| 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 |
1,252.9 |
1,258.4 |
5.5 |
0.4% |
1,272.6 |
| High |
1,273.2 |
1,266.3 |
-6.9 |
-0.5% |
1,280.6 |
| Low |
1,252.9 |
1,254.0 |
1.1 |
0.1% |
1,238.5 |
| Close |
1,257.2 |
1,257.5 |
0.3 |
0.0% |
1,240.3 |
| Range |
20.3 |
12.3 |
-8.0 |
-39.4% |
42.1 |
| ATR |
18.8 |
18.3 |
-0.5 |
-2.5% |
0.0 |
| Volume |
2,478 |
1,649 |
-829 |
-33.5% |
33,072 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.2 |
1,289.1 |
1,264.3 |
|
| R3 |
1,283.9 |
1,276.8 |
1,260.9 |
|
| R2 |
1,271.6 |
1,271.6 |
1,259.8 |
|
| R1 |
1,264.5 |
1,264.5 |
1,258.6 |
1,261.9 |
| PP |
1,259.3 |
1,259.3 |
1,259.3 |
1,258.0 |
| S1 |
1,252.2 |
1,252.2 |
1,256.4 |
1,249.6 |
| S2 |
1,247.0 |
1,247.0 |
1,255.2 |
|
| S3 |
1,234.7 |
1,239.9 |
1,254.1 |
|
| S4 |
1,222.4 |
1,227.6 |
1,250.7 |
|
|
| 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 |
1,273.2 |
1,238.8 |
34.4 |
2.7% |
17.1 |
1.4% |
54% |
False |
False |
2,769 |
| 10 |
1,280.6 |
1,238.5 |
42.1 |
3.3% |
18.8 |
1.5% |
45% |
False |
False |
4,590 |
| 20 |
1,280.6 |
1,225.0 |
55.6 |
4.4% |
16.5 |
1.3% |
58% |
False |
False |
4,003 |
| 40 |
1,280.6 |
1,186.7 |
93.9 |
7.5% |
18.1 |
1.4% |
75% |
False |
False |
2,556 |
| 60 |
1,295.0 |
1,186.7 |
108.3 |
8.6% |
17.8 |
1.4% |
65% |
False |
False |
2,196 |
| 80 |
1,362.0 |
1,186.7 |
175.3 |
13.9% |
17.9 |
1.4% |
40% |
False |
False |
1,839 |
| 100 |
1,376.1 |
1,186.7 |
189.4 |
15.1% |
18.1 |
1.4% |
37% |
False |
False |
1,571 |
| 120 |
1,431.7 |
1,186.7 |
245.0 |
19.5% |
17.7 |
1.4% |
29% |
False |
False |
1,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,318.6 |
|
2.618 |
1,298.5 |
|
1.618 |
1,286.2 |
|
1.000 |
1,278.6 |
|
0.618 |
1,273.9 |
|
HIGH |
1,266.3 |
|
0.618 |
1,261.6 |
|
0.500 |
1,260.2 |
|
0.382 |
1,258.7 |
|
LOW |
1,254.0 |
|
0.618 |
1,246.4 |
|
1.000 |
1,241.7 |
|
1.618 |
1,234.1 |
|
2.618 |
1,221.8 |
|
4.250 |
1,201.7 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,260.2 |
1,260.4 |
| PP |
1,259.3 |
1,259.4 |
| S1 |
1,258.4 |
1,258.5 |
|