| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,520.00 |
3,514.00 |
-6.00 |
-0.2% |
3,531.75 |
| High |
3,532.75 |
3,529.75 |
-3.00 |
-0.1% |
3,545.00 |
| Low |
3,479.25 |
3,425.25 |
-54.00 |
-1.6% |
3,454.25 |
| Close |
3,514.00 |
3,430.00 |
-84.00 |
-2.4% |
3,514.00 |
| Range |
53.50 |
104.50 |
51.00 |
95.3% |
90.75 |
| ATR |
48.09 |
52.12 |
4.03 |
8.4% |
0.00 |
| Volume |
326,853 |
438,269 |
111,416 |
34.1% |
1,781,176 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,775.25 |
3,707.00 |
3,487.50 |
|
| R3 |
3,670.75 |
3,602.50 |
3,458.75 |
|
| R2 |
3,566.25 |
3,566.25 |
3,449.25 |
|
| R1 |
3,498.00 |
3,498.00 |
3,439.50 |
3,480.00 |
| PP |
3,461.75 |
3,461.75 |
3,461.75 |
3,452.50 |
| S1 |
3,393.50 |
3,393.50 |
3,420.50 |
3,375.50 |
| S2 |
3,357.25 |
3,357.25 |
3,410.75 |
|
| S3 |
3,252.75 |
3,289.00 |
3,401.25 |
|
| S4 |
3,148.25 |
3,184.50 |
3,372.50 |
|
|
| 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 |
3,537.25 |
3,425.25 |
112.00 |
3.3% |
69.00 |
2.0% |
4% |
False |
True |
355,038 |
| 10 |
3,635.25 |
3,425.25 |
210.00 |
6.1% |
62.75 |
1.8% |
2% |
False |
True |
328,082 |
| 20 |
3,635.25 |
3,425.25 |
210.00 |
6.1% |
52.50 |
1.5% |
2% |
False |
True |
284,188 |
| 40 |
3,635.25 |
3,415.25 |
220.00 |
6.4% |
42.50 |
1.2% |
7% |
False |
False |
209,658 |
| 60 |
3,635.25 |
3,308.25 |
327.00 |
9.5% |
38.50 |
1.1% |
37% |
False |
False |
139,923 |
| 80 |
3,635.25 |
3,110.00 |
525.25 |
15.3% |
37.00 |
1.1% |
61% |
False |
False |
104,988 |
| 100 |
3,635.25 |
3,110.00 |
525.25 |
15.3% |
33.50 |
1.0% |
61% |
False |
False |
84,024 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
17.2% |
28.50 |
0.8% |
65% |
False |
False |
70,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,974.00 |
|
2.618 |
3,803.25 |
|
1.618 |
3,698.75 |
|
1.000 |
3,634.25 |
|
0.618 |
3,594.25 |
|
HIGH |
3,529.75 |
|
0.618 |
3,489.75 |
|
0.500 |
3,477.50 |
|
0.382 |
3,465.25 |
|
LOW |
3,425.25 |
|
0.618 |
3,360.75 |
|
1.000 |
3,320.75 |
|
1.618 |
3,256.25 |
|
2.618 |
3,151.75 |
|
4.250 |
2,981.00 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,477.50 |
3,481.25 |
| PP |
3,461.75 |
3,464.25 |
| S1 |
3,445.75 |
3,447.00 |
|