| 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 |
6,549.0 |
6,548.5 |
-0.5 |
0.0% |
6,446.5 |
| High |
6,550.5 |
6,651.5 |
101.0 |
1.5% |
6,550.5 |
| Low |
6,511.0 |
6,548.5 |
37.5 |
0.6% |
6,344.5 |
| Close |
6,536.0 |
6,616.0 |
80.0 |
1.2% |
6,517.0 |
| Range |
39.5 |
103.0 |
63.5 |
160.8% |
206.0 |
| ATR |
82.7 |
85.0 |
2.3 |
2.8% |
0.0 |
| Volume |
106,319 |
109,653 |
3,334 |
3.1% |
581,253 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,914.5 |
6,868.0 |
6,672.5 |
|
| R3 |
6,811.5 |
6,765.0 |
6,644.5 |
|
| R2 |
6,708.5 |
6,708.5 |
6,635.0 |
|
| R1 |
6,662.0 |
6,662.0 |
6,625.5 |
6,685.0 |
| PP |
6,605.5 |
6,605.5 |
6,605.5 |
6,617.0 |
| S1 |
6,559.0 |
6,559.0 |
6,606.5 |
6,582.0 |
| S2 |
6,502.5 |
6,502.5 |
6,597.0 |
|
| S3 |
6,399.5 |
6,456.0 |
6,587.5 |
|
| S4 |
6,296.5 |
6,353.0 |
6,559.5 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,088.5 |
7,009.0 |
6,630.5 |
|
| R3 |
6,882.5 |
6,803.0 |
6,573.5 |
|
| R2 |
6,676.5 |
6,676.5 |
6,555.0 |
|
| R1 |
6,597.0 |
6,597.0 |
6,536.0 |
6,637.0 |
| PP |
6,470.5 |
6,470.5 |
6,470.5 |
6,490.5 |
| S1 |
6,391.0 |
6,391.0 |
6,498.0 |
6,431.0 |
| S2 |
6,264.5 |
6,264.5 |
6,479.0 |
|
| S3 |
6,058.5 |
6,185.0 |
6,460.5 |
|
| S4 |
5,852.5 |
5,979.0 |
6,403.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,651.5 |
6,360.0 |
291.5 |
4.4% |
80.0 |
1.2% |
88% |
True |
False |
109,991 |
| 10 |
6,651.5 |
6,344.5 |
307.0 |
4.6% |
96.5 |
1.5% |
88% |
True |
False |
119,117 |
| 20 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
84.5 |
1.3% |
58% |
False |
False |
114,335 |
| 40 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
76.0 |
1.1% |
58% |
False |
False |
103,835 |
| 60 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
66.5 |
1.0% |
58% |
False |
False |
74,013 |
| 80 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
60.0 |
0.9% |
58% |
False |
False |
55,692 |
| 100 |
6,815.5 |
6,275.0 |
540.5 |
8.2% |
51.5 |
0.8% |
63% |
False |
False |
44,580 |
| 120 |
6,815.5 |
6,275.0 |
540.5 |
8.2% |
44.5 |
0.7% |
63% |
False |
False |
37,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,089.0 |
|
2.618 |
6,921.0 |
|
1.618 |
6,818.0 |
|
1.000 |
6,754.5 |
|
0.618 |
6,715.0 |
|
HIGH |
6,651.5 |
|
0.618 |
6,612.0 |
|
0.500 |
6,600.0 |
|
0.382 |
6,588.0 |
|
LOW |
6,548.5 |
|
0.618 |
6,485.0 |
|
1.000 |
6,445.5 |
|
1.618 |
6,382.0 |
|
2.618 |
6,279.0 |
|
4.250 |
6,111.0 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,610.5 |
6,600.0 |
| PP |
6,605.5 |
6,584.0 |
| S1 |
6,600.0 |
6,568.0 |
|