| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
2,954.0 |
2,964.0 |
10.0 |
0.3% |
3,008.0 |
| High |
2,978.0 |
3,020.0 |
42.0 |
1.4% |
3,079.0 |
| Low |
2,946.0 |
2,964.0 |
18.0 |
0.6% |
2,962.0 |
| Close |
2,965.0 |
3,009.0 |
44.0 |
1.5% |
3,018.0 |
| Range |
32.0 |
56.0 |
24.0 |
75.0% |
117.0 |
| ATR |
52.8 |
53.0 |
0.2 |
0.4% |
0.0 |
| Volume |
1,329,099 |
1,212,534 |
-116,565 |
-8.8% |
6,891,784 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,165.7 |
3,143.3 |
3,039.8 |
|
| R3 |
3,109.7 |
3,087.3 |
3,024.4 |
|
| R2 |
3,053.7 |
3,053.7 |
3,019.3 |
|
| R1 |
3,031.3 |
3,031.3 |
3,014.1 |
3,042.5 |
| PP |
2,997.7 |
2,997.7 |
2,997.7 |
3,003.3 |
| S1 |
2,975.3 |
2,975.3 |
3,003.9 |
2,986.5 |
| S2 |
2,941.7 |
2,941.7 |
2,998.7 |
|
| S3 |
2,885.7 |
2,919.3 |
2,993.6 |
|
| S4 |
2,829.7 |
2,863.3 |
2,978.2 |
|
|
| 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 |
3,032.0 |
2,933.0 |
99.0 |
3.3% |
58.8 |
2.0% |
77% |
False |
False |
1,237,069 |
| 10 |
3,126.0 |
2,933.0 |
193.0 |
6.4% |
66.9 |
2.2% |
39% |
False |
False |
1,309,814 |
| 20 |
3,178.0 |
2,933.0 |
245.0 |
8.1% |
54.0 |
1.8% |
31% |
False |
False |
1,100,949 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
46.6 |
1.5% |
37% |
False |
False |
830,742 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
42.5 |
1.4% |
37% |
False |
False |
562,401 |
| 80 |
3,178.0 |
2,909.0 |
269.0 |
8.9% |
38.9 |
1.3% |
37% |
False |
False |
422,024 |
| 100 |
3,178.0 |
2,831.0 |
347.0 |
11.5% |
36.5 |
1.2% |
51% |
False |
False |
337,654 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.6% |
34.4 |
1.1% |
64% |
False |
False |
281,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,258.0 |
|
2.618 |
3,166.6 |
|
1.618 |
3,110.6 |
|
1.000 |
3,076.0 |
|
0.618 |
3,054.6 |
|
HIGH |
3,020.0 |
|
0.618 |
2,998.6 |
|
0.500 |
2,992.0 |
|
0.382 |
2,985.4 |
|
LOW |
2,964.0 |
|
0.618 |
2,929.4 |
|
1.000 |
2,908.0 |
|
1.618 |
2,873.4 |
|
2.618 |
2,817.4 |
|
4.250 |
2,726.0 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,003.3 |
2,998.8 |
| PP |
2,997.7 |
2,988.7 |
| S1 |
2,992.0 |
2,978.5 |
|