| 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 |
3,439.50 |
3,452.00 |
12.50 |
0.4% |
3,531.75 |
| High |
3,473.75 |
3,463.25 |
-10.50 |
-0.3% |
3,545.00 |
| Low |
3,431.50 |
3,412.00 |
-19.50 |
-0.6% |
3,454.25 |
| Close |
3,452.00 |
3,445.50 |
-6.50 |
-0.2% |
3,514.00 |
| Range |
42.25 |
51.25 |
9.00 |
21.3% |
90.75 |
| ATR |
51.52 |
51.50 |
-0.02 |
0.0% |
0.00 |
| Volume |
324,399 |
356,874 |
32,475 |
10.0% |
1,781,176 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,594.00 |
3,571.00 |
3,473.75 |
|
| R3 |
3,542.75 |
3,519.75 |
3,459.50 |
|
| R2 |
3,491.50 |
3,491.50 |
3,455.00 |
|
| R1 |
3,468.50 |
3,468.50 |
3,450.25 |
3,454.50 |
| PP |
3,440.25 |
3,440.25 |
3,440.25 |
3,433.25 |
| S1 |
3,417.25 |
3,417.25 |
3,440.75 |
3,403.00 |
| S2 |
3,389.00 |
3,389.00 |
3,436.00 |
|
| S3 |
3,337.75 |
3,366.00 |
3,431.50 |
|
| S4 |
3,286.50 |
3,314.75 |
3,417.25 |
|
|
| 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 |
3,412.00 |
125.25 |
3.6% |
63.50 |
1.8% |
27% |
False |
True |
352,348 |
| 10 |
3,635.25 |
3,412.00 |
223.25 |
6.5% |
66.25 |
1.9% |
15% |
False |
True |
356,702 |
| 20 |
3,635.25 |
3,412.00 |
223.25 |
6.5% |
53.25 |
1.5% |
15% |
False |
True |
296,366 |
| 40 |
3,635.25 |
3,412.00 |
223.25 |
6.5% |
43.50 |
1.3% |
15% |
False |
True |
226,491 |
| 60 |
3,635.25 |
3,308.50 |
326.75 |
9.5% |
38.50 |
1.1% |
42% |
False |
False |
151,277 |
| 80 |
3,635.25 |
3,188.75 |
446.50 |
13.0% |
36.75 |
1.1% |
58% |
False |
False |
113,496 |
| 100 |
3,635.25 |
3,110.00 |
525.25 |
15.2% |
34.25 |
1.0% |
64% |
False |
False |
90,836 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
17.1% |
29.25 |
0.8% |
68% |
False |
False |
75,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,681.00 |
|
2.618 |
3,597.50 |
|
1.618 |
3,546.25 |
|
1.000 |
3,514.50 |
|
0.618 |
3,495.00 |
|
HIGH |
3,463.25 |
|
0.618 |
3,443.75 |
|
0.500 |
3,437.50 |
|
0.382 |
3,431.50 |
|
LOW |
3,412.00 |
|
0.618 |
3,380.25 |
|
1.000 |
3,360.75 |
|
1.618 |
3,329.00 |
|
2.618 |
3,277.75 |
|
4.250 |
3,194.25 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,443.00 |
3,471.00 |
| PP |
3,440.25 |
3,462.50 |
| S1 |
3,437.50 |
3,454.00 |
|