| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,513.50 |
3,480.00 |
-33.50 |
-1.0% |
3,584.50 |
| High |
3,529.00 |
3,537.25 |
8.25 |
0.2% |
3,635.25 |
| Low |
3,454.25 |
3,471.00 |
16.75 |
0.5% |
3,527.75 |
| Close |
3,473.00 |
3,502.00 |
29.00 |
0.8% |
3,532.25 |
| Range |
74.75 |
66.25 |
-8.50 |
-11.4% |
107.50 |
| ATR |
46.24 |
47.67 |
1.43 |
3.1% |
0.00 |
| Volume |
396,701 |
315,346 |
-81,355 |
-20.5% |
1,061,381 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,702.25 |
3,668.25 |
3,538.50 |
|
| R3 |
3,636.00 |
3,602.00 |
3,520.25 |
|
| R2 |
3,569.75 |
3,569.75 |
3,514.25 |
|
| R1 |
3,535.75 |
3,535.75 |
3,508.00 |
3,552.75 |
| PP |
3,503.50 |
3,503.50 |
3,503.50 |
3,512.00 |
| S1 |
3,469.50 |
3,469.50 |
3,496.00 |
3,486.50 |
| S2 |
3,437.25 |
3,437.25 |
3,489.75 |
|
| S3 |
3,371.00 |
3,403.25 |
3,483.75 |
|
| S4 |
3,304.75 |
3,337.00 |
3,465.50 |
|
|
| 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 |
3,621.25 |
3,454.25 |
167.00 |
4.8% |
71.50 |
2.0% |
29% |
False |
False |
366,831 |
| 10 |
3,635.25 |
3,454.25 |
181.00 |
5.2% |
52.00 |
1.5% |
26% |
False |
False |
293,395 |
| 20 |
3,635.25 |
3,454.25 |
181.00 |
5.2% |
48.00 |
1.4% |
26% |
False |
False |
265,533 |
| 40 |
3,635.25 |
3,415.25 |
220.00 |
6.3% |
40.00 |
1.1% |
39% |
False |
False |
190,592 |
| 60 |
3,635.25 |
3,308.25 |
327.00 |
9.3% |
36.50 |
1.0% |
59% |
False |
False |
127,177 |
| 80 |
3,635.25 |
3,110.00 |
525.25 |
15.0% |
36.00 |
1.0% |
75% |
False |
False |
95,424 |
| 100 |
3,635.25 |
3,110.00 |
525.25 |
15.0% |
32.00 |
0.9% |
75% |
False |
False |
76,372 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
16.9% |
27.00 |
0.8% |
77% |
False |
False |
63,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,818.75 |
|
2.618 |
3,710.75 |
|
1.618 |
3,644.50 |
|
1.000 |
3,603.50 |
|
0.618 |
3,578.25 |
|
HIGH |
3,537.25 |
|
0.618 |
3,512.00 |
|
0.500 |
3,504.00 |
|
0.382 |
3,496.25 |
|
LOW |
3,471.00 |
|
0.618 |
3,430.00 |
|
1.000 |
3,404.75 |
|
1.618 |
3,363.75 |
|
2.618 |
3,297.50 |
|
4.250 |
3,189.50 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,504.00 |
3,500.00 |
| PP |
3,503.50 |
3,497.75 |
| S1 |
3,502.75 |
3,495.75 |
|