| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,006.0 |
2,941.0 |
-65.0 |
-2.2% |
3,008.0 |
| High |
3,029.0 |
2,977.0 |
-52.0 |
-1.7% |
3,079.0 |
| Low |
2,933.0 |
2,937.0 |
4.0 |
0.1% |
2,962.0 |
| Close |
2,964.0 |
2,965.0 |
1.0 |
0.0% |
3,018.0 |
| Range |
96.0 |
40.0 |
-56.0 |
-58.3% |
117.0 |
| ATR |
55.5 |
54.4 |
-1.1 |
-2.0% |
0.0 |
| Volume |
1,280,733 |
1,029,702 |
-251,031 |
-19.6% |
6,891,784 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,079.7 |
3,062.3 |
2,987.0 |
|
| R3 |
3,039.7 |
3,022.3 |
2,976.0 |
|
| R2 |
2,999.7 |
2,999.7 |
2,972.3 |
|
| R1 |
2,982.3 |
2,982.3 |
2,968.7 |
2,991.0 |
| PP |
2,959.7 |
2,959.7 |
2,959.7 |
2,964.0 |
| S1 |
2,942.3 |
2,942.3 |
2,961.3 |
2,951.0 |
| S2 |
2,919.7 |
2,919.7 |
2,957.7 |
|
| S3 |
2,879.7 |
2,902.3 |
2,954.0 |
|
| S4 |
2,839.7 |
2,862.3 |
2,943.0 |
|
|
| 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% |
22% |
False |
False |
1,267,001 |
| 10 |
3,170.0 |
2,933.0 |
237.0 |
8.0% |
66.9 |
2.3% |
14% |
False |
False |
1,324,026 |
| 20 |
3,178.0 |
2,933.0 |
245.0 |
8.3% |
53.2 |
1.8% |
13% |
False |
False |
1,056,353 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
9.0% |
47.5 |
1.6% |
21% |
False |
False |
771,387 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
9.0% |
42.0 |
1.4% |
21% |
False |
False |
520,080 |
| 80 |
3,178.0 |
2,876.0 |
302.0 |
10.2% |
38.6 |
1.3% |
29% |
False |
False |
390,256 |
| 100 |
3,178.0 |
2,801.0 |
377.0 |
12.7% |
36.2 |
1.2% |
44% |
False |
False |
312,239 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.9% |
33.8 |
1.1% |
55% |
False |
False |
260,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,147.0 |
|
2.618 |
3,081.7 |
|
1.618 |
3,041.7 |
|
1.000 |
3,017.0 |
|
0.618 |
3,001.7 |
|
HIGH |
2,977.0 |
|
0.618 |
2,961.7 |
|
0.500 |
2,957.0 |
|
0.382 |
2,952.3 |
|
LOW |
2,937.0 |
|
0.618 |
2,912.3 |
|
1.000 |
2,897.0 |
|
1.618 |
2,872.3 |
|
2.618 |
2,832.3 |
|
4.250 |
2,767.0 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,962.3 |
2,982.5 |
| PP |
2,959.7 |
2,976.7 |
| S1 |
2,957.0 |
2,970.8 |
|