| 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 |
1,096.4 |
1,091.8 |
-4.6 |
-0.4% |
1,140.5 |
| High |
1,096.7 |
1,105.2 |
8.5 |
0.8% |
1,148.3 |
| Low |
1,078.0 |
1,089.1 |
11.1 |
1.0% |
1,115.6 |
| Close |
1,088.6 |
1,097.8 |
9.2 |
0.8% |
1,128.3 |
| Range |
18.7 |
16.1 |
-2.6 |
-13.9% |
32.7 |
| ATR |
19.3 |
19.1 |
-0.2 |
-1.0% |
0.0 |
| Volume |
157,434 |
129,891 |
-27,543 |
-17.5% |
791,161 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,145.8 |
1,137.8 |
1,106.8 |
|
| R3 |
1,129.5 |
1,121.8 |
1,102.3 |
|
| R2 |
1,113.5 |
1,113.5 |
1,100.8 |
|
| R1 |
1,105.8 |
1,105.8 |
1,099.3 |
1,109.5 |
| PP |
1,097.3 |
1,097.3 |
1,097.3 |
1,099.3 |
| S1 |
1,089.5 |
1,089.5 |
1,096.3 |
1,093.5 |
| S2 |
1,081.3 |
1,081.3 |
1,094.8 |
|
| S3 |
1,065.3 |
1,073.5 |
1,093.3 |
|
| S4 |
1,049.0 |
1,057.3 |
1,089.0 |
|
|
| 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 |
1,135.6 |
1,078.0 |
57.6 |
5.2% |
23.0 |
2.1% |
34% |
False |
False |
160,443 |
| 10 |
1,174.3 |
1,078.0 |
96.3 |
8.8% |
25.8 |
2.3% |
21% |
False |
False |
161,860 |
| 20 |
1,181.3 |
1,078.0 |
103.3 |
9.4% |
19.5 |
1.8% |
19% |
False |
False |
125,849 |
| 40 |
1,181.3 |
1,078.0 |
103.3 |
9.4% |
16.8 |
1.5% |
19% |
False |
False |
103,911 |
| 60 |
1,181.3 |
1,078.0 |
103.3 |
9.4% |
13.5 |
1.2% |
19% |
False |
False |
69,440 |
| 80 |
1,181.3 |
1,078.0 |
103.3 |
9.4% |
10.8 |
1.0% |
19% |
False |
False |
52,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,173.5 |
|
2.618 |
1,147.3 |
|
1.618 |
1,131.3 |
|
1.000 |
1,121.3 |
|
0.618 |
1,115.3 |
|
HIGH |
1,105.3 |
|
0.618 |
1,099.0 |
|
0.500 |
1,097.3 |
|
0.382 |
1,095.3 |
|
LOW |
1,089.0 |
|
0.618 |
1,079.3 |
|
1.000 |
1,073.0 |
|
1.618 |
1,063.0 |
|
2.618 |
1,047.0 |
|
4.250 |
1,020.8 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,097.5 |
1,095.8 |
| PP |
1,097.3 |
1,093.8 |
| S1 |
1,097.3 |
1,091.5 |
|