| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,480.00 |
3,520.00 |
40.00 |
1.1% |
3,531.75 |
| High |
3,537.25 |
3,532.75 |
-4.50 |
-0.1% |
3,545.00 |
| Low |
3,471.00 |
3,479.25 |
8.25 |
0.2% |
3,454.25 |
| Close |
3,502.00 |
3,514.00 |
12.00 |
0.3% |
3,514.00 |
| Range |
66.25 |
53.50 |
-12.75 |
-19.2% |
90.75 |
| ATR |
47.67 |
48.09 |
0.42 |
0.9% |
0.00 |
| Volume |
315,346 |
326,853 |
11,507 |
3.6% |
1,781,176 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,669.25 |
3,645.00 |
3,543.50 |
|
| R3 |
3,615.75 |
3,591.50 |
3,528.75 |
|
| R2 |
3,562.25 |
3,562.25 |
3,523.75 |
|
| R1 |
3,538.00 |
3,538.00 |
3,519.00 |
3,523.50 |
| PP |
3,508.75 |
3,508.75 |
3,508.75 |
3,501.25 |
| S1 |
3,484.50 |
3,484.50 |
3,509.00 |
3,470.00 |
| S2 |
3,455.25 |
3,455.25 |
3,504.25 |
|
| S3 |
3,401.75 |
3,431.00 |
3,499.25 |
|
| S4 |
3,348.25 |
3,377.50 |
3,484.50 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,776.75 |
3,736.00 |
3,564.00 |
|
| R3 |
3,686.00 |
3,645.25 |
3,539.00 |
|
| R2 |
3,595.25 |
3,595.25 |
3,530.75 |
|
| R1 |
3,554.50 |
3,554.50 |
3,522.25 |
3,529.50 |
| PP |
3,504.50 |
3,504.50 |
3,504.50 |
3,492.00 |
| S1 |
3,463.75 |
3,463.75 |
3,505.75 |
3,438.75 |
| S2 |
3,413.75 |
3,413.75 |
3,497.25 |
|
| S3 |
3,323.00 |
3,373.00 |
3,489.00 |
|
| S4 |
3,232.25 |
3,282.25 |
3,464.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,545.00 |
3,454.25 |
90.75 |
2.6% |
63.50 |
1.8% |
66% |
False |
False |
356,235 |
| 10 |
3,635.25 |
3,454.25 |
181.00 |
5.2% |
56.00 |
1.6% |
33% |
False |
False |
309,874 |
| 20 |
3,635.25 |
3,454.25 |
181.00 |
5.2% |
49.25 |
1.4% |
33% |
False |
False |
272,047 |
| 40 |
3,635.25 |
3,415.25 |
220.00 |
6.3% |
40.75 |
1.2% |
45% |
False |
False |
198,754 |
| 60 |
3,635.25 |
3,308.25 |
327.00 |
9.3% |
37.25 |
1.1% |
63% |
False |
False |
132,623 |
| 80 |
3,635.25 |
3,110.00 |
525.25 |
14.9% |
36.25 |
1.0% |
77% |
False |
False |
99,510 |
| 100 |
3,635.25 |
3,110.00 |
525.25 |
14.9% |
32.50 |
0.9% |
77% |
False |
False |
79,641 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
16.8% |
27.50 |
0.8% |
79% |
False |
False |
66,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,760.00 |
|
2.618 |
3,672.75 |
|
1.618 |
3,619.25 |
|
1.000 |
3,586.25 |
|
0.618 |
3,565.75 |
|
HIGH |
3,532.75 |
|
0.618 |
3,512.25 |
|
0.500 |
3,506.00 |
|
0.382 |
3,499.75 |
|
LOW |
3,479.25 |
|
0.618 |
3,446.25 |
|
1.000 |
3,425.75 |
|
1.618 |
3,392.75 |
|
2.618 |
3,339.25 |
|
4.250 |
3,252.00 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,511.25 |
3,508.00 |
| PP |
3,508.75 |
3,501.75 |
| S1 |
3,506.00 |
3,495.75 |
|