| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
2,941.0 |
2,954.0 |
13.0 |
0.4% |
3,008.0 |
| High |
2,977.0 |
2,978.0 |
1.0 |
0.0% |
3,079.0 |
| Low |
2,937.0 |
2,946.0 |
9.0 |
0.3% |
2,962.0 |
| Close |
2,965.0 |
2,965.0 |
0.0 |
0.0% |
3,018.0 |
| Range |
40.0 |
32.0 |
-8.0 |
-20.0% |
117.0 |
| ATR |
54.4 |
52.8 |
-1.6 |
-2.9% |
0.0 |
| Volume |
1,029,702 |
1,329,099 |
299,397 |
29.1% |
6,891,784 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,059.0 |
3,044.0 |
2,982.6 |
|
| R3 |
3,027.0 |
3,012.0 |
2,973.8 |
|
| R2 |
2,995.0 |
2,995.0 |
2,970.9 |
|
| R1 |
2,980.0 |
2,980.0 |
2,967.9 |
2,987.5 |
| PP |
2,963.0 |
2,963.0 |
2,963.0 |
2,966.8 |
| S1 |
2,948.0 |
2,948.0 |
2,962.1 |
2,955.5 |
| S2 |
2,931.0 |
2,931.0 |
2,959.1 |
|
| S3 |
2,899.0 |
2,916.0 |
2,956.2 |
|
| S4 |
2,867.0 |
2,884.0 |
2,947.4 |
|
|
| 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 |
3,046.0 |
2,933.0 |
113.0 |
3.8% |
59.8 |
2.0% |
28% |
False |
False |
1,305,581 |
| 10 |
3,159.0 |
2,933.0 |
226.0 |
7.6% |
66.7 |
2.2% |
14% |
False |
False |
1,356,929 |
| 20 |
3,178.0 |
2,933.0 |
245.0 |
8.3% |
52.3 |
1.8% |
13% |
False |
False |
1,087,240 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
9.0% |
46.7 |
1.6% |
21% |
False |
False |
803,032 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
9.0% |
41.9 |
1.4% |
21% |
False |
False |
542,195 |
| 80 |
3,178.0 |
2,880.0 |
298.0 |
10.1% |
38.6 |
1.3% |
29% |
False |
False |
406,869 |
| 100 |
3,178.0 |
2,830.0 |
348.0 |
11.7% |
36.2 |
1.2% |
39% |
False |
False |
325,529 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.9% |
33.9 |
1.1% |
55% |
False |
False |
271,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,114.0 |
|
2.618 |
3,061.8 |
|
1.618 |
3,029.8 |
|
1.000 |
3,010.0 |
|
0.618 |
2,997.8 |
|
HIGH |
2,978.0 |
|
0.618 |
2,965.8 |
|
0.500 |
2,962.0 |
|
0.382 |
2,958.2 |
|
LOW |
2,946.0 |
|
0.618 |
2,926.2 |
|
1.000 |
2,914.0 |
|
1.618 |
2,894.2 |
|
2.618 |
2,862.2 |
|
4.250 |
2,810.0 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,964.0 |
2,981.0 |
| PP |
2,963.0 |
2,975.7 |
| S1 |
2,962.0 |
2,970.3 |
|