| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,257.1 |
1,265.7 |
8.6 |
0.7% |
1,243.2 |
| High |
1,271.6 |
1,277.8 |
6.2 |
0.5% |
1,273.2 |
| Low |
1,256.0 |
1,265.4 |
9.4 |
0.7% |
1,241.2 |
| Close |
1,263.3 |
1,275.1 |
11.8 |
0.9% |
1,263.3 |
| Range |
15.6 |
12.4 |
-3.2 |
-20.5% |
32.0 |
| ATR |
18.1 |
17.9 |
-0.3 |
-1.4% |
0.0 |
| Volume |
677 |
3,717 |
3,040 |
449.0% |
9,537 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.0 |
1,304.9 |
1,281.9 |
|
| R3 |
1,297.6 |
1,292.5 |
1,278.5 |
|
| R2 |
1,285.2 |
1,285.2 |
1,277.4 |
|
| R1 |
1,280.1 |
1,280.1 |
1,276.2 |
1,282.7 |
| PP |
1,272.8 |
1,272.8 |
1,272.8 |
1,274.0 |
| S1 |
1,267.7 |
1,267.7 |
1,274.0 |
1,270.3 |
| S2 |
1,260.4 |
1,260.4 |
1,272.8 |
|
| S3 |
1,248.0 |
1,255.3 |
1,271.7 |
|
| S4 |
1,235.6 |
1,242.9 |
1,268.3 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.2 |
1,341.3 |
1,280.9 |
|
| R3 |
1,323.2 |
1,309.3 |
1,272.1 |
|
| R2 |
1,291.2 |
1,291.2 |
1,269.2 |
|
| R1 |
1,277.3 |
1,277.3 |
1,266.2 |
1,284.3 |
| PP |
1,259.2 |
1,259.2 |
1,259.2 |
1,262.7 |
| S1 |
1,245.3 |
1,245.3 |
1,260.4 |
1,252.3 |
| S2 |
1,227.2 |
1,227.2 |
1,257.4 |
|
| S3 |
1,195.2 |
1,213.3 |
1,254.5 |
|
| S4 |
1,163.2 |
1,181.3 |
1,245.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,277.8 |
1,247.5 |
30.3 |
2.4% |
14.7 |
1.2% |
91% |
True |
False |
2,101 |
| 10 |
1,277.8 |
1,238.5 |
39.3 |
3.1% |
17.4 |
1.4% |
93% |
True |
False |
3,891 |
| 20 |
1,280.6 |
1,233.0 |
47.6 |
3.7% |
16.6 |
1.3% |
88% |
False |
False |
3,955 |
| 40 |
1,280.6 |
1,186.7 |
93.9 |
7.4% |
17.8 |
1.4% |
94% |
False |
False |
2,603 |
| 60 |
1,295.0 |
1,186.7 |
108.3 |
8.5% |
17.9 |
1.4% |
82% |
False |
False |
2,238 |
| 80 |
1,362.0 |
1,186.7 |
175.3 |
13.7% |
17.6 |
1.4% |
50% |
False |
False |
1,882 |
| 100 |
1,376.1 |
1,186.7 |
189.4 |
14.9% |
18.1 |
1.4% |
47% |
False |
False |
1,609 |
| 120 |
1,431.7 |
1,186.7 |
245.0 |
19.2% |
17.7 |
1.4% |
36% |
False |
False |
1,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,330.5 |
|
2.618 |
1,310.3 |
|
1.618 |
1,297.9 |
|
1.000 |
1,290.2 |
|
0.618 |
1,285.5 |
|
HIGH |
1,277.8 |
|
0.618 |
1,273.1 |
|
0.500 |
1,271.6 |
|
0.382 |
1,270.1 |
|
LOW |
1,265.4 |
|
0.618 |
1,257.7 |
|
1.000 |
1,253.0 |
|
1.618 |
1,245.3 |
|
2.618 |
1,232.9 |
|
4.250 |
1,212.7 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,273.9 |
1,272.0 |
| PP |
1,272.8 |
1,269.0 |
| S1 |
1,271.6 |
1,265.9 |
|