| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,007.0 |
3,031.0 |
24.0 |
0.8% |
3,008.0 |
| High |
3,046.0 |
3,032.0 |
-14.0 |
-0.5% |
3,079.0 |
| Low |
2,985.0 |
2,962.0 |
-23.0 |
-0.8% |
2,962.0 |
| Close |
3,021.0 |
3,018.0 |
-3.0 |
-0.1% |
3,018.0 |
| Range |
61.0 |
70.0 |
9.0 |
14.8% |
117.0 |
| ATR |
51.1 |
52.4 |
1.4 |
2.7% |
0.0 |
| Volume |
1,555,093 |
1,333,280 |
-221,813 |
-14.3% |
6,891,784 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,214.0 |
3,186.0 |
3,056.5 |
|
| R3 |
3,144.0 |
3,116.0 |
3,037.3 |
|
| R2 |
3,074.0 |
3,074.0 |
3,030.8 |
|
| R1 |
3,046.0 |
3,046.0 |
3,024.4 |
3,025.0 |
| PP |
3,004.0 |
3,004.0 |
3,004.0 |
2,993.5 |
| S1 |
2,976.0 |
2,976.0 |
3,011.6 |
2,955.0 |
| S2 |
2,934.0 |
2,934.0 |
3,005.2 |
|
| S3 |
2,864.0 |
2,906.0 |
2,998.8 |
|
| S4 |
2,794.0 |
2,836.0 |
2,979.5 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,370.7 |
3,311.3 |
3,082.4 |
|
| R3 |
3,253.7 |
3,194.3 |
3,050.2 |
|
| R2 |
3,136.7 |
3,136.7 |
3,039.5 |
|
| R1 |
3,077.3 |
3,077.3 |
3,028.7 |
3,107.0 |
| PP |
3,019.7 |
3,019.7 |
3,019.7 |
3,034.5 |
| S1 |
2,960.3 |
2,960.3 |
3,007.3 |
2,990.0 |
| S2 |
2,902.7 |
2,902.7 |
2,996.6 |
|
| S3 |
2,785.7 |
2,843.3 |
2,985.8 |
|
| S4 |
2,668.7 |
2,726.3 |
2,953.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,079.0 |
2,962.0 |
117.0 |
3.9% |
65.4 |
2.2% |
48% |
False |
True |
1,378,356 |
| 10 |
3,176.0 |
2,962.0 |
214.0 |
7.1% |
59.0 |
2.0% |
26% |
False |
True |
1,201,943 |
| 20 |
3,178.0 |
2,962.0 |
216.0 |
7.2% |
49.0 |
1.6% |
26% |
False |
True |
1,008,057 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
45.1 |
1.5% |
40% |
False |
False |
715,954 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
40.4 |
1.3% |
40% |
False |
False |
481,595 |
| 80 |
3,178.0 |
2,875.0 |
303.0 |
10.0% |
37.9 |
1.3% |
47% |
False |
False |
361,379 |
| 100 |
3,178.0 |
2,748.0 |
430.0 |
14.2% |
35.4 |
1.2% |
63% |
False |
False |
289,135 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.6% |
32.9 |
1.1% |
66% |
False |
False |
240,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,329.5 |
|
2.618 |
3,215.3 |
|
1.618 |
3,145.3 |
|
1.000 |
3,102.0 |
|
0.618 |
3,075.3 |
|
HIGH |
3,032.0 |
|
0.618 |
3,005.3 |
|
0.500 |
2,997.0 |
|
0.382 |
2,988.7 |
|
LOW |
2,962.0 |
|
0.618 |
2,918.7 |
|
1.000 |
2,892.0 |
|
1.618 |
2,848.7 |
|
2.618 |
2,778.7 |
|
4.250 |
2,664.5 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,011.0 |
3,020.5 |
| PP |
3,004.0 |
3,019.7 |
| S1 |
2,997.0 |
3,018.8 |
|