| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,514.00 |
3,439.50 |
-74.50 |
-2.1% |
3,531.75 |
| High |
3,529.75 |
3,473.75 |
-56.00 |
-1.6% |
3,545.00 |
| Low |
3,425.25 |
3,431.50 |
6.25 |
0.2% |
3,454.25 |
| Close |
3,430.00 |
3,452.00 |
22.00 |
0.6% |
3,514.00 |
| Range |
104.50 |
42.25 |
-62.25 |
-59.6% |
90.75 |
| ATR |
52.12 |
51.52 |
-0.60 |
-1.1% |
0.00 |
| Volume |
438,269 |
324,399 |
-113,870 |
-26.0% |
1,781,176 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,579.25 |
3,557.75 |
3,475.25 |
|
| R3 |
3,537.00 |
3,515.50 |
3,463.50 |
|
| R2 |
3,494.75 |
3,494.75 |
3,459.75 |
|
| R1 |
3,473.25 |
3,473.25 |
3,455.75 |
3,484.00 |
| PP |
3,452.50 |
3,452.50 |
3,452.50 |
3,457.75 |
| S1 |
3,431.00 |
3,431.00 |
3,448.25 |
3,441.75 |
| S2 |
3,410.25 |
3,410.25 |
3,444.25 |
|
| S3 |
3,368.00 |
3,388.75 |
3,440.50 |
|
| S4 |
3,325.75 |
3,346.50 |
3,428.75 |
|
|
| 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 |
3.2% |
68.25 |
2.0% |
24% |
False |
False |
360,313 |
| 10 |
3,635.25 |
3,425.25 |
210.00 |
6.1% |
63.50 |
1.8% |
13% |
False |
False |
339,473 |
| 20 |
3,635.25 |
3,425.25 |
210.00 |
6.1% |
52.75 |
1.5% |
13% |
False |
False |
288,108 |
| 40 |
3,635.25 |
3,415.25 |
220.00 |
6.4% |
43.00 |
1.2% |
17% |
False |
False |
217,687 |
| 60 |
3,635.25 |
3,308.25 |
327.00 |
9.5% |
38.75 |
1.1% |
44% |
False |
False |
145,330 |
| 80 |
3,635.25 |
3,135.00 |
500.25 |
14.5% |
37.00 |
1.1% |
63% |
False |
False |
109,040 |
| 100 |
3,635.25 |
3,110.00 |
525.25 |
15.2% |
33.75 |
1.0% |
65% |
False |
False |
87,267 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
17.1% |
28.75 |
0.8% |
69% |
False |
False |
72,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,653.25 |
|
2.618 |
3,584.25 |
|
1.618 |
3,542.00 |
|
1.000 |
3,516.00 |
|
0.618 |
3,499.75 |
|
HIGH |
3,473.75 |
|
0.618 |
3,457.50 |
|
0.500 |
3,452.50 |
|
0.382 |
3,447.75 |
|
LOW |
3,431.50 |
|
0.618 |
3,405.50 |
|
1.000 |
3,389.25 |
|
1.618 |
3,363.25 |
|
2.618 |
3,321.00 |
|
4.250 |
3,252.00 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,452.50 |
3,479.00 |
| PP |
3,452.50 |
3,470.00 |
| S1 |
3,452.25 |
3,461.00 |
|