| 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 |
1,126.1 |
1,094.1 |
-32.0 |
-2.8% |
1,140.5 |
| High |
1,131.7 |
1,104.9 |
-26.8 |
-2.4% |
1,148.3 |
| Low |
1,086.6 |
1,089.2 |
2.6 |
0.2% |
1,115.6 |
| Close |
1,090.1 |
1,094.8 |
4.7 |
0.4% |
1,128.3 |
| Range |
45.1 |
15.7 |
-29.4 |
-65.2% |
32.7 |
| ATR |
19.6 |
19.3 |
-0.3 |
-1.4% |
0.0 |
| Volume |
217,616 |
151,593 |
-66,023 |
-30.3% |
791,161 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,143.5 |
1,134.8 |
1,103.5 |
|
| R3 |
1,127.8 |
1,119.0 |
1,099.0 |
|
| R2 |
1,112.0 |
1,112.0 |
1,097.8 |
|
| R1 |
1,103.5 |
1,103.5 |
1,096.3 |
1,107.8 |
| PP |
1,096.3 |
1,096.3 |
1,096.3 |
1,098.5 |
| S1 |
1,087.8 |
1,087.8 |
1,093.3 |
1,092.0 |
| S2 |
1,080.5 |
1,080.5 |
1,092.0 |
|
| S3 |
1,065.0 |
1,072.0 |
1,090.5 |
|
| S4 |
1,049.3 |
1,056.3 |
1,086.3 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,228.8 |
1,211.3 |
1,146.3 |
|
| R3 |
1,196.3 |
1,178.5 |
1,137.3 |
|
| R2 |
1,163.5 |
1,163.5 |
1,134.3 |
|
| R1 |
1,145.8 |
1,145.8 |
1,131.3 |
1,138.3 |
| PP |
1,130.8 |
1,130.8 |
1,130.8 |
1,127.0 |
| S1 |
1,113.3 |
1,113.3 |
1,125.3 |
1,105.5 |
| S2 |
1,098.0 |
1,098.0 |
1,122.3 |
|
| S3 |
1,065.3 |
1,080.5 |
1,119.3 |
|
| S4 |
1,032.8 |
1,047.8 |
1,110.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,145.5 |
1,086.6 |
58.9 |
5.4% |
27.0 |
2.5% |
14% |
False |
False |
167,460 |
| 10 |
1,181.3 |
1,086.6 |
94.7 |
8.6% |
25.3 |
2.3% |
9% |
False |
False |
150,451 |
| 20 |
1,181.3 |
1,086.6 |
94.7 |
8.6% |
19.0 |
1.7% |
9% |
False |
False |
120,584 |
| 40 |
1,181.3 |
1,086.6 |
94.7 |
8.6% |
16.5 |
1.5% |
9% |
False |
False |
96,917 |
| 60 |
1,181.3 |
1,079.2 |
102.1 |
9.3% |
13.3 |
1.2% |
15% |
False |
False |
64,652 |
| 80 |
1,181.3 |
1,079.0 |
102.3 |
9.3% |
10.3 |
0.9% |
15% |
False |
False |
48,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,171.5 |
|
2.618 |
1,146.0 |
|
1.618 |
1,130.3 |
|
1.000 |
1,120.5 |
|
0.618 |
1,114.5 |
|
HIGH |
1,105.0 |
|
0.618 |
1,099.0 |
|
0.500 |
1,097.0 |
|
0.382 |
1,095.3 |
|
LOW |
1,089.3 |
|
0.618 |
1,079.5 |
|
1.000 |
1,073.5 |
|
1.618 |
1,063.8 |
|
2.618 |
1,048.0 |
|
4.250 |
1,022.5 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,097.0 |
1,111.0 |
| PP |
1,096.3 |
1,105.8 |
| S1 |
1,095.5 |
1,100.3 |
|