| 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 |
2,993.0 |
2,941.0 |
-52.0 |
-1.7% |
3,075.0 |
| High |
3,011.0 |
2,977.0 |
-34.0 |
-1.1% |
3,108.0 |
| Low |
2,908.0 |
2,924.0 |
16.0 |
0.6% |
2,943.0 |
| Close |
2,947.0 |
2,953.0 |
6.0 |
0.2% |
2,954.0 |
| Range |
103.0 |
53.0 |
-50.0 |
-48.5% |
165.0 |
| ATR |
43.4 |
44.1 |
0.7 |
1.6% |
0.0 |
| Volume |
403 |
15,244 |
14,841 |
3,682.6% |
5,767 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,110.3 |
3,084.7 |
2,982.2 |
|
| R3 |
3,057.3 |
3,031.7 |
2,967.6 |
|
| R2 |
3,004.3 |
3,004.3 |
2,962.7 |
|
| R1 |
2,978.7 |
2,978.7 |
2,957.9 |
2,991.5 |
| PP |
2,951.3 |
2,951.3 |
2,951.3 |
2,957.8 |
| S1 |
2,925.7 |
2,925.7 |
2,948.1 |
2,938.5 |
| S2 |
2,898.3 |
2,898.3 |
2,943.3 |
|
| S3 |
2,845.3 |
2,872.7 |
2,938.4 |
|
| S4 |
2,792.3 |
2,819.7 |
2,923.9 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,496.7 |
3,390.3 |
3,044.8 |
|
| R3 |
3,331.7 |
3,225.3 |
2,999.4 |
|
| R2 |
3,166.7 |
3,166.7 |
2,984.3 |
|
| R1 |
3,060.3 |
3,060.3 |
2,969.1 |
3,031.0 |
| PP |
3,001.7 |
3,001.7 |
3,001.7 |
2,987.0 |
| S1 |
2,895.3 |
2,895.3 |
2,938.9 |
2,866.0 |
| S2 |
2,836.7 |
2,836.7 |
2,923.8 |
|
| S3 |
2,671.7 |
2,730.3 |
2,908.6 |
|
| S4 |
2,506.7 |
2,565.3 |
2,863.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,055.0 |
2,908.0 |
147.0 |
5.0% |
67.4 |
2.3% |
31% |
False |
False |
4,078 |
| 10 |
3,108.0 |
2,908.0 |
200.0 |
6.8% |
48.1 |
1.6% |
23% |
False |
False |
2,583 |
| 20 |
3,108.0 |
2,908.0 |
200.0 |
6.8% |
40.9 |
1.4% |
23% |
False |
False |
1,522 |
| 40 |
3,108.0 |
2,847.0 |
261.0 |
8.8% |
35.5 |
1.2% |
41% |
False |
False |
934 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.8% |
26.6 |
0.9% |
41% |
False |
False |
867 |
| 80 |
3,108.0 |
2,814.0 |
294.0 |
10.0% |
23.1 |
0.8% |
47% |
False |
False |
652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,202.3 |
|
2.618 |
3,115.8 |
|
1.618 |
3,062.8 |
|
1.000 |
3,030.0 |
|
0.618 |
3,009.8 |
|
HIGH |
2,977.0 |
|
0.618 |
2,956.8 |
|
0.500 |
2,950.5 |
|
0.382 |
2,944.2 |
|
LOW |
2,924.0 |
|
0.618 |
2,891.2 |
|
1.000 |
2,871.0 |
|
1.618 |
2,838.2 |
|
2.618 |
2,785.2 |
|
4.250 |
2,698.8 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,952.2 |
2,959.5 |
| PP |
2,951.3 |
2,957.3 |
| S1 |
2,950.5 |
2,955.2 |
|