| 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 |
1,091.8 |
1,098.0 |
6.2 |
0.6% |
1,126.1 |
| High |
1,105.2 |
1,113.7 |
8.5 |
0.8% |
1,131.7 |
| Low |
1,089.1 |
1,089.9 |
0.8 |
0.1% |
1,078.0 |
| Close |
1,097.8 |
1,113.1 |
15.3 |
1.4% |
1,113.1 |
| Range |
16.1 |
23.8 |
7.7 |
47.8% |
53.7 |
| ATR |
19.1 |
19.4 |
0.3 |
1.8% |
0.0 |
| Volume |
129,891 |
164,158 |
34,267 |
26.4% |
820,692 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,177.0 |
1,168.8 |
1,126.3 |
|
| R3 |
1,153.3 |
1,145.0 |
1,119.8 |
|
| R2 |
1,129.3 |
1,129.3 |
1,117.5 |
|
| R1 |
1,121.3 |
1,121.3 |
1,115.3 |
1,125.3 |
| PP |
1,105.5 |
1,105.5 |
1,105.5 |
1,107.5 |
| S1 |
1,097.5 |
1,097.5 |
1,111.0 |
1,101.5 |
| S2 |
1,081.8 |
1,081.8 |
1,108.8 |
|
| S3 |
1,058.0 |
1,073.8 |
1,106.5 |
|
| S4 |
1,034.3 |
1,049.8 |
1,100.0 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.8 |
1,244.5 |
1,142.8 |
|
| R3 |
1,215.0 |
1,191.0 |
1,127.8 |
|
| R2 |
1,161.3 |
1,161.3 |
1,123.0 |
|
| R1 |
1,137.3 |
1,137.3 |
1,118.0 |
1,122.5 |
| PP |
1,107.5 |
1,107.5 |
1,107.5 |
1,100.3 |
| S1 |
1,083.5 |
1,083.5 |
1,108.3 |
1,068.8 |
| S2 |
1,054.0 |
1,054.0 |
1,103.3 |
|
| S3 |
1,000.3 |
1,029.8 |
1,098.3 |
|
| S4 |
946.5 |
976.0 |
1,083.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,131.7 |
1,078.0 |
53.7 |
4.8% |
24.0 |
2.1% |
65% |
False |
False |
164,138 |
| 10 |
1,148.3 |
1,078.0 |
70.3 |
6.3% |
24.5 |
2.2% |
50% |
False |
False |
161,185 |
| 20 |
1,181.3 |
1,078.0 |
103.3 |
9.3% |
20.0 |
1.8% |
34% |
False |
False |
129,298 |
| 40 |
1,181.3 |
1,078.0 |
103.3 |
9.3% |
17.0 |
1.5% |
34% |
False |
False |
107,834 |
| 60 |
1,181.3 |
1,078.0 |
103.3 |
9.3% |
14.0 |
1.3% |
34% |
False |
False |
72,176 |
| 80 |
1,181.3 |
1,078.0 |
103.3 |
9.3% |
11.0 |
1.0% |
34% |
False |
False |
54,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,214.8 |
|
2.618 |
1,176.0 |
|
1.618 |
1,152.3 |
|
1.000 |
1,137.5 |
|
0.618 |
1,128.5 |
|
HIGH |
1,113.8 |
|
0.618 |
1,104.5 |
|
0.500 |
1,101.8 |
|
0.382 |
1,099.0 |
|
LOW |
1,090.0 |
|
0.618 |
1,075.3 |
|
1.000 |
1,066.0 |
|
1.618 |
1,051.5 |
|
2.618 |
1,027.5 |
|
4.250 |
988.8 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,109.3 |
1,107.3 |
| PP |
1,105.5 |
1,101.5 |
| S1 |
1,101.8 |
1,095.8 |
|