| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,098.0 |
1,112.8 |
14.8 |
1.3% |
1,126.1 |
| High |
1,113.7 |
1,116.8 |
3.1 |
0.3% |
1,131.7 |
| Low |
1,089.9 |
1,104.7 |
14.8 |
1.4% |
1,078.0 |
| Close |
1,113.1 |
1,115.0 |
1.9 |
0.2% |
1,113.1 |
| Range |
23.8 |
12.1 |
-11.7 |
-49.2% |
53.7 |
| ATR |
19.4 |
18.9 |
-0.5 |
-2.7% |
0.0 |
| Volume |
164,158 |
97,947 |
-66,211 |
-40.3% |
820,692 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,148.5 |
1,143.8 |
1,121.8 |
|
| R3 |
1,136.3 |
1,131.8 |
1,118.3 |
|
| R2 |
1,124.3 |
1,124.3 |
1,117.3 |
|
| R1 |
1,119.8 |
1,119.8 |
1,116.0 |
1,122.0 |
| PP |
1,112.3 |
1,112.3 |
1,112.3 |
1,113.3 |
| S1 |
1,107.5 |
1,107.5 |
1,114.0 |
1,109.8 |
| S2 |
1,100.0 |
1,100.0 |
1,112.8 |
|
| S3 |
1,088.0 |
1,095.5 |
1,111.8 |
|
| S4 |
1,075.8 |
1,083.3 |
1,108.3 |
|
|
| 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 |
1,116.8 |
1,078.0 |
38.8 |
3.5% |
17.3 |
1.5% |
95% |
True |
False |
140,204 |
| 10 |
1,145.5 |
1,078.0 |
67.5 |
6.1% |
22.5 |
2.0% |
55% |
False |
False |
152,765 |
| 20 |
1,181.3 |
1,078.0 |
103.3 |
9.3% |
20.0 |
1.8% |
36% |
False |
False |
129,985 |
| 40 |
1,181.3 |
1,078.0 |
103.3 |
9.3% |
16.5 |
1.5% |
36% |
False |
False |
109,508 |
| 60 |
1,181.3 |
1,078.0 |
103.3 |
9.3% |
14.0 |
1.3% |
36% |
False |
False |
73,809 |
| 80 |
1,181.3 |
1,078.0 |
103.3 |
9.3% |
11.3 |
1.0% |
36% |
False |
False |
55,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,168.3 |
|
2.618 |
1,148.5 |
|
1.618 |
1,136.5 |
|
1.000 |
1,129.0 |
|
0.618 |
1,124.3 |
|
HIGH |
1,116.8 |
|
0.618 |
1,112.3 |
|
0.500 |
1,110.8 |
|
0.382 |
1,109.3 |
|
LOW |
1,104.8 |
|
0.618 |
1,097.3 |
|
1.000 |
1,092.5 |
|
1.618 |
1,085.0 |
|
2.618 |
1,073.0 |
|
4.250 |
1,053.3 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,113.5 |
1,111.0 |
| PP |
1,112.3 |
1,107.0 |
| S1 |
1,110.8 |
1,103.0 |
|