| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,258.3 |
1,269.6 |
11.3 |
0.9% |
1,242.4 |
| High |
1,271.4 |
1,277.3 |
5.9 |
0.5% |
1,273.7 |
| Low |
1,257.9 |
1,265.7 |
7.8 |
0.6% |
1,241.2 |
| Close |
1,263.3 |
1,274.8 |
11.5 |
0.9% |
1,263.3 |
| Range |
13.5 |
11.6 |
-1.9 |
-14.1% |
32.5 |
| ATR |
19.5 |
19.1 |
-0.4 |
-2.0% |
0.0 |
| Volume |
436 |
742 |
306 |
70.2% |
6,985 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,307.4 |
1,302.7 |
1,281.2 |
|
| R3 |
1,295.8 |
1,291.1 |
1,278.0 |
|
| R2 |
1,284.2 |
1,284.2 |
1,276.9 |
|
| R1 |
1,279.5 |
1,279.5 |
1,275.9 |
1,281.9 |
| PP |
1,272.6 |
1,272.6 |
1,272.6 |
1,273.8 |
| S1 |
1,267.9 |
1,267.9 |
1,273.7 |
1,270.3 |
| S2 |
1,261.0 |
1,261.0 |
1,272.7 |
|
| S3 |
1,249.4 |
1,256.3 |
1,271.6 |
|
| S4 |
1,237.8 |
1,244.7 |
1,268.4 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,356.9 |
1,342.6 |
1,281.2 |
|
| R3 |
1,324.4 |
1,310.1 |
1,272.2 |
|
| R2 |
1,291.9 |
1,291.9 |
1,269.3 |
|
| R1 |
1,277.6 |
1,277.6 |
1,266.3 |
1,284.8 |
| PP |
1,259.4 |
1,259.4 |
1,259.4 |
1,263.0 |
| S1 |
1,245.1 |
1,245.1 |
1,260.3 |
1,252.3 |
| S2 |
1,226.9 |
1,226.9 |
1,257.3 |
|
| S3 |
1,194.4 |
1,212.6 |
1,254.4 |
|
| S4 |
1,161.9 |
1,180.1 |
1,245.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,277.3 |
1,247.8 |
29.5 |
2.3% |
14.4 |
1.1% |
92% |
True |
False |
962 |
| 10 |
1,277.3 |
1,237.5 |
39.8 |
3.1% |
18.0 |
1.4% |
94% |
True |
False |
35,184 |
| 20 |
1,279.8 |
1,230.8 |
49.0 |
3.8% |
17.9 |
1.4% |
90% |
False |
False |
86,797 |
| 40 |
1,279.8 |
1,181.4 |
98.4 |
7.7% |
19.9 |
1.6% |
95% |
False |
False |
105,250 |
| 60 |
1,294.7 |
1,181.4 |
113.3 |
8.9% |
20.3 |
1.6% |
82% |
False |
False |
99,527 |
| 80 |
1,362.3 |
1,181.4 |
180.9 |
14.2% |
20.4 |
1.6% |
52% |
False |
False |
76,824 |
| 100 |
1,375.8 |
1,181.4 |
194.4 |
15.2% |
22.2 |
1.7% |
48% |
False |
False |
61,973 |
| 120 |
1,433.7 |
1,181.4 |
252.3 |
19.8% |
22.4 |
1.8% |
37% |
False |
False |
51,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,326.6 |
|
2.618 |
1,307.7 |
|
1.618 |
1,296.1 |
|
1.000 |
1,288.9 |
|
0.618 |
1,284.5 |
|
HIGH |
1,277.3 |
|
0.618 |
1,272.9 |
|
0.500 |
1,271.5 |
|
0.382 |
1,270.1 |
|
LOW |
1,265.7 |
|
0.618 |
1,258.5 |
|
1.000 |
1,254.1 |
|
1.618 |
1,246.9 |
|
2.618 |
1,235.3 |
|
4.250 |
1,216.4 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,273.7 |
1,271.7 |
| PP |
1,272.6 |
1,268.5 |
| S1 |
1,271.5 |
1,265.4 |
|