| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
16,250 |
16,241 |
-9 |
-0.1% |
16,273 |
| High |
16,250 |
16,241 |
-9 |
-0.1% |
16,389 |
| Low |
16,237 |
16,040 |
-197 |
-1.2% |
16,126 |
| Close |
16,248 |
16,084 |
-164 |
-1.0% |
16,328 |
| Range |
13 |
201 |
188 |
1,446.2% |
263 |
| ATR |
110 |
117 |
7 |
6.3% |
0 |
| Volume |
34 |
2 |
-32 |
-94.1% |
179 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,725 |
16,605 |
16,195 |
|
| R3 |
16,524 |
16,404 |
16,139 |
|
| R2 |
16,323 |
16,323 |
16,121 |
|
| R1 |
16,203 |
16,203 |
16,103 |
16,163 |
| PP |
16,122 |
16,122 |
16,122 |
16,101 |
| S1 |
16,002 |
16,002 |
16,066 |
15,962 |
| S2 |
15,921 |
15,921 |
16,047 |
|
| S3 |
15,720 |
15,801 |
16,029 |
|
| S4 |
15,519 |
15,600 |
15,974 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,070 |
16,962 |
16,473 |
|
| R3 |
16,807 |
16,699 |
16,400 |
|
| R2 |
16,544 |
16,544 |
16,376 |
|
| R1 |
16,436 |
16,436 |
16,352 |
16,490 |
| PP |
16,281 |
16,281 |
16,281 |
16,308 |
| S1 |
16,173 |
16,173 |
16,304 |
16,227 |
| S2 |
16,018 |
16,018 |
16,280 |
|
| S3 |
15,755 |
15,910 |
16,256 |
|
| S4 |
15,492 |
15,647 |
16,183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,433 |
16,040 |
393 |
2.4% |
132 |
0.8% |
11% |
False |
True |
17 |
| 10 |
16,433 |
16,040 |
393 |
2.4% |
136 |
0.8% |
11% |
False |
True |
27 |
| 20 |
16,439 |
16,040 |
399 |
2.5% |
97 |
0.6% |
11% |
False |
True |
21 |
| 40 |
16,439 |
15,600 |
839 |
5.2% |
73 |
0.5% |
58% |
False |
False |
17 |
| 60 |
16,439 |
15,331 |
1,108 |
6.9% |
53 |
0.3% |
68% |
False |
False |
12 |
| 80 |
16,439 |
14,579 |
1,860 |
11.6% |
48 |
0.3% |
81% |
False |
False |
9 |
| 100 |
16,439 |
14,550 |
1,889 |
11.7% |
40 |
0.2% |
81% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,095 |
|
2.618 |
16,767 |
|
1.618 |
16,566 |
|
1.000 |
16,442 |
|
0.618 |
16,365 |
|
HIGH |
16,241 |
|
0.618 |
16,164 |
|
0.500 |
16,141 |
|
0.382 |
16,117 |
|
LOW |
16,040 |
|
0.618 |
15,916 |
|
1.000 |
15,839 |
|
1.618 |
15,715 |
|
2.618 |
15,514 |
|
4.250 |
15,186 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,141 |
16,237 |
| PP |
16,122 |
16,186 |
| S1 |
16,103 |
16,135 |
|