| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,112.8 |
1,116.6 |
3.8 |
0.3% |
1,126.1 |
| High |
1,116.8 |
1,128.9 |
12.1 |
1.1% |
1,131.7 |
| Low |
1,104.7 |
1,113.8 |
9.1 |
0.8% |
1,078.0 |
| Close |
1,115.0 |
1,124.8 |
9.8 |
0.9% |
1,113.1 |
| Range |
12.1 |
15.1 |
3.0 |
24.8% |
53.7 |
| ATR |
18.9 |
18.6 |
-0.3 |
-1.4% |
0.0 |
| Volume |
97,947 |
112,709 |
14,762 |
15.1% |
820,692 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,167.8 |
1,161.5 |
1,133.0 |
|
| R3 |
1,152.8 |
1,146.3 |
1,129.0 |
|
| R2 |
1,137.5 |
1,137.5 |
1,127.5 |
|
| R1 |
1,131.3 |
1,131.3 |
1,126.3 |
1,134.5 |
| PP |
1,122.5 |
1,122.5 |
1,122.5 |
1,124.0 |
| S1 |
1,116.0 |
1,116.0 |
1,123.5 |
1,119.3 |
| S2 |
1,107.5 |
1,107.5 |
1,122.0 |
|
| S3 |
1,092.3 |
1,101.0 |
1,120.8 |
|
| S4 |
1,077.3 |
1,086.0 |
1,116.5 |
|
|
| 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 |
1,128.9 |
1,078.0 |
50.9 |
4.5% |
17.3 |
1.5% |
92% |
True |
False |
132,427 |
| 10 |
1,145.5 |
1,078.0 |
67.5 |
6.0% |
22.0 |
2.0% |
69% |
False |
False |
149,944 |
| 20 |
1,181.3 |
1,078.0 |
103.3 |
9.2% |
19.5 |
1.7% |
45% |
False |
False |
129,309 |
| 40 |
1,181.3 |
1,078.0 |
103.3 |
9.2% |
16.8 |
1.5% |
45% |
False |
False |
110,204 |
| 60 |
1,181.3 |
1,078.0 |
103.3 |
9.2% |
14.3 |
1.3% |
45% |
False |
False |
75,687 |
| 80 |
1,181.3 |
1,078.0 |
103.3 |
9.2% |
11.3 |
1.0% |
45% |
False |
False |
56,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,193.0 |
|
2.618 |
1,168.5 |
|
1.618 |
1,153.3 |
|
1.000 |
1,144.0 |
|
0.618 |
1,138.3 |
|
HIGH |
1,129.0 |
|
0.618 |
1,123.3 |
|
0.500 |
1,121.3 |
|
0.382 |
1,119.5 |
|
LOW |
1,113.8 |
|
0.618 |
1,104.5 |
|
1.000 |
1,098.8 |
|
1.618 |
1,089.3 |
|
2.618 |
1,074.3 |
|
4.250 |
1,049.5 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,123.8 |
1,119.8 |
| PP |
1,122.5 |
1,114.5 |
| S1 |
1,121.3 |
1,109.5 |
|