| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,452.00 |
3,450.25 |
-1.75 |
-0.1% |
3,531.75 |
| High |
3,463.25 |
3,499.25 |
36.00 |
1.0% |
3,545.00 |
| Low |
3,412.00 |
3,447.75 |
35.75 |
1.0% |
3,454.25 |
| Close |
3,445.50 |
3,487.25 |
41.75 |
1.2% |
3,514.00 |
| Range |
51.25 |
51.50 |
0.25 |
0.5% |
90.75 |
| ATR |
51.50 |
51.66 |
0.16 |
0.3% |
0.00 |
| Volume |
356,874 |
267,809 |
-89,065 |
-25.0% |
1,781,176 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,632.50 |
3,611.50 |
3,515.50 |
|
| R3 |
3,581.00 |
3,560.00 |
3,501.50 |
|
| R2 |
3,529.50 |
3,529.50 |
3,496.75 |
|
| R1 |
3,508.50 |
3,508.50 |
3,492.00 |
3,519.00 |
| PP |
3,478.00 |
3,478.00 |
3,478.00 |
3,483.50 |
| S1 |
3,457.00 |
3,457.00 |
3,482.50 |
3,467.50 |
| S2 |
3,426.50 |
3,426.50 |
3,477.75 |
|
| S3 |
3,375.00 |
3,405.50 |
3,473.00 |
|
| S4 |
3,323.50 |
3,354.00 |
3,459.00 |
|
|
| 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 |
3,532.75 |
3,412.00 |
120.75 |
3.5% |
60.50 |
1.7% |
62% |
False |
False |
342,840 |
| 10 |
3,621.25 |
3,412.00 |
209.25 |
6.0% |
66.00 |
1.9% |
36% |
False |
False |
354,836 |
| 20 |
3,635.25 |
3,412.00 |
223.25 |
6.4% |
54.75 |
1.6% |
34% |
False |
False |
299,348 |
| 40 |
3,635.25 |
3,412.00 |
223.25 |
6.4% |
44.25 |
1.3% |
34% |
False |
False |
233,031 |
| 60 |
3,635.25 |
3,340.00 |
295.25 |
8.5% |
38.50 |
1.1% |
50% |
False |
False |
155,740 |
| 80 |
3,635.25 |
3,190.00 |
445.25 |
12.8% |
37.00 |
1.1% |
67% |
False |
False |
116,838 |
| 100 |
3,635.25 |
3,110.00 |
525.25 |
15.1% |
34.75 |
1.0% |
72% |
False |
False |
93,514 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
16.9% |
29.50 |
0.8% |
75% |
False |
False |
77,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,718.00 |
|
2.618 |
3,634.00 |
|
1.618 |
3,582.50 |
|
1.000 |
3,550.75 |
|
0.618 |
3,531.00 |
|
HIGH |
3,499.25 |
|
0.618 |
3,479.50 |
|
0.500 |
3,473.50 |
|
0.382 |
3,467.50 |
|
LOW |
3,447.75 |
|
0.618 |
3,416.00 |
|
1.000 |
3,396.25 |
|
1.618 |
3,364.50 |
|
2.618 |
3,313.00 |
|
4.250 |
3,229.00 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,482.75 |
3,476.75 |
| PP |
3,478.00 |
3,466.25 |
| S1 |
3,473.50 |
3,455.50 |
|