| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,243.2 |
1,257.3 |
14.1 |
1.1% |
1,272.6 |
| High |
1,266.2 |
1,260.3 |
-5.9 |
-0.5% |
1,280.6 |
| Low |
1,241.2 |
1,247.5 |
6.3 |
0.5% |
1,238.5 |
| Close |
1,260.3 |
1,251.5 |
-8.8 |
-0.7% |
1,240.3 |
| Range |
25.0 |
12.8 |
-12.2 |
-48.8% |
42.1 |
| ATR |
19.0 |
18.6 |
-0.4 |
-2.3% |
0.0 |
| Volume |
2,746 |
1,987 |
-759 |
-27.6% |
33,072 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,291.5 |
1,284.3 |
1,258.5 |
|
| R3 |
1,278.7 |
1,271.5 |
1,255.0 |
|
| R2 |
1,265.9 |
1,265.9 |
1,253.8 |
|
| R1 |
1,258.7 |
1,258.7 |
1,252.7 |
1,255.9 |
| PP |
1,253.1 |
1,253.1 |
1,253.1 |
1,251.7 |
| S1 |
1,245.9 |
1,245.9 |
1,250.3 |
1,243.1 |
| S2 |
1,240.3 |
1,240.3 |
1,249.2 |
|
| S3 |
1,227.5 |
1,233.1 |
1,248.0 |
|
| S4 |
1,214.7 |
1,220.3 |
1,244.5 |
|
|
| 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 |
1,270.6 |
1,238.5 |
32.1 |
2.6% |
20.2 |
1.6% |
40% |
False |
False |
5,169 |
| 10 |
1,280.6 |
1,233.0 |
47.6 |
3.8% |
19.5 |
1.6% |
39% |
False |
False |
4,688 |
| 20 |
1,280.6 |
1,219.8 |
60.8 |
4.9% |
16.4 |
1.3% |
52% |
False |
False |
4,022 |
| 40 |
1,280.6 |
1,186.7 |
93.9 |
7.5% |
18.4 |
1.5% |
69% |
False |
False |
2,531 |
| 60 |
1,326.1 |
1,186.7 |
139.4 |
11.1% |
18.2 |
1.5% |
46% |
False |
False |
2,187 |
| 80 |
1,362.0 |
1,186.7 |
175.3 |
14.0% |
17.9 |
1.4% |
37% |
False |
False |
1,814 |
| 100 |
1,376.1 |
1,186.7 |
189.4 |
15.1% |
18.3 |
1.5% |
34% |
False |
False |
1,538 |
| 120 |
1,431.7 |
1,186.7 |
245.0 |
19.6% |
17.9 |
1.4% |
26% |
False |
False |
1,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,314.7 |
|
2.618 |
1,293.8 |
|
1.618 |
1,281.0 |
|
1.000 |
1,273.1 |
|
0.618 |
1,268.2 |
|
HIGH |
1,260.3 |
|
0.618 |
1,255.4 |
|
0.500 |
1,253.9 |
|
0.382 |
1,252.4 |
|
LOW |
1,247.5 |
|
0.618 |
1,239.6 |
|
1.000 |
1,234.7 |
|
1.618 |
1,226.8 |
|
2.618 |
1,214.0 |
|
4.250 |
1,193.1 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,253.9 |
1,252.5 |
| PP |
1,253.1 |
1,252.2 |
| S1 |
1,252.3 |
1,251.8 |
|