| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,560.25 |
3,579.25 |
19.00 |
0.5% |
3,514.00 |
| High |
3,581.75 |
3,626.00 |
44.25 |
1.2% |
3,561.75 |
| Low |
3,550.50 |
3,578.50 |
28.00 |
0.8% |
3,412.00 |
| Close |
3,577.50 |
3,612.75 |
35.25 |
1.0% |
3,558.00 |
| Range |
31.25 |
47.50 |
16.25 |
52.0% |
149.75 |
| ATR |
52.23 |
51.97 |
-0.27 |
-0.5% |
0.00 |
| Volume |
205,066 |
249,858 |
44,792 |
21.8% |
1,755,202 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,748.25 |
3,728.00 |
3,639.00 |
|
| R3 |
3,700.75 |
3,680.50 |
3,625.75 |
|
| R2 |
3,653.25 |
3,653.25 |
3,621.50 |
|
| R1 |
3,633.00 |
3,633.00 |
3,617.00 |
3,643.00 |
| PP |
3,605.75 |
3,605.75 |
3,605.75 |
3,610.75 |
| S1 |
3,585.50 |
3,585.50 |
3,608.50 |
3,595.50 |
| S2 |
3,558.25 |
3,558.25 |
3,604.00 |
|
| S3 |
3,510.75 |
3,538.00 |
3,599.75 |
|
| S4 |
3,463.25 |
3,490.50 |
3,586.50 |
|
|
| 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 |
3,626.00 |
3,412.00 |
214.00 |
5.9% |
52.75 |
1.5% |
94% |
True |
False |
289,491 |
| 10 |
3,626.00 |
3,412.00 |
214.00 |
5.9% |
60.50 |
1.7% |
94% |
True |
False |
324,902 |
| 20 |
3,635.25 |
3,412.00 |
223.25 |
6.2% |
54.75 |
1.5% |
90% |
False |
False |
299,929 |
| 40 |
3,635.25 |
3,412.00 |
223.25 |
6.2% |
45.75 |
1.3% |
90% |
False |
False |
249,220 |
| 60 |
3,635.25 |
3,354.00 |
281.25 |
7.8% |
39.75 |
1.1% |
92% |
False |
False |
169,451 |
| 80 |
3,635.25 |
3,250.00 |
385.25 |
10.7% |
37.50 |
1.0% |
94% |
False |
False |
127,121 |
| 100 |
3,635.25 |
3,110.00 |
525.25 |
14.5% |
36.25 |
1.0% |
96% |
False |
False |
101,742 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
16.3% |
31.00 |
0.9% |
96% |
False |
False |
84,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,828.00 |
|
2.618 |
3,750.25 |
|
1.618 |
3,702.75 |
|
1.000 |
3,673.50 |
|
0.618 |
3,655.25 |
|
HIGH |
3,626.00 |
|
0.618 |
3,607.75 |
|
0.500 |
3,602.25 |
|
0.382 |
3,596.75 |
|
LOW |
3,578.50 |
|
0.618 |
3,549.25 |
|
1.000 |
3,531.00 |
|
1.618 |
3,501.75 |
|
2.618 |
3,454.25 |
|
4.250 |
3,376.50 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,609.25 |
3,592.75 |
| PP |
3,605.75 |
3,572.75 |
| S1 |
3,602.25 |
3,552.75 |
|