| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,265.7 |
1,278.2 |
12.5 |
1.0% |
1,243.2 |
| High |
1,277.8 |
1,293.9 |
16.1 |
1.3% |
1,273.2 |
| Low |
1,265.4 |
1,277.2 |
11.8 |
0.9% |
1,241.2 |
| Close |
1,275.1 |
1,290.2 |
15.1 |
1.2% |
1,263.3 |
| Range |
12.4 |
16.7 |
4.3 |
34.7% |
32.0 |
| ATR |
17.9 |
17.9 |
0.1 |
0.4% |
0.0 |
| Volume |
3,717 |
2,096 |
-1,621 |
-43.6% |
9,537 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,337.2 |
1,330.4 |
1,299.4 |
|
| R3 |
1,320.5 |
1,313.7 |
1,294.8 |
|
| R2 |
1,303.8 |
1,303.8 |
1,293.3 |
|
| R1 |
1,297.0 |
1,297.0 |
1,291.7 |
1,300.4 |
| PP |
1,287.1 |
1,287.1 |
1,287.1 |
1,288.8 |
| S1 |
1,280.3 |
1,280.3 |
1,288.7 |
1,283.7 |
| S2 |
1,270.4 |
1,270.4 |
1,287.1 |
|
| S3 |
1,253.7 |
1,263.6 |
1,285.6 |
|
| S4 |
1,237.0 |
1,246.9 |
1,281.0 |
|
|
| 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 |
1,293.9 |
1,252.9 |
41.0 |
3.2% |
15.5 |
1.2% |
91% |
True |
False |
2,123 |
| 10 |
1,293.9 |
1,238.5 |
55.4 |
4.3% |
17.8 |
1.4% |
93% |
True |
False |
3,646 |
| 20 |
1,293.9 |
1,233.0 |
60.9 |
4.7% |
16.9 |
1.3% |
94% |
True |
False |
3,953 |
| 40 |
1,293.9 |
1,186.7 |
107.2 |
8.3% |
17.5 |
1.4% |
97% |
True |
False |
2,630 |
| 60 |
1,295.0 |
1,186.7 |
108.3 |
8.4% |
18.0 |
1.4% |
96% |
False |
False |
2,256 |
| 80 |
1,362.0 |
1,186.7 |
175.3 |
13.6% |
17.6 |
1.4% |
59% |
False |
False |
1,899 |
| 100 |
1,376.1 |
1,186.7 |
189.4 |
14.7% |
17.9 |
1.4% |
55% |
False |
False |
1,623 |
| 120 |
1,431.7 |
1,186.7 |
245.0 |
19.0% |
17.7 |
1.4% |
42% |
False |
False |
1,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,364.9 |
|
2.618 |
1,337.6 |
|
1.618 |
1,320.9 |
|
1.000 |
1,310.6 |
|
0.618 |
1,304.2 |
|
HIGH |
1,293.9 |
|
0.618 |
1,287.5 |
|
0.500 |
1,285.6 |
|
0.382 |
1,283.6 |
|
LOW |
1,277.2 |
|
0.618 |
1,266.9 |
|
1.000 |
1,260.5 |
|
1.618 |
1,250.2 |
|
2.618 |
1,233.5 |
|
4.250 |
1,206.2 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,288.7 |
1,285.1 |
| PP |
1,287.1 |
1,280.0 |
| S1 |
1,285.6 |
1,275.0 |
|