| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,239.2 |
1,231.6 |
-7.6 |
-0.6% |
1,214.3 |
| High |
1,244.5 |
1,231.7 |
-12.8 |
-1.0% |
1,240.4 |
| Low |
1,224.9 |
1,218.6 |
-6.3 |
-0.5% |
1,182.3 |
| Close |
1,230.2 |
1,226.1 |
-4.1 |
-0.3% |
1,239.4 |
| Range |
19.6 |
13.1 |
-6.5 |
-33.2% |
58.1 |
| ATR |
22.3 |
21.6 |
-0.7 |
-2.9% |
0.0 |
| Volume |
10,510 |
25,390 |
14,880 |
141.6% |
21,119 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,264.8 |
1,258.5 |
1,233.3 |
|
| R3 |
1,251.7 |
1,245.4 |
1,229.7 |
|
| R2 |
1,238.6 |
1,238.6 |
1,228.5 |
|
| R1 |
1,232.3 |
1,232.3 |
1,227.3 |
1,228.9 |
| PP |
1,225.5 |
1,225.5 |
1,225.5 |
1,223.8 |
| S1 |
1,219.2 |
1,219.2 |
1,224.9 |
1,215.8 |
| S2 |
1,212.4 |
1,212.4 |
1,223.7 |
|
| S3 |
1,199.3 |
1,206.1 |
1,222.5 |
|
| S4 |
1,186.2 |
1,193.0 |
1,218.9 |
|
|
| 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 |
1,248.2 |
1,203.7 |
44.5 |
3.6% |
22.3 |
1.8% |
50% |
False |
False |
10,976 |
| 10 |
1,248.2 |
1,182.3 |
65.9 |
5.4% |
19.5 |
1.6% |
66% |
False |
False |
7,031 |
| 20 |
1,266.7 |
1,182.3 |
84.4 |
6.9% |
21.3 |
1.7% |
52% |
False |
False |
5,417 |
| 40 |
1,294.8 |
1,182.3 |
112.5 |
9.2% |
20.2 |
1.6% |
39% |
False |
False |
4,960 |
| 60 |
1,361.1 |
1,182.3 |
178.8 |
14.6% |
19.9 |
1.6% |
24% |
False |
False |
3,779 |
| 80 |
1,375.3 |
1,182.3 |
193.0 |
15.7% |
21.3 |
1.7% |
23% |
False |
False |
3,072 |
| 100 |
1,430.2 |
1,182.3 |
247.9 |
20.2% |
20.9 |
1.7% |
18% |
False |
False |
2,589 |
| 120 |
1,430.2 |
1,182.3 |
247.9 |
20.2% |
20.4 |
1.7% |
18% |
False |
False |
2,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,287.4 |
|
2.618 |
1,266.0 |
|
1.618 |
1,252.9 |
|
1.000 |
1,244.8 |
|
0.618 |
1,239.8 |
|
HIGH |
1,231.7 |
|
0.618 |
1,226.7 |
|
0.500 |
1,225.2 |
|
0.382 |
1,223.6 |
|
LOW |
1,218.6 |
|
0.618 |
1,210.5 |
|
1.000 |
1,205.5 |
|
1.618 |
1,197.4 |
|
2.618 |
1,184.3 |
|
4.250 |
1,162.9 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,225.8 |
1,231.8 |
| PP |
1,225.5 |
1,229.9 |
| S1 |
1,225.2 |
1,228.0 |
|