8% |
25.50 |
0.7% |
78% |
False |
False |
55,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,872.25 |
|
2.618 |
3,746.50 |
|
1.618 |
3,669.50 |
|
1.000 |
3,622.00 |
|
0.618 |
3,592.50 |
|
HIGH |
3,545.00 |
|
0.618 |
3,515.50 |
|
0.500 |
3,506.50 |
|
0.382 |
3,497.50 |
|
LOW |
3,468.00 |
|
0.618 |
3,420.50 |
|
1.000 |
3,391.00 |
|
1.618 |
3,343.50 |
|
2.618 |
3,266.50 |
|
4.250 |
3,140.75 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,506.50 |
3,551.50 |
| PP |
3,505.25 |
3,535.50 |
| S1 |
3,504.25 |
3,519.25 |
|