| 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 |
3,431.00 |
3,444.25 |
13.25 |
0.4% |
3,521.50 |
| High |
3,463.00 |
3,455.00 |
-8.00 |
-0.2% |
3,539.50 |
| Low |
3,429.50 |
3,408.00 |
-21.50 |
-0.6% |
3,449.25 |
| Close |
3,444.25 |
3,437.75 |
-6.50 |
-0.2% |
3,506.50 |
| Range |
33.50 |
47.00 |
13.50 |
40.3% |
90.25 |
| ATR |
44.29 |
44.49 |
0.19 |
0.4% |
0.00 |
| Volume |
867 |
1,289 |
422 |
48.7% |
1,828 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,574.50 |
3,553.25 |
3,463.50 |
|
| R3 |
3,527.50 |
3,506.25 |
3,450.75 |
|
| R2 |
3,480.50 |
3,480.50 |
3,446.25 |
|
| R1 |
3,459.25 |
3,459.25 |
3,442.00 |
3,446.50 |
| PP |
3,433.50 |
3,433.50 |
3,433.50 |
3,427.25 |
| S1 |
3,412.25 |
3,412.25 |
3,433.50 |
3,399.50 |
| S2 |
3,386.50 |
3,386.50 |
3,429.25 |
|
| S3 |
3,339.50 |
3,365.25 |
3,424.75 |
|
| S4 |
3,292.50 |
3,318.25 |
3,412.00 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,769.25 |
3,728.00 |
3,556.25 |
|
| R3 |
3,679.00 |
3,637.75 |
3,531.25 |
|
| R2 |
3,588.75 |
3,588.75 |
3,523.00 |
|
| R1 |
3,547.50 |
3,547.50 |
3,514.75 |
3,523.00 |
| PP |
3,498.50 |
3,498.50 |
3,498.50 |
3,486.00 |
| S1 |
3,457.25 |
3,457.25 |
3,498.25 |
3,432.75 |
| S2 |
3,408.25 |
3,408.25 |
3,490.00 |
|
| S3 |
3,318.00 |
3,367.00 |
3,481.75 |
|
| S4 |
3,227.75 |
3,276.75 |
3,456.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,529.75 |
3,408.00 |
121.75 |
3.5% |
60.00 |
1.7% |
24% |
False |
True |
818 |
| 10 |
3,617.25 |
3,408.00 |
209.25 |
6.1% |
59.50 |
1.7% |
14% |
False |
True |
500 |
| 20 |
3,617.25 |
3,408.00 |
209.25 |
6.1% |
45.75 |
1.3% |
14% |
False |
True |
275 |
| 40 |
3,617.25 |
3,408.00 |
209.25 |
6.1% |
30.50 |
0.9% |
14% |
False |
True |
140 |
| 60 |
3,617.25 |
3,341.75 |
275.50 |
8.0% |
21.75 |
0.6% |
35% |
False |
False |
94 |
| 80 |
3,617.25 |
3,212.50 |
404.75 |
11.8% |
17.00 |
0.5% |
56% |
False |
False |
71 |
| 100 |
3,617.25 |
3,119.75 |
497.50 |
14.5% |
13.75 |
0.4% |
64% |
False |
False |
57 |
| 120 |
3,617.25 |
3,040.00 |
577.25 |
16.8% |
11.50 |
0.3% |
69% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,654.75 |
|
2.618 |
3,578.00 |
|
1.618 |
3,531.00 |
|
1.000 |
3,502.00 |
|
0.618 |
3,484.00 |
|
HIGH |
3,455.00 |
|
0.618 |
3,437.00 |
|
0.500 |
3,431.50 |
|
0.382 |
3,426.00 |
|
LOW |
3,408.00 |
|
0.618 |
3,379.00 |
|
1.000 |
3,361.00 |
|
1.618 |
3,332.00 |
|
2.618 |
3,285.00 |
|
4.250 |
3,208.25 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,435.75 |
3,465.50 |
| PP |
3,433.50 |
3,456.25 |
| S1 |
3,431.50 |
3,447.00 |
|