| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,738.25 |
1,744.25 |
6.00 |
0.3% |
1,781.75 |
| High |
1,753.50 |
1,750.75 |
-2.75 |
-0.2% |
1,801.25 |
| Low |
1,734.00 |
1,732.00 |
-2.00 |
-0.1% |
1,761.25 |
| Close |
1,743.75 |
1,744.00 |
0.25 |
0.0% |
1,776.50 |
| Range |
19.50 |
18.75 |
-0.75 |
-3.8% |
40.00 |
| ATR |
23.29 |
22.97 |
-0.32 |
-1.4% |
0.00 |
| Volume |
2,325,416 |
2,075,514 |
-249,902 |
-10.7% |
11,457,514 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,798.50 |
1,790.00 |
1,754.25 |
|
| R3 |
1,779.75 |
1,771.25 |
1,749.25 |
|
| R2 |
1,761.00 |
1,761.00 |
1,747.50 |
|
| R1 |
1,752.50 |
1,752.50 |
1,745.75 |
1,747.50 |
| PP |
1,742.25 |
1,742.25 |
1,742.25 |
1,739.75 |
| S1 |
1,733.75 |
1,733.75 |
1,742.25 |
1,728.50 |
| S2 |
1,723.50 |
1,723.50 |
1,740.50 |
|
| S3 |
1,704.75 |
1,715.00 |
1,738.75 |
|
| S4 |
1,686.00 |
1,696.25 |
1,733.75 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,899.75 |
1,878.00 |
1,798.50 |
|
| R3 |
1,859.75 |
1,838.00 |
1,787.50 |
|
| R2 |
1,819.75 |
1,819.75 |
1,783.75 |
|
| R1 |
1,798.00 |
1,798.00 |
1,780.25 |
1,789.00 |
| PP |
1,779.75 |
1,779.75 |
1,779.75 |
1,775.00 |
| S1 |
1,758.00 |
1,758.00 |
1,772.75 |
1,749.00 |
| S2 |
1,739.75 |
1,739.75 |
1,769.25 |
|
| S3 |
1,699.75 |
1,718.00 |
1,765.50 |
|
| S4 |
1,659.75 |
1,678.00 |
1,754.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,793.75 |
1,732.00 |
61.75 |
3.5% |
28.50 |
1.6% |
19% |
False |
True |
2,328,370 |
| 10 |
1,844.00 |
1,732.00 |
112.00 |
6.4% |
31.00 |
1.8% |
11% |
False |
True |
2,326,680 |
| 20 |
1,845.75 |
1,732.00 |
113.75 |
6.5% |
23.25 |
1.3% |
11% |
False |
True |
1,817,496 |
| 40 |
1,846.50 |
1,732.00 |
114.50 |
6.6% |
19.00 |
1.1% |
10% |
False |
True |
1,414,751 |
| 60 |
1,846.50 |
1,729.50 |
117.00 |
6.7% |
17.50 |
1.0% |
12% |
False |
False |
947,686 |
| 80 |
1,846.50 |
1,666.75 |
179.75 |
10.3% |
17.25 |
1.0% |
43% |
False |
False |
712,073 |
| 100 |
1,846.50 |
1,633.50 |
213.00 |
12.2% |
17.25 |
1.0% |
52% |
False |
False |
570,401 |
| 120 |
1,846.50 |
1,613.00 |
233.50 |
13.4% |
16.75 |
1.0% |
56% |
False |
False |
475,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,830.50 |
|
2.618 |
1,799.75 |
|
1.618 |
1,781.00 |
|
1.000 |
1,769.50 |
|
0.618 |
1,762.25 |
|
HIGH |
1,750.75 |
|
0.618 |
1,743.50 |
|
0.500 |
1,741.50 |
|
0.382 |
1,739.25 |
|
LOW |
1,732.00 |
|
0.618 |
1,720.50 |
|
1.000 |
1,713.25 |
|
1.618 |
1,701.75 |
|
2.618 |
1,683.00 |
|
4.250 |
1,652.25 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,743.00 |
1,758.00 |
| PP |
1,742.25 |
1,753.25 |
| S1 |
1,741.50 |
1,748.50 |
|