| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,256.9 |
1,265.4 |
8.5 |
0.7% |
1,242.0 |
| High |
1,272.0 |
1,277.8 |
5.8 |
0.5% |
1,274.5 |
| Low |
1,255.5 |
1,264.7 |
9.2 |
0.7% |
1,240.4 |
| Close |
1,262.9 |
1,274.7 |
11.8 |
0.9% |
1,262.9 |
| Range |
16.5 |
13.1 |
-3.4 |
-20.6% |
34.1 |
| ATR |
19.7 |
19.4 |
-0.3 |
-1.7% |
0.0 |
| Volume |
136,028 |
94,770 |
-41,258 |
-30.3% |
568,879 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,311.7 |
1,306.3 |
1,281.9 |
|
| R3 |
1,298.6 |
1,293.2 |
1,278.3 |
|
| R2 |
1,285.5 |
1,285.5 |
1,277.1 |
|
| R1 |
1,280.1 |
1,280.1 |
1,275.9 |
1,282.8 |
| PP |
1,272.4 |
1,272.4 |
1,272.4 |
1,273.8 |
| S1 |
1,267.0 |
1,267.0 |
1,273.5 |
1,269.7 |
| S2 |
1,259.3 |
1,259.3 |
1,272.3 |
|
| S3 |
1,246.2 |
1,253.9 |
1,271.1 |
|
| S4 |
1,233.1 |
1,240.8 |
1,267.5 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.6 |
1,346.3 |
1,281.7 |
|
| R3 |
1,327.5 |
1,312.2 |
1,272.3 |
|
| R2 |
1,293.4 |
1,293.4 |
1,269.2 |
|
| R1 |
1,278.1 |
1,278.1 |
1,266.0 |
1,285.8 |
| PP |
1,259.3 |
1,259.3 |
1,259.3 |
1,263.1 |
| S1 |
1,244.0 |
1,244.0 |
1,259.8 |
1,251.7 |
| S2 |
1,225.2 |
1,225.2 |
1,256.6 |
|
| S3 |
1,191.1 |
1,209.9 |
1,253.5 |
|
| S4 |
1,157.0 |
1,175.8 |
1,244.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,277.8 |
1,246.8 |
31.0 |
2.4% |
16.2 |
1.3% |
90% |
True |
False |
107,780 |
| 10 |
1,277.8 |
1,237.5 |
40.3 |
3.2% |
19.0 |
1.5% |
92% |
True |
False |
115,295 |
| 20 |
1,280.1 |
1,230.8 |
49.3 |
3.9% |
18.3 |
1.4% |
89% |
False |
False |
71,213 |
| 40 |
1,280.1 |
1,182.3 |
97.8 |
7.7% |
19.6 |
1.5% |
94% |
False |
False |
39,613 |
| 60 |
1,294.8 |
1,182.3 |
112.5 |
8.8% |
19.5 |
1.5% |
82% |
False |
False |
27,834 |
| 80 |
1,361.1 |
1,182.3 |
178.8 |
14.0% |
19.2 |
1.5% |
52% |
False |
False |
21,308 |
| 100 |
1,375.3 |
1,182.3 |
193.0 |
15.1% |
20.6 |
1.6% |
48% |
False |
False |
17,248 |
| 120 |
1,430.2 |
1,182.3 |
247.9 |
19.4% |
20.4 |
1.6% |
37% |
False |
False |
14,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,333.5 |
|
2.618 |
1,312.1 |
|
1.618 |
1,299.0 |
|
1.000 |
1,290.9 |
|
0.618 |
1,285.9 |
|
HIGH |
1,277.8 |
|
0.618 |
1,272.8 |
|
0.500 |
1,271.3 |
|
0.382 |
1,269.7 |
|
LOW |
1,264.7 |
|
0.618 |
1,256.6 |
|
1.000 |
1,251.6 |
|
1.618 |
1,243.5 |
|
2.618 |
1,230.4 |
|
4.250 |
1,209.0 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,273.6 |
1,271.5 |
| PP |
1,272.4 |
1,268.3 |
| S1 |
1,271.3 |
1,265.2 |
|