| 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 |
3,444.25 |
3,448.25 |
4.00 |
0.1% |
3,521.50 |
| High |
3,455.00 |
3,491.25 |
36.25 |
1.0% |
3,539.50 |
| Low |
3,408.00 |
3,447.25 |
39.25 |
1.2% |
3,449.25 |
| Close |
3,437.75 |
3,479.50 |
41.75 |
1.2% |
3,506.50 |
| Range |
47.00 |
44.00 |
-3.00 |
-6.4% |
90.25 |
| ATR |
44.49 |
45.13 |
0.64 |
1.4% |
0.00 |
| Volume |
1,289 |
519 |
-770 |
-59.7% |
1,828 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,604.75 |
3,586.00 |
3,503.75 |
|
| R3 |
3,560.75 |
3,542.00 |
3,491.50 |
|
| R2 |
3,516.75 |
3,516.75 |
3,487.50 |
|
| R1 |
3,498.00 |
3,498.00 |
3,483.50 |
3,507.50 |
| PP |
3,472.75 |
3,472.75 |
3,472.75 |
3,477.25 |
| S1 |
3,454.00 |
3,454.00 |
3,475.50 |
3,463.50 |
| S2 |
3,428.75 |
3,428.75 |
3,471.50 |
|
| S3 |
3,384.75 |
3,410.00 |
3,467.50 |
|
| S4 |
3,340.75 |
3,366.00 |
3,455.25 |
|
|
| 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 |
3,523.50 |
3,408.00 |
115.50 |
3.3% |
55.75 |
1.6% |
62% |
False |
False |
819 |
| 10 |
3,615.75 |
3,408.00 |
207.75 |
6.0% |
59.75 |
1.7% |
34% |
False |
False |
539 |
| 20 |
3,617.25 |
3,408.00 |
209.25 |
6.0% |
47.00 |
1.3% |
34% |
False |
False |
299 |
| 40 |
3,617.25 |
3,408.00 |
209.25 |
6.0% |
31.75 |
0.9% |
34% |
False |
False |
153 |
| 60 |
3,617.25 |
3,341.75 |
275.50 |
7.9% |
22.50 |
0.6% |
50% |
False |
False |
103 |
| 80 |
3,617.25 |
3,214.00 |
403.25 |
11.6% |
17.75 |
0.5% |
66% |
False |
False |
77 |
| 100 |
3,617.25 |
3,119.75 |
497.50 |
14.3% |
14.25 |
0.4% |
72% |
False |
False |
62 |
| 120 |
3,617.25 |
3,040.00 |
577.25 |
16.6% |
12.00 |
0.3% |
76% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,678.25 |
|
2.618 |
3,606.50 |
|
1.618 |
3,562.50 |
|
1.000 |
3,535.25 |
|
0.618 |
3,518.50 |
|
HIGH |
3,491.25 |
|
0.618 |
3,474.50 |
|
0.500 |
3,469.25 |
|
0.382 |
3,464.00 |
|
LOW |
3,447.25 |
|
0.618 |
3,420.00 |
|
1.000 |
3,403.25 |
|
1.618 |
3,376.00 |
|
2.618 |
3,332.00 |
|
4.250 |
3,260.25 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,476.00 |
3,469.50 |
| PP |
3,472.75 |
3,459.50 |
| S1 |
3,469.25 |
3,449.50 |
|