| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,058.0 |
3,043.0 |
-15.0 |
-0.5% |
3,006.0 |
| High |
3,059.0 |
3,093.0 |
34.0 |
1.1% |
3,061.0 |
| Low |
3,026.0 |
3,043.0 |
17.0 |
0.6% |
2,933.0 |
| Close |
3,032.0 |
3,074.0 |
42.0 |
1.4% |
3,039.0 |
| Range |
33.0 |
50.0 |
17.0 |
51.5% |
128.0 |
| ATR |
52.4 |
53.0 |
0.6 |
1.2% |
0.0 |
| Volume |
994,513 |
907,364 |
-87,149 |
-8.8% |
5,611,558 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,220.0 |
3,197.0 |
3,101.5 |
|
| R3 |
3,170.0 |
3,147.0 |
3,087.8 |
|
| R2 |
3,120.0 |
3,120.0 |
3,083.2 |
|
| R1 |
3,097.0 |
3,097.0 |
3,078.6 |
3,108.5 |
| PP |
3,070.0 |
3,070.0 |
3,070.0 |
3,075.8 |
| S1 |
3,047.0 |
3,047.0 |
3,069.4 |
3,058.5 |
| S2 |
3,020.0 |
3,020.0 |
3,064.8 |
|
| S3 |
2,970.0 |
2,997.0 |
3,060.3 |
|
| S4 |
2,920.0 |
2,947.0 |
3,046.5 |
|
|
| 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 |
3,093.0 |
2,946.0 |
147.0 |
4.8% |
47.2 |
1.5% |
87% |
True |
False |
1,040,600 |
| 10 |
3,093.0 |
2,933.0 |
160.0 |
5.2% |
60.9 |
2.0% |
88% |
True |
False |
1,153,800 |
| 20 |
3,178.0 |
2,933.0 |
245.0 |
8.0% |
55.5 |
1.8% |
58% |
False |
False |
1,117,778 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
47.1 |
1.5% |
61% |
False |
False |
890,516 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
42.3 |
1.4% |
61% |
False |
False |
606,500 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
39.4 |
1.3% |
61% |
False |
False |
455,287 |
| 100 |
3,178.0 |
2,857.0 |
321.0 |
10.4% |
37.6 |
1.2% |
68% |
False |
False |
364,266 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.3% |
35.2 |
1.1% |
78% |
False |
False |
303,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,305.5 |
|
2.618 |
3,223.9 |
|
1.618 |
3,173.9 |
|
1.000 |
3,143.0 |
|
0.618 |
3,123.9 |
|
HIGH |
3,093.0 |
|
0.618 |
3,073.9 |
|
0.500 |
3,068.0 |
|
0.382 |
3,062.1 |
|
LOW |
3,043.0 |
|
0.618 |
3,012.1 |
|
1.000 |
2,993.0 |
|
1.618 |
2,962.1 |
|
2.618 |
2,912.1 |
|
4.250 |
2,830.5 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,072.0 |
3,064.2 |
| PP |
3,070.0 |
3,054.3 |
| S1 |
3,068.0 |
3,044.5 |
|