| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
6,474.5 |
6,493.0 |
18.5 |
0.3% |
6,553.0 |
| High |
6,515.0 |
6,495.5 |
-19.5 |
-0.3% |
6,592.5 |
| Low |
6,452.5 |
6,365.0 |
-87.5 |
-1.4% |
6,365.0 |
| Close |
6,487.0 |
6,458.5 |
-28.5 |
-0.4% |
6,458.5 |
| Range |
62.5 |
130.5 |
68.0 |
108.8% |
227.5 |
| ATR |
80.0 |
83.6 |
3.6 |
4.5% |
0.0 |
| Volume |
145,983 |
133,926 |
-12,057 |
-8.3% |
681,028 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,831.0 |
6,775.5 |
6,530.5 |
|
| R3 |
6,700.5 |
6,645.0 |
6,494.5 |
|
| R2 |
6,570.0 |
6,570.0 |
6,482.5 |
|
| R1 |
6,514.5 |
6,514.5 |
6,470.5 |
6,477.0 |
| PP |
6,439.5 |
6,439.5 |
6,439.5 |
6,421.0 |
| S1 |
6,384.0 |
6,384.0 |
6,446.5 |
6,346.5 |
| S2 |
6,309.0 |
6,309.0 |
6,434.5 |
|
| S3 |
6,178.5 |
6,253.5 |
6,422.5 |
|
| S4 |
6,048.0 |
6,123.0 |
6,386.5 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,154.5 |
7,034.0 |
6,583.5 |
|
| R3 |
6,927.0 |
6,806.5 |
6,521.0 |
|
| R2 |
6,699.5 |
6,699.5 |
6,500.0 |
|
| R1 |
6,579.0 |
6,579.0 |
6,479.5 |
6,525.5 |
| PP |
6,472.0 |
6,472.0 |
6,472.0 |
6,445.0 |
| S1 |
6,351.5 |
6,351.5 |
6,437.5 |
6,298.0 |
| S2 |
6,244.5 |
6,244.5 |
6,417.0 |
|
| S3 |
6,017.0 |
6,124.0 |
6,396.0 |
|
| S4 |
5,789.5 |
5,896.5 |
6,333.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,592.5 |
6,365.0 |
227.5 |
3.5% |
108.5 |
1.7% |
41% |
False |
True |
136,205 |
| 10 |
6,815.5 |
6,365.0 |
450.5 |
7.0% |
94.0 |
1.5% |
21% |
False |
True |
125,399 |
| 20 |
6,815.5 |
6,365.0 |
450.5 |
7.0% |
76.5 |
1.2% |
21% |
False |
True |
106,659 |
| 40 |
6,815.5 |
6,349.0 |
466.5 |
7.2% |
71.0 |
1.1% |
23% |
False |
False |
89,935 |
| 60 |
6,815.5 |
6,349.0 |
466.5 |
7.2% |
63.0 |
1.0% |
23% |
False |
False |
60,922 |
| 80 |
6,815.5 |
6,275.0 |
540.5 |
8.4% |
55.0 |
0.9% |
34% |
False |
False |
45,733 |
| 100 |
6,815.5 |
6,275.0 |
540.5 |
8.4% |
46.5 |
0.7% |
34% |
False |
False |
36,608 |
| 120 |
6,815.5 |
6,275.0 |
540.5 |
8.4% |
40.0 |
0.6% |
34% |
False |
False |
30,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,050.0 |
|
2.618 |
6,837.0 |
|
1.618 |
6,706.5 |
|
1.000 |
6,626.0 |
|
0.618 |
6,576.0 |
|
HIGH |
6,495.5 |
|
0.618 |
6,445.5 |
|
0.500 |
6,430.0 |
|
0.382 |
6,415.0 |
|
LOW |
6,365.0 |
|
0.618 |
6,284.5 |
|
1.000 |
6,234.5 |
|
1.618 |
6,154.0 |
|
2.618 |
6,023.5 |
|
4.250 |
5,810.5 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,449.0 |
6,479.0 |
| PP |
6,439.5 |
6,472.0 |
| S1 |
6,430.0 |
6,465.0 |
|