| 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 |
1,265.4 |
1,274.2 |
8.8 |
0.7% |
1,242.0 |
| High |
1,277.8 |
1,294.4 |
16.6 |
1.3% |
1,274.5 |
| Low |
1,264.7 |
1,273.5 |
8.8 |
0.7% |
1,240.4 |
| Close |
1,274.7 |
1,289.8 |
15.1 |
1.2% |
1,262.9 |
| Range |
13.1 |
20.9 |
7.8 |
59.5% |
34.1 |
| ATR |
19.4 |
19.5 |
0.1 |
0.6% |
0.0 |
| Volume |
94,770 |
154,734 |
59,964 |
63.3% |
568,879 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,348.6 |
1,340.1 |
1,301.3 |
|
| R3 |
1,327.7 |
1,319.2 |
1,295.5 |
|
| R2 |
1,306.8 |
1,306.8 |
1,293.6 |
|
| R1 |
1,298.3 |
1,298.3 |
1,291.7 |
1,302.6 |
| PP |
1,285.9 |
1,285.9 |
1,285.9 |
1,288.0 |
| S1 |
1,277.4 |
1,277.4 |
1,287.9 |
1,281.7 |
| S2 |
1,265.0 |
1,265.0 |
1,286.0 |
|
| S3 |
1,244.1 |
1,256.5 |
1,284.1 |
|
| S4 |
1,223.2 |
1,235.6 |
1,278.3 |
|
|
| 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 |
1,294.4 |
1,252.2 |
42.2 |
3.3% |
17.6 |
1.4% |
89% |
True |
False |
120,097 |
| 10 |
1,294.4 |
1,237.5 |
56.9 |
4.4% |
19.7 |
1.5% |
92% |
True |
False |
122,485 |
| 20 |
1,294.4 |
1,230.8 |
63.6 |
4.9% |
18.8 |
1.5% |
93% |
True |
False |
78,024 |
| 40 |
1,294.4 |
1,182.3 |
112.1 |
8.7% |
19.3 |
1.5% |
96% |
True |
False |
43,387 |
| 60 |
1,294.8 |
1,182.3 |
112.5 |
8.7% |
19.7 |
1.5% |
96% |
False |
False |
30,366 |
| 80 |
1,361.1 |
1,182.3 |
178.8 |
13.9% |
19.3 |
1.5% |
60% |
False |
False |
23,204 |
| 100 |
1,375.3 |
1,182.3 |
193.0 |
15.0% |
20.1 |
1.6% |
56% |
False |
False |
18,791 |
| 120 |
1,430.2 |
1,182.3 |
247.9 |
19.2% |
20.4 |
1.6% |
43% |
False |
False |
15,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,383.2 |
|
2.618 |
1,349.1 |
|
1.618 |
1,328.2 |
|
1.000 |
1,315.3 |
|
0.618 |
1,307.3 |
|
HIGH |
1,294.4 |
|
0.618 |
1,286.4 |
|
0.500 |
1,284.0 |
|
0.382 |
1,281.5 |
|
LOW |
1,273.5 |
|
0.618 |
1,260.6 |
|
1.000 |
1,252.6 |
|
1.618 |
1,239.7 |
|
2.618 |
1,218.8 |
|
4.250 |
1,184.7 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,287.9 |
1,284.9 |
| PP |
1,285.9 |
1,279.9 |
| S1 |
1,284.0 |
1,275.0 |
|