| 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 |
15,614 |
15,232 |
-382 |
-2.4% |
15,732 |
| High |
15,618 |
15,332 |
-286 |
-1.8% |
15,929 |
| Low |
15,216 |
15,228 |
12 |
0.1% |
15,486 |
| Close |
15,223 |
15,268 |
45 |
0.3% |
15,561 |
| Range |
402 |
104 |
-298 |
-74.1% |
443 |
| ATR |
167 |
163 |
-4 |
-2.5% |
0 |
| Volume |
80 |
78 |
-2 |
-2.5% |
173 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,588 |
15,532 |
15,325 |
|
| R3 |
15,484 |
15,428 |
15,297 |
|
| R2 |
15,380 |
15,380 |
15,287 |
|
| R1 |
15,324 |
15,324 |
15,278 |
15,352 |
| PP |
15,276 |
15,276 |
15,276 |
15,290 |
| S1 |
15,220 |
15,220 |
15,259 |
15,248 |
| S2 |
15,172 |
15,172 |
15,249 |
|
| S3 |
15,068 |
15,116 |
15,240 |
|
| S4 |
14,964 |
15,012 |
15,211 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,988 |
16,717 |
15,805 |
|
| R3 |
16,545 |
16,274 |
15,683 |
|
| R2 |
16,102 |
16,102 |
15,642 |
|
| R1 |
15,831 |
15,831 |
15,602 |
15,745 |
| PP |
15,659 |
15,659 |
15,659 |
15,616 |
| S1 |
15,388 |
15,388 |
15,521 |
15,302 |
| S2 |
15,216 |
15,216 |
15,480 |
|
| S3 |
14,773 |
14,945 |
15,439 |
|
| S4 |
14,330 |
14,502 |
15,317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,929 |
15,216 |
713 |
4.7% |
226 |
1.5% |
7% |
False |
False |
50 |
| 10 |
16,250 |
15,216 |
1,034 |
6.8% |
180 |
1.2% |
5% |
False |
False |
38 |
| 20 |
16,433 |
15,216 |
1,217 |
8.0% |
153 |
1.0% |
4% |
False |
False |
32 |
| 40 |
16,439 |
15,216 |
1,223 |
8.0% |
109 |
0.7% |
4% |
False |
False |
25 |
| 60 |
16,439 |
15,216 |
1,223 |
8.0% |
78 |
0.5% |
4% |
False |
False |
17 |
| 80 |
16,439 |
14,898 |
1,541 |
10.1% |
63 |
0.4% |
24% |
False |
False |
13 |
| 100 |
16,439 |
14,579 |
1,860 |
12.2% |
55 |
0.4% |
37% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,774 |
|
2.618 |
15,604 |
|
1.618 |
15,500 |
|
1.000 |
15,436 |
|
0.618 |
15,396 |
|
HIGH |
15,332 |
|
0.618 |
15,292 |
|
0.500 |
15,280 |
|
0.382 |
15,268 |
|
LOW |
15,228 |
|
0.618 |
15,164 |
|
1.000 |
15,124 |
|
1.618 |
15,060 |
|
2.618 |
14,956 |
|
4.250 |
14,786 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,280 |
15,417 |
| PP |
15,276 |
15,367 |
| S1 |
15,272 |
15,318 |
|