| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
2,887.0 |
2,900.0 |
13.0 |
0.5% |
2,946.0 |
| High |
2,909.0 |
2,951.0 |
42.0 |
1.4% |
3,011.0 |
| Low |
2,880.0 |
2,898.0 |
18.0 |
0.6% |
2,895.0 |
| Close |
2,897.0 |
2,942.0 |
45.0 |
1.6% |
2,950.0 |
| Range |
29.0 |
53.0 |
24.0 |
82.8% |
116.0 |
| ATR |
45.9 |
46.5 |
0.6 |
1.3% |
0.0 |
| Volume |
194 |
2,697 |
2,503 |
1,290.2% |
20,374 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,089.3 |
3,068.7 |
2,971.2 |
|
| R3 |
3,036.3 |
3,015.7 |
2,956.6 |
|
| R2 |
2,983.3 |
2,983.3 |
2,951.7 |
|
| R1 |
2,962.7 |
2,962.7 |
2,946.9 |
2,973.0 |
| PP |
2,930.3 |
2,930.3 |
2,930.3 |
2,935.5 |
| S1 |
2,909.7 |
2,909.7 |
2,937.1 |
2,920.0 |
| S2 |
2,877.3 |
2,877.3 |
2,932.3 |
|
| S3 |
2,824.3 |
2,856.7 |
2,927.4 |
|
| S4 |
2,771.3 |
2,803.7 |
2,912.9 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,300.0 |
3,241.0 |
3,013.8 |
|
| R3 |
3,184.0 |
3,125.0 |
2,981.9 |
|
| R2 |
3,068.0 |
3,068.0 |
2,971.3 |
|
| R1 |
3,009.0 |
3,009.0 |
2,960.6 |
3,038.5 |
| PP |
2,952.0 |
2,952.0 |
2,952.0 |
2,966.8 |
| S1 |
2,893.0 |
2,893.0 |
2,939.4 |
2,922.5 |
| S2 |
2,836.0 |
2,836.0 |
2,928.7 |
|
| S3 |
2,720.0 |
2,777.0 |
2,918.1 |
|
| S4 |
2,604.0 |
2,661.0 |
2,886.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,960.0 |
2,868.0 |
92.0 |
3.1% |
52.6 |
1.8% |
80% |
False |
False |
758 |
| 10 |
3,055.0 |
2,868.0 |
187.0 |
6.4% |
60.0 |
2.0% |
40% |
False |
False |
2,418 |
| 20 |
3,108.0 |
2,868.0 |
240.0 |
8.2% |
46.6 |
1.6% |
31% |
False |
False |
1,666 |
| 40 |
3,108.0 |
2,847.0 |
261.0 |
8.9% |
38.8 |
1.3% |
36% |
False |
False |
1,026 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.9% |
29.1 |
1.0% |
36% |
False |
False |
930 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.9% |
25.0 |
0.8% |
36% |
False |
False |
699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,176.3 |
|
2.618 |
3,089.8 |
|
1.618 |
3,036.8 |
|
1.000 |
3,004.0 |
|
0.618 |
2,983.8 |
|
HIGH |
2,951.0 |
|
0.618 |
2,930.8 |
|
0.500 |
2,924.5 |
|
0.382 |
2,918.2 |
|
LOW |
2,898.0 |
|
0.618 |
2,865.2 |
|
1.000 |
2,845.0 |
|
1.618 |
2,812.2 |
|
2.618 |
2,759.2 |
|
4.250 |
2,672.8 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,936.2 |
2,932.0 |
| PP |
2,930.3 |
2,922.0 |
| S1 |
2,924.5 |
2,912.0 |
|