| 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 |
3,031.0 |
3,006.0 |
-25.0 |
-0.8% |
3,008.0 |
| High |
3,032.0 |
3,029.0 |
-3.0 |
-0.1% |
3,079.0 |
| Low |
2,962.0 |
2,933.0 |
-29.0 |
-1.0% |
2,962.0 |
| Close |
3,018.0 |
2,964.0 |
-54.0 |
-1.8% |
3,018.0 |
| Range |
70.0 |
96.0 |
26.0 |
37.1% |
117.0 |
| ATR |
52.4 |
55.5 |
3.1 |
5.9% |
0.0 |
| Volume |
1,333,280 |
1,280,733 |
-52,547 |
-3.9% |
6,891,784 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,263.3 |
3,209.7 |
3,016.8 |
|
| R3 |
3,167.3 |
3,113.7 |
2,990.4 |
|
| R2 |
3,071.3 |
3,071.3 |
2,981.6 |
|
| R1 |
3,017.7 |
3,017.7 |
2,972.8 |
2,996.5 |
| PP |
2,975.3 |
2,975.3 |
2,975.3 |
2,964.8 |
| S1 |
2,921.7 |
2,921.7 |
2,955.2 |
2,900.5 |
| S2 |
2,879.3 |
2,879.3 |
2,946.4 |
|
| S3 |
2,783.3 |
2,825.7 |
2,937.6 |
|
| S4 |
2,687.3 |
2,729.7 |
2,911.2 |
|
|
| 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 |
2,933.0 |
146.0 |
4.9% |
74.6 |
2.5% |
21% |
False |
True |
1,406,364 |
| 10 |
3,176.0 |
2,933.0 |
243.0 |
8.2% |
65.9 |
2.2% |
13% |
False |
True |
1,294,423 |
| 20 |
3,178.0 |
2,933.0 |
245.0 |
8.3% |
52.5 |
1.8% |
13% |
False |
True |
1,044,888 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
9.0% |
47.1 |
1.6% |
20% |
False |
False |
746,967 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
9.0% |
41.5 |
1.4% |
20% |
False |
False |
502,938 |
| 80 |
3,178.0 |
2,876.0 |
302.0 |
10.2% |
38.5 |
1.3% |
29% |
False |
False |
377,387 |
| 100 |
3,178.0 |
2,772.0 |
406.0 |
13.7% |
36.0 |
1.2% |
47% |
False |
False |
301,942 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.9% |
33.7 |
1.1% |
54% |
False |
False |
251,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,437.0 |
|
2.618 |
3,280.3 |
|
1.618 |
3,184.3 |
|
1.000 |
3,125.0 |
|
0.618 |
3,088.3 |
|
HIGH |
3,029.0 |
|
0.618 |
2,992.3 |
|
0.500 |
2,981.0 |
|
0.382 |
2,969.7 |
|
LOW |
2,933.0 |
|
0.618 |
2,873.7 |
|
1.000 |
2,837.0 |
|
1.618 |
2,777.7 |
|
2.618 |
2,681.7 |
|
4.250 |
2,525.0 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,981.0 |
2,989.5 |
| PP |
2,975.3 |
2,981.0 |
| S1 |
2,969.7 |
2,972.5 |
|