| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
6,493.0 |
6,446.5 |
-46.5 |
-0.7% |
6,553.0 |
| High |
6,495.5 |
6,484.0 |
-11.5 |
-0.2% |
6,592.5 |
| Low |
6,365.0 |
6,344.5 |
-20.5 |
-0.3% |
6,365.0 |
| Close |
6,458.5 |
6,410.0 |
-48.5 |
-0.8% |
6,458.5 |
| Range |
130.5 |
139.5 |
9.0 |
6.9% |
227.5 |
| ATR |
83.6 |
87.6 |
4.0 |
4.8% |
0.0 |
| Volume |
133,926 |
133,617 |
-309 |
-0.2% |
681,028 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,831.5 |
6,760.0 |
6,486.5 |
|
| R3 |
6,692.0 |
6,620.5 |
6,448.5 |
|
| R2 |
6,552.5 |
6,552.5 |
6,435.5 |
|
| R1 |
6,481.0 |
6,481.0 |
6,423.0 |
6,447.0 |
| PP |
6,413.0 |
6,413.0 |
6,413.0 |
6,396.0 |
| S1 |
6,341.5 |
6,341.5 |
6,397.0 |
6,307.5 |
| S2 |
6,273.5 |
6,273.5 |
6,384.5 |
|
| S3 |
6,134.0 |
6,202.0 |
6,371.5 |
|
| S4 |
5,994.5 |
6,062.5 |
6,333.5 |
|
|
| 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 |
6,344.5 |
248.0 |
3.9% |
112.0 |
1.7% |
26% |
False |
True |
140,016 |
| 10 |
6,815.5 |
6,344.5 |
471.0 |
7.3% |
105.0 |
1.6% |
14% |
False |
True |
130,660 |
| 20 |
6,815.5 |
6,344.5 |
471.0 |
7.3% |
81.0 |
1.3% |
14% |
False |
True |
109,451 |
| 40 |
6,815.5 |
6,344.5 |
471.0 |
7.3% |
72.5 |
1.1% |
14% |
False |
True |
92,883 |
| 60 |
6,815.5 |
6,344.5 |
471.0 |
7.3% |
64.5 |
1.0% |
14% |
False |
True |
63,124 |
| 80 |
6,815.5 |
6,311.0 |
504.5 |
7.9% |
57.0 |
0.9% |
20% |
False |
False |
47,403 |
| 100 |
6,815.5 |
6,275.0 |
540.5 |
8.4% |
47.5 |
0.7% |
25% |
False |
False |
37,944 |
| 120 |
6,815.5 |
6,275.0 |
540.5 |
8.4% |
41.0 |
0.6% |
25% |
False |
False |
31,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,077.0 |
|
2.618 |
6,849.0 |
|
1.618 |
6,709.5 |
|
1.000 |
6,623.5 |
|
0.618 |
6,570.0 |
|
HIGH |
6,484.0 |
|
0.618 |
6,430.5 |
|
0.500 |
6,414.0 |
|
0.382 |
6,398.0 |
|
LOW |
6,344.5 |
|
0.618 |
6,258.5 |
|
1.000 |
6,205.0 |
|
1.618 |
6,119.0 |
|
2.618 |
5,979.5 |
|
4.250 |
5,751.5 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,414.0 |
6,430.0 |
| PP |
6,413.0 |
6,423.0 |
| S1 |
6,411.5 |
6,416.5 |
|