| 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 |
1,257.9 |
1,254.2 |
-3.7 |
-0.3% |
1,269.9 |
| High |
1,260.7 |
1,274.5 |
13.8 |
1.1% |
1,280.1 |
| Low |
1,246.8 |
1,252.2 |
5.4 |
0.4% |
1,237.5 |
| Close |
1,251.2 |
1,256.9 |
5.7 |
0.5% |
1,239.8 |
| Range |
13.9 |
22.3 |
8.4 |
60.4% |
42.6 |
| ATR |
20.1 |
20.3 |
0.2 |
1.1% |
0.0 |
| Volume |
93,152 |
127,060 |
33,908 |
36.4% |
554,124 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.1 |
1,314.8 |
1,269.2 |
|
| R3 |
1,305.8 |
1,292.5 |
1,263.0 |
|
| R2 |
1,283.5 |
1,283.5 |
1,261.0 |
|
| R1 |
1,270.2 |
1,270.2 |
1,258.9 |
1,276.9 |
| PP |
1,261.2 |
1,261.2 |
1,261.2 |
1,264.5 |
| S1 |
1,247.9 |
1,247.9 |
1,254.9 |
1,254.6 |
| S2 |
1,238.9 |
1,238.9 |
1,252.8 |
|
| S3 |
1,216.6 |
1,225.6 |
1,250.8 |
|
| S4 |
1,194.3 |
1,203.3 |
1,244.6 |
|
|
| 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 |
1,274.5 |
1,237.5 |
37.0 |
2.9% |
21.8 |
1.7% |
52% |
True |
False |
124,946 |
| 10 |
1,280.1 |
1,230.8 |
49.3 |
3.9% |
22.6 |
1.8% |
53% |
False |
False |
97,898 |
| 20 |
1,280.1 |
1,218.6 |
61.5 |
4.9% |
18.2 |
1.4% |
62% |
False |
False |
59,332 |
| 40 |
1,280.1 |
1,182.3 |
97.8 |
7.8% |
19.8 |
1.6% |
76% |
False |
False |
31,880 |
| 60 |
1,313.3 |
1,182.3 |
131.0 |
10.4% |
19.8 |
1.6% |
57% |
False |
False |
22,723 |
| 80 |
1,361.1 |
1,182.3 |
178.8 |
14.2% |
19.7 |
1.6% |
42% |
False |
False |
17,380 |
| 100 |
1,375.3 |
1,182.3 |
193.0 |
15.4% |
20.8 |
1.7% |
39% |
False |
False |
14,082 |
| 120 |
1,430.2 |
1,182.3 |
247.9 |
19.7% |
20.8 |
1.7% |
30% |
False |
False |
11,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,369.3 |
|
2.618 |
1,332.9 |
|
1.618 |
1,310.6 |
|
1.000 |
1,296.8 |
|
0.618 |
1,288.3 |
|
HIGH |
1,274.5 |
|
0.618 |
1,266.0 |
|
0.500 |
1,263.4 |
|
0.382 |
1,260.7 |
|
LOW |
1,252.2 |
|
0.618 |
1,238.4 |
|
1.000 |
1,229.9 |
|
1.618 |
1,216.1 |
|
2.618 |
1,193.8 |
|
4.250 |
1,157.4 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,263.4 |
1,257.5 |
| PP |
1,261.2 |
1,257.3 |
| S1 |
1,259.1 |
1,257.1 |
|