| 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 |
1,730.00 |
1,739.00 |
9.00 |
0.5% |
1,774.25 |
| High |
1,746.50 |
1,743.50 |
-3.00 |
-0.2% |
1,794.50 |
| Low |
1,727.25 |
1,725.25 |
-2.00 |
-0.1% |
1,754.75 |
| Close |
1,736.75 |
1,737.00 |
0.25 |
0.0% |
1,769.75 |
| Range |
19.25 |
18.25 |
-1.00 |
-5.2% |
39.75 |
| ATR |
22.67 |
22.35 |
-0.32 |
-1.4% |
0.00 |
| Volume |
10,503 |
6,532 |
-3,971 |
-37.8% |
44,482 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,790.00 |
1,781.75 |
1,747.00 |
|
| R3 |
1,771.75 |
1,763.50 |
1,742.00 |
|
| R2 |
1,753.50 |
1,753.50 |
1,740.25 |
|
| R1 |
1,745.25 |
1,745.25 |
1,738.75 |
1,740.25 |
| PP |
1,735.25 |
1,735.25 |
1,735.25 |
1,732.75 |
| S1 |
1,727.00 |
1,727.00 |
1,735.25 |
1,722.00 |
| S2 |
1,717.00 |
1,717.00 |
1,733.75 |
|
| S3 |
1,698.75 |
1,708.75 |
1,732.00 |
|
| S4 |
1,680.50 |
1,690.50 |
1,727.00 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,892.25 |
1,870.75 |
1,791.50 |
|
| R3 |
1,852.50 |
1,831.00 |
1,780.75 |
|
| R2 |
1,812.75 |
1,812.75 |
1,777.00 |
|
| R1 |
1,791.25 |
1,791.25 |
1,773.50 |
1,782.00 |
| PP |
1,773.00 |
1,773.00 |
1,773.00 |
1,768.50 |
| S1 |
1,751.50 |
1,751.50 |
1,766.00 |
1,742.50 |
| S2 |
1,733.25 |
1,733.25 |
1,762.50 |
|
| S3 |
1,693.50 |
1,711.75 |
1,758.75 |
|
| S4 |
1,653.75 |
1,672.00 |
1,748.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,786.50 |
1,725.25 |
61.25 |
3.5% |
28.00 |
1.6% |
19% |
False |
True |
8,319 |
| 10 |
1,837.25 |
1,725.25 |
112.00 |
6.4% |
30.25 |
1.7% |
10% |
False |
True |
7,713 |
| 20 |
1,839.00 |
1,725.25 |
113.75 |
6.5% |
22.75 |
1.3% |
10% |
False |
True |
5,522 |
| 40 |
1,839.75 |
1,725.25 |
114.50 |
6.6% |
18.50 |
1.1% |
10% |
False |
True |
3,426 |
| 60 |
1,839.75 |
1,725.25 |
114.50 |
6.6% |
16.25 |
0.9% |
10% |
False |
True |
2,323 |
| 80 |
1,839.75 |
1,670.25 |
169.50 |
9.8% |
15.25 |
0.9% |
39% |
False |
False |
1,756 |
| 100 |
1,839.75 |
1,631.50 |
208.25 |
12.0% |
14.00 |
0.8% |
51% |
False |
False |
1,417 |
| 120 |
1,839.75 |
1,608.25 |
231.50 |
13.3% |
12.50 |
0.7% |
56% |
False |
False |
1,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,821.00 |
|
2.618 |
1,791.25 |
|
1.618 |
1,773.00 |
|
1.000 |
1,761.75 |
|
0.618 |
1,754.75 |
|
HIGH |
1,743.50 |
|
0.618 |
1,736.50 |
|
0.500 |
1,734.50 |
|
0.382 |
1,732.25 |
|
LOW |
1,725.25 |
|
0.618 |
1,714.00 |
|
1.000 |
1,707.00 |
|
1.618 |
1,695.75 |
|
2.618 |
1,677.50 |
|
4.250 |
1,647.75 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,736.00 |
1,751.00 |
| PP |
1,735.25 |
1,746.25 |
| S1 |
1,734.50 |
1,741.50 |
|