| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,450.25 |
3,490.75 |
40.50 |
1.2% |
3,514.00 |
| High |
3,499.25 |
3,561.75 |
62.50 |
1.8% |
3,561.75 |
| Low |
3,447.75 |
3,479.50 |
31.75 |
0.9% |
3,412.00 |
| Close |
3,487.25 |
3,558.00 |
70.75 |
2.0% |
3,558.00 |
| Range |
51.50 |
82.25 |
30.75 |
59.7% |
149.75 |
| ATR |
51.66 |
53.85 |
2.18 |
4.2% |
0.00 |
| Volume |
267,809 |
367,851 |
100,042 |
37.4% |
1,755,202 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,779.75 |
3,751.25 |
3,603.25 |
|
| R3 |
3,697.50 |
3,669.00 |
3,580.50 |
|
| R2 |
3,615.25 |
3,615.25 |
3,573.00 |
|
| R1 |
3,586.75 |
3,586.75 |
3,565.50 |
3,601.00 |
| PP |
3,533.00 |
3,533.00 |
3,533.00 |
3,540.25 |
| S1 |
3,504.50 |
3,504.50 |
3,550.50 |
3,518.75 |
| S2 |
3,450.75 |
3,450.75 |
3,543.00 |
|
| S3 |
3,368.50 |
3,422.25 |
3,535.50 |
|
| S4 |
3,286.25 |
3,340.00 |
3,512.75 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,959.75 |
3,908.75 |
3,640.25 |
|
| R3 |
3,810.00 |
3,759.00 |
3,599.25 |
|
| R2 |
3,660.25 |
3,660.25 |
3,585.50 |
|
| R1 |
3,609.25 |
3,609.25 |
3,571.75 |
3,634.75 |
| PP |
3,510.50 |
3,510.50 |
3,510.50 |
3,523.50 |
| S1 |
3,459.50 |
3,459.50 |
3,544.25 |
3,485.00 |
| S2 |
3,360.75 |
3,360.75 |
3,530.50 |
|
| S3 |
3,211.00 |
3,309.75 |
3,516.75 |
|
| S4 |
3,061.25 |
3,160.00 |
3,475.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,561.75 |
3,412.00 |
149.75 |
4.2% |
66.25 |
1.9% |
97% |
True |
False |
351,040 |
| 10 |
3,561.75 |
3,412.00 |
149.75 |
4.2% |
65.00 |
1.8% |
97% |
True |
False |
353,637 |
| 20 |
3,635.25 |
3,412.00 |
223.25 |
6.3% |
56.75 |
1.6% |
65% |
False |
False |
307,004 |
| 40 |
3,635.25 |
3,412.00 |
223.25 |
6.3% |
46.00 |
1.3% |
65% |
False |
False |
242,104 |
| 60 |
3,635.25 |
3,341.50 |
293.75 |
8.3% |
39.50 |
1.1% |
74% |
False |
False |
161,869 |
| 80 |
3,635.25 |
3,228.50 |
406.75 |
11.4% |
37.25 |
1.0% |
81% |
False |
False |
121,436 |
| 100 |
3,635.25 |
3,110.00 |
525.25 |
14.8% |
35.50 |
1.0% |
85% |
False |
False |
97,193 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
16.6% |
30.25 |
0.8% |
87% |
False |
False |
80,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,911.25 |
|
2.618 |
3,777.00 |
|
1.618 |
3,694.75 |
|
1.000 |
3,644.00 |
|
0.618 |
3,612.50 |
|
HIGH |
3,561.75 |
|
0.618 |
3,530.25 |
|
0.500 |
3,520.50 |
|
0.382 |
3,511.00 |
|
LOW |
3,479.50 |
|
0.618 |
3,428.75 |
|
1.000 |
3,397.25 |
|
1.618 |
3,346.50 |
|
2.618 |
3,264.25 |
|
4.250 |
3,130.00 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,545.50 |
3,534.25 |
| PP |
3,533.00 |
3,510.50 |
| S1 |
3,520.50 |
3,487.00 |
|