| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
6,435.0 |
6,512.5 |
77.5 |
1.2% |
6,446.5 |
| High |
6,524.5 |
6,550.5 |
26.0 |
0.4% |
6,550.5 |
| Low |
6,406.5 |
6,484.0 |
77.5 |
1.2% |
6,344.5 |
| Close |
6,502.0 |
6,517.0 |
15.0 |
0.2% |
6,517.0 |
| Range |
118.0 |
66.5 |
-51.5 |
-43.6% |
206.0 |
| ATR |
87.5 |
86.0 |
-1.5 |
-1.7% |
0.0 |
| Volume |
116,616 |
85,631 |
-30,985 |
-26.6% |
581,253 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,716.5 |
6,683.5 |
6,553.5 |
|
| R3 |
6,650.0 |
6,617.0 |
6,535.5 |
|
| R2 |
6,583.5 |
6,583.5 |
6,529.0 |
|
| R1 |
6,550.5 |
6,550.5 |
6,523.0 |
6,567.0 |
| PP |
6,517.0 |
6,517.0 |
6,517.0 |
6,525.5 |
| S1 |
6,484.0 |
6,484.0 |
6,511.0 |
6,500.5 |
| S2 |
6,450.5 |
6,450.5 |
6,505.0 |
|
| S3 |
6,384.0 |
6,417.5 |
6,498.5 |
|
| S4 |
6,317.5 |
6,351.0 |
6,480.5 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,088.5 |
7,009.0 |
6,630.5 |
|
| R3 |
6,882.5 |
6,803.0 |
6,573.5 |
|
| R2 |
6,676.5 |
6,676.5 |
6,555.0 |
|
| R1 |
6,597.0 |
6,597.0 |
6,536.0 |
6,637.0 |
| PP |
6,470.5 |
6,470.5 |
6,470.5 |
6,490.5 |
| S1 |
6,391.0 |
6,391.0 |
6,498.0 |
6,431.0 |
| S2 |
6,264.5 |
6,264.5 |
6,479.0 |
|
| S3 |
6,058.5 |
6,185.0 |
6,460.5 |
|
| S4 |
5,852.5 |
5,979.0 |
6,403.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,550.5 |
6,344.5 |
206.0 |
3.2% |
92.5 |
1.4% |
84% |
True |
False |
116,250 |
| 10 |
6,592.5 |
6,344.5 |
248.0 |
3.8% |
100.5 |
1.5% |
70% |
False |
False |
126,228 |
| 20 |
6,815.5 |
6,344.5 |
471.0 |
7.2% |
85.5 |
1.3% |
37% |
False |
False |
113,352 |
| 40 |
6,815.5 |
6,344.5 |
471.0 |
7.2% |
75.5 |
1.2% |
37% |
False |
False |
101,969 |
| 60 |
6,815.5 |
6,344.5 |
471.0 |
7.2% |
66.0 |
1.0% |
37% |
False |
False |
70,526 |
| 80 |
6,815.5 |
6,344.5 |
471.0 |
7.2% |
59.0 |
0.9% |
37% |
False |
False |
52,995 |
| 100 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
51.0 |
0.8% |
45% |
False |
False |
42,420 |
| 120 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
43.5 |
0.7% |
45% |
False |
False |
35,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,833.0 |
|
2.618 |
6,724.5 |
|
1.618 |
6,658.0 |
|
1.000 |
6,617.0 |
|
0.618 |
6,591.5 |
|
HIGH |
6,550.5 |
|
0.618 |
6,525.0 |
|
0.500 |
6,517.0 |
|
0.382 |
6,509.5 |
|
LOW |
6,484.0 |
|
0.618 |
6,443.0 |
|
1.000 |
6,417.5 |
|
1.618 |
6,376.5 |
|
2.618 |
6,310.0 |
|
4.250 |
6,201.5 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,517.0 |
6,496.5 |
| PP |
6,517.0 |
6,476.0 |
| S1 |
6,517.0 |
6,455.0 |
|