| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,469.00 |
3,513.50 |
44.50 |
1.3% |
3,584.50 |
| High |
3,512.00 |
3,529.00 |
17.00 |
0.5% |
3,635.25 |
| Low |
3,465.75 |
3,454.25 |
-11.50 |
-0.3% |
3,527.75 |
| Close |
3,501.00 |
3,473.00 |
-28.00 |
-0.8% |
3,532.25 |
| Range |
46.25 |
74.75 |
28.50 |
61.6% |
107.50 |
| ATR |
44.05 |
46.24 |
2.19 |
5.0% |
0.00 |
| Volume |
298,021 |
396,701 |
98,680 |
33.1% |
1,061,381 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,709.75 |
3,666.00 |
3,514.00 |
|
| R3 |
3,635.00 |
3,591.25 |
3,493.50 |
|
| R2 |
3,560.25 |
3,560.25 |
3,486.75 |
|
| R1 |
3,516.50 |
3,516.50 |
3,479.75 |
3,501.00 |
| PP |
3,485.50 |
3,485.50 |
3,485.50 |
3,477.50 |
| S1 |
3,441.75 |
3,441.75 |
3,466.25 |
3,426.25 |
| S2 |
3,410.75 |
3,410.75 |
3,459.25 |
|
| S3 |
3,336.00 |
3,367.00 |
3,452.50 |
|
| S4 |
3,261.25 |
3,292.25 |
3,432.00 |
|
|
| 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 |
3,454.25 |
181.00 |
5.2% |
69.00 |
2.0% |
10% |
False |
True |
361,056 |
| 10 |
3,635.25 |
3,454.25 |
181.00 |
5.2% |
49.25 |
1.4% |
10% |
False |
True |
285,283 |
| 20 |
3,635.25 |
3,454.25 |
181.00 |
5.2% |
46.25 |
1.3% |
10% |
False |
True |
253,347 |
| 40 |
3,635.25 |
3,415.25 |
220.00 |
6.3% |
39.00 |
1.1% |
26% |
False |
False |
182,723 |
| 60 |
3,635.25 |
3,308.25 |
327.00 |
9.4% |
35.75 |
1.0% |
50% |
False |
False |
121,925 |
| 80 |
3,635.25 |
3,110.00 |
525.25 |
15.1% |
35.50 |
1.0% |
69% |
False |
False |
91,482 |
| 100 |
3,635.25 |
3,110.00 |
525.25 |
15.1% |
31.25 |
0.9% |
69% |
False |
False |
73,219 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
17.0% |
26.50 |
0.8% |
73% |
False |
False |
61,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,846.75 |
|
2.618 |
3,724.75 |
|
1.618 |
3,650.00 |
|
1.000 |
3,603.75 |
|
0.618 |
3,575.25 |
|
HIGH |
3,529.00 |
|
0.618 |
3,500.50 |
|
0.500 |
3,491.50 |
|
0.382 |
3,482.75 |
|
LOW |
3,454.25 |
|
0.618 |
3,408.00 |
|
1.000 |
3,379.50 |
|
1.618 |
3,333.25 |
|
2.618 |
3,258.50 |
|
4.250 |
3,136.50 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,491.50 |
3,499.50 |
| PP |
3,485.50 |
3,490.75 |
| S1 |
3,479.25 |
3,482.00 |
|