| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,243.6 |
1,242.4 |
-1.2 |
-0.1% |
1,270.1 |
| High |
1,254.5 |
1,266.3 |
11.8 |
0.9% |
1,279.8 |
| Low |
1,238.4 |
1,241.2 |
2.8 |
0.2% |
1,237.5 |
| Close |
1,240.1 |
1,260.4 |
20.3 |
1.6% |
1,240.1 |
| Range |
16.1 |
25.1 |
9.0 |
55.9% |
42.3 |
| ATR |
20.5 |
20.9 |
0.4 |
2.0% |
0.0 |
| Volume |
5,820 |
2,914 |
-2,906 |
-49.9% |
511,339 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,331.3 |
1,320.9 |
1,274.2 |
|
| R3 |
1,306.2 |
1,295.8 |
1,267.3 |
|
| R2 |
1,281.1 |
1,281.1 |
1,265.0 |
|
| R1 |
1,270.7 |
1,270.7 |
1,262.7 |
1,275.9 |
| PP |
1,256.0 |
1,256.0 |
1,256.0 |
1,258.6 |
| S1 |
1,245.6 |
1,245.6 |
1,258.1 |
1,250.8 |
| S2 |
1,230.9 |
1,230.9 |
1,255.8 |
|
| S3 |
1,205.8 |
1,220.5 |
1,253.5 |
|
| S4 |
1,180.7 |
1,195.4 |
1,246.6 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,379.4 |
1,352.0 |
1,263.4 |
|
| R3 |
1,337.1 |
1,309.7 |
1,251.7 |
|
| R2 |
1,294.8 |
1,294.8 |
1,247.9 |
|
| R1 |
1,267.4 |
1,267.4 |
1,244.0 |
1,260.0 |
| PP |
1,252.5 |
1,252.5 |
1,252.5 |
1,248.7 |
| S1 |
1,225.1 |
1,225.1 |
1,236.2 |
1,217.7 |
| S2 |
1,210.2 |
1,210.2 |
1,232.3 |
|
| S3 |
1,167.9 |
1,182.8 |
1,228.5 |
|
| S4 |
1,125.6 |
1,140.5 |
1,216.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,270.6 |
1,237.5 |
33.1 |
2.6% |
21.5 |
1.7% |
69% |
False |
False |
69,406 |
| 10 |
1,279.8 |
1,230.8 |
49.0 |
3.9% |
22.3 |
1.8% |
60% |
False |
False |
114,680 |
| 20 |
1,279.8 |
1,212.6 |
67.2 |
5.3% |
19.3 |
1.5% |
71% |
False |
False |
122,680 |
| 40 |
1,279.8 |
1,181.4 |
98.4 |
7.8% |
21.1 |
1.7% |
80% |
False |
False |
122,028 |
| 60 |
1,326.8 |
1,181.4 |
145.4 |
11.5% |
20.9 |
1.7% |
54% |
False |
False |
100,857 |
| 80 |
1,362.3 |
1,181.4 |
180.9 |
14.4% |
21.3 |
1.7% |
44% |
False |
False |
77,004 |
| 100 |
1,375.8 |
1,181.4 |
194.4 |
15.4% |
22.7 |
1.8% |
41% |
False |
False |
62,042 |
| 120 |
1,433.7 |
1,181.4 |
252.3 |
20.0% |
22.8 |
1.8% |
31% |
False |
False |
51,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,373.0 |
|
2.618 |
1,332.0 |
|
1.618 |
1,306.9 |
|
1.000 |
1,291.4 |
|
0.618 |
1,281.8 |
|
HIGH |
1,266.3 |
|
0.618 |
1,256.7 |
|
0.500 |
1,253.8 |
|
0.382 |
1,250.8 |
|
LOW |
1,241.2 |
|
0.618 |
1,225.7 |
|
1.000 |
1,216.1 |
|
1.618 |
1,200.6 |
|
2.618 |
1,175.5 |
|
4.250 |
1,134.5 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,258.2 |
1,257.8 |
| PP |
1,256.0 |
1,255.2 |
| S1 |
1,253.8 |
1,252.6 |
|