| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
2,964.0 |
3,023.0 |
59.0 |
2.0% |
3,006.0 |
| High |
3,020.0 |
3,061.0 |
41.0 |
1.4% |
3,061.0 |
| Low |
2,964.0 |
2,996.0 |
32.0 |
1.1% |
2,933.0 |
| Close |
3,009.0 |
3,039.0 |
30.0 |
1.0% |
3,039.0 |
| Range |
56.0 |
65.0 |
9.0 |
16.1% |
128.0 |
| ATR |
53.0 |
53.9 |
0.9 |
1.6% |
0.0 |
| Volume |
1,212,534 |
759,490 |
-453,044 |
-37.4% |
5,611,558 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,227.0 |
3,198.0 |
3,074.8 |
|
| R3 |
3,162.0 |
3,133.0 |
3,056.9 |
|
| R2 |
3,097.0 |
3,097.0 |
3,050.9 |
|
| R1 |
3,068.0 |
3,068.0 |
3,045.0 |
3,082.5 |
| PP |
3,032.0 |
3,032.0 |
3,032.0 |
3,039.3 |
| S1 |
3,003.0 |
3,003.0 |
3,033.0 |
3,017.5 |
| S2 |
2,967.0 |
2,967.0 |
3,027.1 |
|
| S3 |
2,902.0 |
2,938.0 |
3,021.1 |
|
| S4 |
2,837.0 |
2,873.0 |
3,003.3 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,395.0 |
3,345.0 |
3,109.4 |
|
| R3 |
3,267.0 |
3,217.0 |
3,074.2 |
|
| R2 |
3,139.0 |
3,139.0 |
3,062.5 |
|
| R1 |
3,089.0 |
3,089.0 |
3,050.7 |
3,114.0 |
| PP |
3,011.0 |
3,011.0 |
3,011.0 |
3,023.5 |
| S1 |
2,961.0 |
2,961.0 |
3,027.3 |
2,986.0 |
| S2 |
2,883.0 |
2,883.0 |
3,015.5 |
|
| S3 |
2,755.0 |
2,833.0 |
3,003.8 |
|
| S4 |
2,627.0 |
2,705.0 |
2,968.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,061.0 |
2,933.0 |
128.0 |
4.2% |
57.8 |
1.9% |
83% |
True |
False |
1,122,311 |
| 10 |
3,079.0 |
2,933.0 |
146.0 |
4.8% |
61.6 |
2.0% |
73% |
False |
False |
1,250,334 |
| 20 |
3,178.0 |
2,933.0 |
245.0 |
8.1% |
54.7 |
1.8% |
43% |
False |
False |
1,096,973 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.8% |
47.0 |
1.5% |
48% |
False |
False |
847,448 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.8% |
42.1 |
1.4% |
48% |
False |
False |
575,052 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.8% |
39.0 |
1.3% |
48% |
False |
False |
431,515 |
| 100 |
3,178.0 |
2,842.0 |
336.0 |
11.1% |
37.0 |
1.2% |
59% |
False |
False |
345,249 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.5% |
34.8 |
1.1% |
70% |
False |
False |
287,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,337.3 |
|
2.618 |
3,231.2 |
|
1.618 |
3,166.2 |
|
1.000 |
3,126.0 |
|
0.618 |
3,101.2 |
|
HIGH |
3,061.0 |
|
0.618 |
3,036.2 |
|
0.500 |
3,028.5 |
|
0.382 |
3,020.8 |
|
LOW |
2,996.0 |
|
0.618 |
2,955.8 |
|
1.000 |
2,931.0 |
|
1.618 |
2,890.8 |
|
2.618 |
2,825.8 |
|
4.250 |
2,719.8 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,035.5 |
3,027.2 |
| PP |
3,032.0 |
3,015.3 |
| S1 |
3,028.5 |
3,003.5 |
|