| 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 |
2,954.0 |
2,987.0 |
33.0 |
1.1% |
2,935.0 |
| High |
2,991.0 |
2,988.0 |
-3.0 |
-0.1% |
2,991.0 |
| Low |
2,931.0 |
2,962.0 |
31.0 |
1.1% |
2,868.0 |
| Close |
2,971.0 |
2,965.0 |
-6.0 |
-0.2% |
2,971.0 |
| Range |
60.0 |
26.0 |
-34.0 |
-56.7% |
123.0 |
| ATR |
47.5 |
45.9 |
-1.5 |
-3.2% |
0.0 |
| Volume |
10,187 |
199 |
-9,988 |
-98.0% |
13,632 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,049.7 |
3,033.3 |
2,979.3 |
|
| R3 |
3,023.7 |
3,007.3 |
2,972.2 |
|
| R2 |
2,997.7 |
2,997.7 |
2,969.8 |
|
| R1 |
2,981.3 |
2,981.3 |
2,967.4 |
2,976.5 |
| PP |
2,971.7 |
2,971.7 |
2,971.7 |
2,969.3 |
| S1 |
2,955.3 |
2,955.3 |
2,962.6 |
2,950.5 |
| S2 |
2,945.7 |
2,945.7 |
2,960.2 |
|
| S3 |
2,919.7 |
2,929.3 |
2,957.9 |
|
| S4 |
2,893.7 |
2,903.3 |
2,950.7 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,312.3 |
3,264.7 |
3,038.7 |
|
| R3 |
3,189.3 |
3,141.7 |
3,004.8 |
|
| R2 |
3,066.3 |
3,066.3 |
2,993.6 |
|
| R1 |
3,018.7 |
3,018.7 |
2,982.3 |
3,042.5 |
| PP |
2,943.3 |
2,943.3 |
2,943.3 |
2,955.3 |
| S1 |
2,895.7 |
2,895.7 |
2,959.7 |
2,919.5 |
| S2 |
2,820.3 |
2,820.3 |
2,948.5 |
|
| S3 |
2,697.3 |
2,772.7 |
2,937.2 |
|
| S4 |
2,574.3 |
2,649.7 |
2,903.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,991.0 |
2,873.0 |
118.0 |
4.0% |
40.6 |
1.4% |
78% |
False |
False |
2,711 |
| 10 |
3,011.0 |
2,868.0 |
143.0 |
4.8% |
53.3 |
1.8% |
68% |
False |
False |
3,397 |
| 20 |
3,108.0 |
2,868.0 |
240.0 |
8.1% |
48.2 |
1.6% |
40% |
False |
False |
2,024 |
| 40 |
3,108.0 |
2,847.0 |
261.0 |
8.8% |
39.8 |
1.3% |
45% |
False |
False |
1,277 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.8% |
30.4 |
1.0% |
45% |
False |
False |
1,103 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.8% |
25.9 |
0.9% |
45% |
False |
False |
829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,098.5 |
|
2.618 |
3,056.1 |
|
1.618 |
3,030.1 |
|
1.000 |
3,014.0 |
|
0.618 |
3,004.1 |
|
HIGH |
2,988.0 |
|
0.618 |
2,978.1 |
|
0.500 |
2,975.0 |
|
0.382 |
2,971.9 |
|
LOW |
2,962.0 |
|
0.618 |
2,945.9 |
|
1.000 |
2,936.0 |
|
1.618 |
2,919.9 |
|
2.618 |
2,893.9 |
|
4.250 |
2,851.5 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,975.0 |
2,958.2 |
| PP |
2,971.7 |
2,951.3 |
| S1 |
2,968.3 |
2,944.5 |
|