| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,267.4 |
1,243.4 |
-24.0 |
-1.9% |
1,272.6 |
| High |
1,267.4 |
1,254.1 |
-13.3 |
-1.0% |
1,280.6 |
| Low |
1,238.5 |
1,238.8 |
0.3 |
0.0% |
1,238.5 |
| Close |
1,243.0 |
1,240.3 |
-2.7 |
-0.2% |
1,240.3 |
| Range |
28.9 |
15.3 |
-13.6 |
-47.1% |
42.1 |
| ATR |
18.7 |
18.5 |
-0.2 |
-1.3% |
0.0 |
| Volume |
6,791 |
4,987 |
-1,804 |
-26.6% |
33,072 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.3 |
1,280.6 |
1,248.7 |
|
| R3 |
1,275.0 |
1,265.3 |
1,244.5 |
|
| R2 |
1,259.7 |
1,259.7 |
1,243.1 |
|
| R1 |
1,250.0 |
1,250.0 |
1,241.7 |
1,247.2 |
| PP |
1,244.4 |
1,244.4 |
1,244.4 |
1,243.0 |
| S1 |
1,234.7 |
1,234.7 |
1,238.9 |
1,231.9 |
| S2 |
1,229.1 |
1,229.1 |
1,237.5 |
|
| S3 |
1,213.8 |
1,219.4 |
1,236.1 |
|
| S4 |
1,198.5 |
1,204.1 |
1,231.9 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,379.4 |
1,352.0 |
1,263.5 |
|
| R3 |
1,337.3 |
1,309.9 |
1,251.9 |
|
| R2 |
1,295.2 |
1,295.2 |
1,248.0 |
|
| R1 |
1,267.8 |
1,267.8 |
1,244.2 |
1,260.5 |
| PP |
1,253.1 |
1,253.1 |
1,253.1 |
1,249.5 |
| S1 |
1,225.7 |
1,225.7 |
1,236.4 |
1,218.4 |
| S2 |
1,211.0 |
1,211.0 |
1,232.6 |
|
| S3 |
1,168.9 |
1,183.6 |
1,228.7 |
|
| S4 |
1,126.8 |
1,141.5 |
1,217.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,280.6 |
1,238.5 |
42.1 |
3.4% |
20.7 |
1.7% |
4% |
False |
False |
6,614 |
| 10 |
1,280.6 |
1,233.0 |
47.6 |
3.8% |
19.7 |
1.6% |
15% |
False |
False |
5,053 |
| 20 |
1,280.6 |
1,219.8 |
60.8 |
4.9% |
16.7 |
1.3% |
34% |
False |
False |
4,067 |
| 40 |
1,280.6 |
1,186.7 |
93.9 |
7.6% |
19.0 |
1.5% |
57% |
False |
False |
2,470 |
| 60 |
1,326.1 |
1,186.7 |
139.4 |
11.2% |
17.8 |
1.4% |
38% |
False |
False |
2,142 |
| 80 |
1,362.0 |
1,186.7 |
175.3 |
14.1% |
17.9 |
1.4% |
31% |
False |
False |
1,763 |
| 100 |
1,387.7 |
1,186.7 |
201.0 |
16.2% |
18.1 |
1.5% |
27% |
False |
False |
1,497 |
| 120 |
1,431.7 |
1,186.7 |
245.0 |
19.8% |
17.8 |
1.4% |
22% |
False |
False |
1,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,319.1 |
|
2.618 |
1,294.2 |
|
1.618 |
1,278.9 |
|
1.000 |
1,269.4 |
|
0.618 |
1,263.6 |
|
HIGH |
1,254.1 |
|
0.618 |
1,248.3 |
|
0.500 |
1,246.5 |
|
0.382 |
1,244.6 |
|
LOW |
1,238.8 |
|
0.618 |
1,229.3 |
|
1.000 |
1,223.5 |
|
1.618 |
1,214.0 |
|
2.618 |
1,198.7 |
|
4.250 |
1,173.8 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,246.5 |
1,254.6 |
| PP |
1,244.4 |
1,249.8 |
| S1 |
1,242.4 |
1,245.1 |
|