| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
6,393.0 |
6,435.0 |
42.0 |
0.7% |
6,553.0 |
| High |
6,432.0 |
6,524.5 |
92.5 |
1.4% |
6,592.5 |
| Low |
6,360.0 |
6,406.5 |
46.5 |
0.7% |
6,365.0 |
| Close |
6,411.0 |
6,502.0 |
91.0 |
1.4% |
6,458.5 |
| Range |
72.0 |
118.0 |
46.0 |
63.9% |
227.5 |
| ATR |
85.1 |
87.5 |
2.3 |
2.8% |
0.0 |
| Volume |
131,736 |
116,616 |
-15,120 |
-11.5% |
681,028 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,831.5 |
6,785.0 |
6,567.0 |
|
| R3 |
6,713.5 |
6,667.0 |
6,534.5 |
|
| R2 |
6,595.5 |
6,595.5 |
6,523.5 |
|
| R1 |
6,549.0 |
6,549.0 |
6,513.0 |
6,572.0 |
| PP |
6,477.5 |
6,477.5 |
6,477.5 |
6,489.5 |
| S1 |
6,431.0 |
6,431.0 |
6,491.0 |
6,454.0 |
| S2 |
6,359.5 |
6,359.5 |
6,480.5 |
|
| S3 |
6,241.5 |
6,313.0 |
6,469.5 |
|
| S4 |
6,123.5 |
6,195.0 |
6,437.0 |
|
|
| 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 |
6,524.5 |
6,344.5 |
180.0 |
2.8% |
105.5 |
1.6% |
88% |
True |
False |
125,909 |
| 10 |
6,746.5 |
6,344.5 |
402.0 |
6.2% |
112.5 |
1.7% |
39% |
False |
False |
133,806 |
| 20 |
6,815.5 |
6,344.5 |
471.0 |
7.2% |
85.5 |
1.3% |
33% |
False |
False |
112,733 |
| 40 |
6,815.5 |
6,344.5 |
471.0 |
7.2% |
75.0 |
1.2% |
33% |
False |
False |
101,370 |
| 60 |
6,815.5 |
6,344.5 |
471.0 |
7.2% |
65.5 |
1.0% |
33% |
False |
False |
69,099 |
| 80 |
6,815.5 |
6,344.5 |
471.0 |
7.2% |
58.5 |
0.9% |
33% |
False |
False |
51,924 |
| 100 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
50.0 |
0.8% |
42% |
False |
False |
41,564 |
| 120 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
43.0 |
0.7% |
42% |
False |
False |
34,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,026.0 |
|
2.618 |
6,833.5 |
|
1.618 |
6,715.5 |
|
1.000 |
6,642.5 |
|
0.618 |
6,597.5 |
|
HIGH |
6,524.5 |
|
0.618 |
6,479.5 |
|
0.500 |
6,465.5 |
|
0.382 |
6,451.5 |
|
LOW |
6,406.5 |
|
0.618 |
6,333.5 |
|
1.000 |
6,288.5 |
|
1.618 |
6,215.5 |
|
2.618 |
6,097.5 |
|
4.250 |
5,905.0 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,490.0 |
6,482.0 |
| PP |
6,477.5 |
6,461.5 |
| S1 |
6,465.5 |
6,441.0 |
|