| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,204.0 |
1,222.6 |
18.6 |
1.5% |
1,214.3 |
| High |
1,231.6 |
1,240.4 |
8.8 |
0.7% |
1,240.4 |
| Low |
1,203.7 |
1,222.6 |
18.9 |
1.6% |
1,182.3 |
| Close |
1,225.9 |
1,239.4 |
13.5 |
1.1% |
1,239.4 |
| Range |
27.9 |
17.8 |
-10.1 |
-36.2% |
58.1 |
| ATR |
22.0 |
21.7 |
-0.3 |
-1.4% |
0.0 |
| Volume |
3,274 |
11,583 |
8,309 |
253.8% |
21,119 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,287.5 |
1,281.3 |
1,249.2 |
|
| R3 |
1,269.7 |
1,263.5 |
1,244.3 |
|
| R2 |
1,251.9 |
1,251.9 |
1,242.7 |
|
| R1 |
1,245.7 |
1,245.7 |
1,241.0 |
1,248.8 |
| PP |
1,234.1 |
1,234.1 |
1,234.1 |
1,235.7 |
| S1 |
1,227.9 |
1,227.9 |
1,237.8 |
1,231.0 |
| S2 |
1,216.3 |
1,216.3 |
1,236.1 |
|
| S3 |
1,198.5 |
1,210.1 |
1,234.5 |
|
| S4 |
1,180.7 |
1,192.3 |
1,229.6 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,395.0 |
1,375.3 |
1,271.4 |
|
| R3 |
1,336.9 |
1,317.2 |
1,255.4 |
|
| R2 |
1,278.8 |
1,278.8 |
1,250.1 |
|
| R1 |
1,259.1 |
1,259.1 |
1,244.7 |
1,269.0 |
| PP |
1,220.7 |
1,220.7 |
1,220.7 |
1,225.6 |
| S1 |
1,201.0 |
1,201.0 |
1,234.1 |
1,210.9 |
| S2 |
1,162.6 |
1,162.6 |
1,228.7 |
|
| S3 |
1,104.5 |
1,142.9 |
1,223.4 |
|
| S4 |
1,046.4 |
1,084.8 |
1,207.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,240.4 |
1,182.3 |
58.1 |
4.7% |
21.5 |
1.7% |
98% |
True |
False |
5,326 |
| 10 |
1,240.4 |
1,182.3 |
58.1 |
4.7% |
19.7 |
1.6% |
98% |
True |
False |
4,578 |
| 20 |
1,266.7 |
1,182.3 |
84.4 |
6.8% |
21.8 |
1.8% |
68% |
False |
False |
4,121 |
| 40 |
1,325.2 |
1,182.3 |
142.9 |
11.5% |
20.1 |
1.6% |
40% |
False |
False |
4,140 |
| 60 |
1,361.1 |
1,182.3 |
178.8 |
14.4% |
20.1 |
1.6% |
32% |
False |
False |
3,249 |
| 80 |
1,375.3 |
1,182.3 |
193.0 |
15.6% |
21.3 |
1.7% |
30% |
False |
False |
2,596 |
| 100 |
1,430.2 |
1,182.3 |
247.9 |
20.0% |
21.0 |
1.7% |
23% |
False |
False |
2,198 |
| 120 |
1,430.2 |
1,182.3 |
247.9 |
20.0% |
20.1 |
1.6% |
23% |
False |
False |
1,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,316.1 |
|
2.618 |
1,287.0 |
|
1.618 |
1,269.2 |
|
1.000 |
1,258.2 |
|
0.618 |
1,251.4 |
|
HIGH |
1,240.4 |
|
0.618 |
1,233.6 |
|
0.500 |
1,231.5 |
|
0.382 |
1,229.4 |
|
LOW |
1,222.6 |
|
0.618 |
1,211.6 |
|
1.000 |
1,204.8 |
|
1.618 |
1,193.8 |
|
2.618 |
1,176.0 |
|
4.250 |
1,147.0 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,236.8 |
1,230.1 |
| PP |
1,234.1 |
1,220.7 |
| S1 |
1,231.5 |
1,211.4 |
|