| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
2,900.0 |
2,954.0 |
54.0 |
1.9% |
2,935.0 |
| High |
2,951.0 |
2,991.0 |
40.0 |
1.4% |
2,991.0 |
| Low |
2,898.0 |
2,931.0 |
33.0 |
1.1% |
2,868.0 |
| Close |
2,942.0 |
2,971.0 |
29.0 |
1.0% |
2,971.0 |
| Range |
53.0 |
60.0 |
7.0 |
13.2% |
123.0 |
| ATR |
46.5 |
47.5 |
1.0 |
2.1% |
0.0 |
| Volume |
2,697 |
10,187 |
7,490 |
277.7% |
13,632 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,144.3 |
3,117.7 |
3,004.0 |
|
| R3 |
3,084.3 |
3,057.7 |
2,987.5 |
|
| R2 |
3,024.3 |
3,024.3 |
2,982.0 |
|
| R1 |
2,997.7 |
2,997.7 |
2,976.5 |
3,011.0 |
| PP |
2,964.3 |
2,964.3 |
2,964.3 |
2,971.0 |
| S1 |
2,937.7 |
2,937.7 |
2,965.5 |
2,951.0 |
| S2 |
2,904.3 |
2,904.3 |
2,960.0 |
|
| S3 |
2,844.3 |
2,877.7 |
2,954.5 |
|
| S4 |
2,784.3 |
2,817.7 |
2,938.0 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,312.3 |
3,264.7 |
3,038.7 |
|
| R3 |
3,189.3 |
3,141.7 |
3,004.8 |
|
| R2 |
3,066.3 |
3,066.3 |
2,993.6 |
|
| R1 |
3,018.7 |
3,018.7 |
2,982.3 |
3,042.5 |
| PP |
2,943.3 |
2,943.3 |
2,943.3 |
2,955.3 |
| S1 |
2,895.7 |
2,895.7 |
2,959.7 |
2,919.5 |
| S2 |
2,820.3 |
2,820.3 |
2,948.5 |
|
| S3 |
2,697.3 |
2,772.7 |
2,937.2 |
|
| S4 |
2,574.3 |
2,649.7 |
2,903.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,991.0 |
2,868.0 |
123.0 |
4.1% |
51.6 |
1.7% |
84% |
True |
False |
2,726 |
| 10 |
3,011.0 |
2,868.0 |
143.0 |
4.8% |
54.8 |
1.8% |
72% |
False |
False |
3,400 |
| 20 |
3,108.0 |
2,868.0 |
240.0 |
8.1% |
48.4 |
1.6% |
43% |
False |
False |
2,020 |
| 40 |
3,108.0 |
2,847.0 |
261.0 |
8.8% |
39.7 |
1.3% |
48% |
False |
False |
1,281 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.8% |
30.1 |
1.0% |
48% |
False |
False |
1,100 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.8% |
25.7 |
0.9% |
48% |
False |
False |
826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,246.0 |
|
2.618 |
3,148.1 |
|
1.618 |
3,088.1 |
|
1.000 |
3,051.0 |
|
0.618 |
3,028.1 |
|
HIGH |
2,991.0 |
|
0.618 |
2,968.1 |
|
0.500 |
2,961.0 |
|
0.382 |
2,953.9 |
|
LOW |
2,931.0 |
|
0.618 |
2,893.9 |
|
1.000 |
2,871.0 |
|
1.618 |
2,833.9 |
|
2.618 |
2,773.9 |
|
4.250 |
2,676.0 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,967.7 |
2,959.2 |
| PP |
2,964.3 |
2,947.3 |
| S1 |
2,961.0 |
2,935.5 |
|