| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,231.6 |
1,225.7 |
-5.9 |
-0.5% |
1,214.3 |
| High |
1,231.7 |
1,231.3 |
-0.4 |
0.0% |
1,240.4 |
| Low |
1,218.6 |
1,223.8 |
5.2 |
0.4% |
1,182.3 |
| Close |
1,226.1 |
1,229.9 |
3.8 |
0.3% |
1,239.4 |
| Range |
13.1 |
7.5 |
-5.6 |
-42.7% |
58.1 |
| ATR |
21.6 |
20.6 |
-1.0 |
-4.7% |
0.0 |
| Volume |
25,390 |
35,286 |
9,896 |
39.0% |
21,119 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,250.8 |
1,247.9 |
1,234.0 |
|
| R3 |
1,243.3 |
1,240.4 |
1,232.0 |
|
| R2 |
1,235.8 |
1,235.8 |
1,231.3 |
|
| R1 |
1,232.9 |
1,232.9 |
1,230.6 |
1,234.4 |
| PP |
1,228.3 |
1,228.3 |
1,228.3 |
1,229.1 |
| S1 |
1,225.4 |
1,225.4 |
1,229.2 |
1,226.9 |
| S2 |
1,220.8 |
1,220.8 |
1,228.5 |
|
| S3 |
1,213.3 |
1,217.9 |
1,227.8 |
|
| S4 |
1,205.8 |
1,210.4 |
1,225.8 |
|
|
| 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 |
1,215.3 |
32.9 |
2.7% |
18.2 |
1.5% |
44% |
False |
False |
17,378 |
| 10 |
1,248.2 |
1,182.3 |
65.9 |
5.4% |
19.4 |
1.6% |
72% |
False |
False |
10,362 |
| 20 |
1,263.4 |
1,182.3 |
81.1 |
6.6% |
20.3 |
1.6% |
59% |
False |
False |
7,098 |
| 40 |
1,294.8 |
1,182.3 |
112.5 |
9.1% |
20.1 |
1.6% |
42% |
False |
False |
5,708 |
| 60 |
1,361.1 |
1,182.3 |
178.8 |
14.5% |
19.7 |
1.6% |
27% |
False |
False |
4,336 |
| 80 |
1,375.3 |
1,182.3 |
193.0 |
15.7% |
21.1 |
1.7% |
25% |
False |
False |
3,503 |
| 100 |
1,430.2 |
1,182.3 |
247.9 |
20.2% |
20.8 |
1.7% |
19% |
False |
False |
2,934 |
| 120 |
1,430.2 |
1,182.3 |
247.9 |
20.2% |
20.4 |
1.7% |
19% |
False |
False |
2,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,263.2 |
|
2.618 |
1,250.9 |
|
1.618 |
1,243.4 |
|
1.000 |
1,238.8 |
|
0.618 |
1,235.9 |
|
HIGH |
1,231.3 |
|
0.618 |
1,228.4 |
|
0.500 |
1,227.6 |
|
0.382 |
1,226.7 |
|
LOW |
1,223.8 |
|
0.618 |
1,219.2 |
|
1.000 |
1,216.3 |
|
1.618 |
1,211.7 |
|
2.618 |
1,204.2 |
|
4.250 |
1,191.9 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,229.1 |
1,231.6 |
| PP |
1,228.3 |
1,231.0 |
| S1 |
1,227.6 |
1,230.5 |
|