| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
6,446.5 |
6,361.0 |
-85.5 |
-1.3% |
6,553.0 |
| High |
6,484.0 |
6,425.5 |
-58.5 |
-0.9% |
6,592.5 |
| Low |
6,344.5 |
6,358.0 |
13.5 |
0.2% |
6,365.0 |
| Close |
6,410.0 |
6,399.5 |
-10.5 |
-0.2% |
6,458.5 |
| Range |
139.5 |
67.5 |
-72.0 |
-51.6% |
227.5 |
| ATR |
87.6 |
86.2 |
-1.4 |
-1.6% |
0.0 |
| Volume |
133,617 |
113,653 |
-19,964 |
-14.9% |
681,028 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,597.0 |
6,565.5 |
6,436.5 |
|
| R3 |
6,529.5 |
6,498.0 |
6,418.0 |
|
| R2 |
6,462.0 |
6,462.0 |
6,412.0 |
|
| R1 |
6,430.5 |
6,430.5 |
6,405.5 |
6,446.0 |
| PP |
6,394.5 |
6,394.5 |
6,394.5 |
6,402.0 |
| S1 |
6,363.0 |
6,363.0 |
6,393.5 |
6,379.0 |
| S2 |
6,327.0 |
6,327.0 |
6,387.0 |
|
| S3 |
6,259.5 |
6,295.5 |
6,381.0 |
|
| S4 |
6,192.0 |
6,228.0 |
6,362.5 |
|
|
| 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% |
113.0 |
1.8% |
22% |
False |
False |
128,244 |
| 10 |
6,814.0 |
6,344.5 |
469.5 |
7.3% |
107.0 |
1.7% |
12% |
False |
False |
134,105 |
| 20 |
6,815.5 |
6,344.5 |
471.0 |
7.4% |
82.0 |
1.3% |
12% |
False |
False |
111,226 |
| 40 |
6,815.5 |
6,344.5 |
471.0 |
7.4% |
73.5 |
1.1% |
12% |
False |
False |
95,561 |
| 60 |
6,815.5 |
6,344.5 |
471.0 |
7.4% |
63.5 |
1.0% |
12% |
False |
False |
65,000 |
| 80 |
6,815.5 |
6,344.5 |
471.0 |
7.4% |
57.0 |
0.9% |
12% |
False |
False |
48,823 |
| 100 |
6,815.5 |
6,275.0 |
540.5 |
8.4% |
48.5 |
0.8% |
23% |
False |
False |
39,081 |
| 120 |
6,815.5 |
6,275.0 |
540.5 |
8.4% |
41.5 |
0.6% |
23% |
False |
False |
32,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,712.5 |
|
2.618 |
6,602.0 |
|
1.618 |
6,534.5 |
|
1.000 |
6,493.0 |
|
0.618 |
6,467.0 |
|
HIGH |
6,425.5 |
|
0.618 |
6,399.5 |
|
0.500 |
6,392.0 |
|
0.382 |
6,384.0 |
|
LOW |
6,358.0 |
|
0.618 |
6,316.5 |
|
1.000 |
6,290.5 |
|
1.618 |
6,249.0 |
|
2.618 |
6,181.5 |
|
4.250 |
6,071.0 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,397.0 |
6,420.0 |
| PP |
6,394.5 |
6,413.0 |
| S1 |
6,392.0 |
6,406.5 |
|