| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,531.75 |
3,469.00 |
-62.75 |
-1.8% |
3,584.50 |
| High |
3,545.00 |
3,512.00 |
-33.00 |
-0.9% |
3,635.25 |
| Low |
3,468.00 |
3,465.75 |
-2.25 |
-0.1% |
3,527.75 |
| Close |
3,503.00 |
3,501.00 |
-2.00 |
-0.1% |
3,532.25 |
| Range |
77.00 |
46.25 |
-30.75 |
-39.9% |
107.50 |
| ATR |
43.88 |
44.05 |
0.17 |
0.4% |
0.00 |
| Volume |
444,255 |
298,021 |
-146,234 |
-32.9% |
1,061,381 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,631.75 |
3,612.50 |
3,526.50 |
|
| R3 |
3,585.50 |
3,566.25 |
3,513.75 |
|
| R2 |
3,539.25 |
3,539.25 |
3,509.50 |
|
| R1 |
3,520.00 |
3,520.00 |
3,505.25 |
3,529.50 |
| PP |
3,493.00 |
3,493.00 |
3,493.00 |
3,497.75 |
| S1 |
3,473.75 |
3,473.75 |
3,496.75 |
3,483.50 |
| S2 |
3,446.75 |
3,446.75 |
3,492.50 |
|
| S3 |
3,400.50 |
3,427.50 |
3,488.25 |
|
| S4 |
3,354.25 |
3,381.25 |
3,475.50 |
|
|
| 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 |
3,465.75 |
169.50 |
4.8% |
59.00 |
1.7% |
21% |
False |
True |
318,634 |
| 10 |
3,635.25 |
3,465.75 |
169.50 |
4.8% |
49.00 |
1.4% |
21% |
False |
True |
274,955 |
| 20 |
3,635.25 |
3,465.75 |
169.50 |
4.8% |
43.25 |
1.2% |
21% |
False |
True |
238,022 |
| 40 |
3,635.25 |
3,415.25 |
220.00 |
6.3% |
37.75 |
1.1% |
39% |
False |
False |
172,817 |
| 60 |
3,635.25 |
3,308.25 |
327.00 |
9.3% |
35.00 |
1.0% |
59% |
False |
False |
115,317 |
| 80 |
3,635.25 |
3,110.00 |
525.25 |
15.0% |
35.00 |
1.0% |
74% |
False |
False |
86,526 |
| 100 |
3,635.25 |
3,110.00 |
525.25 |
15.0% |
30.50 |
0.9% |
74% |
False |
False |
69,252 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
16.9% |
26.00 |
0.7% |
77% |
False |
False |
57,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,708.50 |
|
2.618 |
3,633.00 |
|
1.618 |
3,586.75 |
|
1.000 |
3,558.25 |
|
0.618 |
3,540.50 |
|
HIGH |
3,512.00 |
|
0.618 |
3,494.25 |
|
0.500 |
3,489.00 |
|
0.382 |
3,483.50 |
|
LOW |
3,465.75 |
|
0.618 |
3,437.25 |
|
1.000 |
3,419.50 |
|
1.618 |
3,391.00 |
|
2.618 |
3,344.75 |
|
4.250 |
3,269.25 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,497.00 |
3,543.50 |
| PP |
3,493.00 |
3,529.25 |
| S1 |
3,489.00 |
3,515.25 |
|