| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,244.0 |
1,242.0 |
-2.0 |
-0.2% |
1,269.9 |
| High |
1,254.8 |
1,266.1 |
11.3 |
0.9% |
1,280.1 |
| Low |
1,238.2 |
1,240.4 |
2.2 |
0.2% |
1,237.5 |
| Close |
1,239.8 |
1,259.9 |
20.1 |
1.6% |
1,239.8 |
| Range |
16.6 |
25.7 |
9.1 |
54.8% |
42.6 |
| ATR |
20.1 |
20.6 |
0.4 |
2.2% |
0.0 |
| Volume |
116,151 |
124,745 |
8,594 |
7.4% |
554,124 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,332.6 |
1,321.9 |
1,274.0 |
|
| R3 |
1,306.9 |
1,296.2 |
1,267.0 |
|
| R2 |
1,281.2 |
1,281.2 |
1,264.6 |
|
| R1 |
1,270.5 |
1,270.5 |
1,262.3 |
1,275.9 |
| PP |
1,255.5 |
1,255.5 |
1,255.5 |
1,258.1 |
| S1 |
1,244.8 |
1,244.8 |
1,257.5 |
1,250.2 |
| S2 |
1,229.8 |
1,229.8 |
1,255.2 |
|
| S3 |
1,204.1 |
1,219.1 |
1,252.8 |
|
| S4 |
1,178.4 |
1,193.4 |
1,245.8 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.3 |
1,352.6 |
1,263.2 |
|
| R3 |
1,337.7 |
1,310.0 |
1,251.5 |
|
| R2 |
1,295.1 |
1,295.1 |
1,247.6 |
|
| R1 |
1,267.4 |
1,267.4 |
1,243.7 |
1,260.0 |
| PP |
1,252.5 |
1,252.5 |
1,252.5 |
1,248.7 |
| S1 |
1,224.8 |
1,224.8 |
1,235.9 |
1,217.4 |
| S2 |
1,209.9 |
1,209.9 |
1,232.0 |
|
| S3 |
1,167.3 |
1,182.2 |
1,228.1 |
|
| S4 |
1,124.7 |
1,139.6 |
1,216.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,270.7 |
1,237.5 |
33.2 |
2.6% |
21.8 |
1.7% |
67% |
False |
False |
122,809 |
| 10 |
1,280.1 |
1,230.8 |
49.3 |
3.9% |
22.4 |
1.8% |
59% |
False |
False |
80,074 |
| 20 |
1,280.1 |
1,215.3 |
64.8 |
5.1% |
19.0 |
1.5% |
69% |
False |
False |
49,053 |
| 40 |
1,280.1 |
1,182.3 |
97.8 |
7.8% |
20.4 |
1.6% |
79% |
False |
False |
26,587 |
| 60 |
1,325.2 |
1,182.3 |
142.9 |
11.3% |
19.8 |
1.6% |
54% |
False |
False |
19,111 |
| 80 |
1,361.1 |
1,182.3 |
178.8 |
14.2% |
19.8 |
1.6% |
43% |
False |
False |
14,700 |
| 100 |
1,375.3 |
1,182.3 |
193.0 |
15.3% |
20.9 |
1.7% |
40% |
False |
False |
11,887 |
| 120 |
1,430.2 |
1,182.3 |
247.9 |
19.7% |
20.7 |
1.6% |
31% |
False |
False |
10,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,375.3 |
|
2.618 |
1,333.4 |
|
1.618 |
1,307.7 |
|
1.000 |
1,291.8 |
|
0.618 |
1,282.0 |
|
HIGH |
1,266.1 |
|
0.618 |
1,256.3 |
|
0.500 |
1,253.3 |
|
0.382 |
1,250.2 |
|
LOW |
1,240.4 |
|
0.618 |
1,224.5 |
|
1.000 |
1,214.7 |
|
1.618 |
1,198.8 |
|
2.618 |
1,173.1 |
|
4.250 |
1,131.2 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,257.7 |
1,257.5 |
| PP |
1,255.5 |
1,255.1 |
| S1 |
1,253.3 |
1,252.7 |
|