| 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 |
1,786.50 |
1,787.75 |
1.25 |
0.1% |
1,772.00 |
| High |
1,788.75 |
1,812.25 |
23.50 |
1.3% |
1,786.50 |
| Low |
1,779.50 |
1,787.50 |
8.00 |
0.4% |
1,725.25 |
| Close |
1,787.50 |
1,806.50 |
19.00 |
1.1% |
1,786.50 |
| Range |
9.25 |
24.75 |
15.50 |
167.6% |
61.25 |
| ATR |
22.43 |
22.60 |
0.17 |
0.7% |
0.00 |
| Volume |
6,399 |
6,532 |
133 |
2.1% |
41,840 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,876.25 |
1,866.25 |
1,820.00 |
|
| R3 |
1,851.50 |
1,841.50 |
1,813.25 |
|
| R2 |
1,826.75 |
1,826.75 |
1,811.00 |
|
| R1 |
1,816.75 |
1,816.75 |
1,808.75 |
1,821.75 |
| PP |
1,802.00 |
1,802.00 |
1,802.00 |
1,804.50 |
| S1 |
1,792.00 |
1,792.00 |
1,804.25 |
1,797.00 |
| S2 |
1,777.25 |
1,777.25 |
1,802.00 |
|
| S3 |
1,752.50 |
1,767.25 |
1,799.75 |
|
| S4 |
1,727.75 |
1,742.50 |
1,793.00 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,949.75 |
1,929.50 |
1,820.25 |
|
| R3 |
1,888.50 |
1,868.25 |
1,803.25 |
|
| R2 |
1,827.25 |
1,827.25 |
1,797.75 |
|
| R1 |
1,807.00 |
1,807.00 |
1,792.00 |
1,817.00 |
| PP |
1,766.00 |
1,766.00 |
1,766.00 |
1,771.25 |
| S1 |
1,745.75 |
1,745.75 |
1,781.00 |
1,756.00 |
| S2 |
1,704.75 |
1,704.75 |
1,775.25 |
|
| S3 |
1,643.50 |
1,684.50 |
1,769.75 |
|
| S4 |
1,582.25 |
1,623.25 |
1,752.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,812.25 |
1,725.25 |
87.00 |
4.8% |
22.50 |
1.2% |
93% |
True |
False |
7,456 |
| 10 |
1,812.25 |
1,725.25 |
87.00 |
4.8% |
27.25 |
1.5% |
93% |
True |
False |
8,024 |
| 20 |
1,839.00 |
1,725.25 |
113.75 |
6.3% |
24.00 |
1.3% |
71% |
False |
False |
6,364 |
| 40 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
19.50 |
1.1% |
71% |
False |
False |
4,173 |
| 60 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
17.00 |
0.9% |
71% |
False |
False |
2,828 |
| 80 |
1,839.75 |
1,698.00 |
141.75 |
7.8% |
15.50 |
0.9% |
77% |
False |
False |
2,133 |
| 100 |
1,839.75 |
1,631.50 |
208.25 |
11.5% |
14.50 |
0.8% |
84% |
False |
False |
1,724 |
| 120 |
1,839.75 |
1,608.25 |
231.50 |
12.8% |
13.00 |
0.7% |
86% |
False |
False |
1,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,917.50 |
|
2.618 |
1,877.00 |
|
1.618 |
1,852.25 |
|
1.000 |
1,837.00 |
|
0.618 |
1,827.50 |
|
HIGH |
1,812.25 |
|
0.618 |
1,802.75 |
|
0.500 |
1,800.00 |
|
0.382 |
1,797.00 |
|
LOW |
1,787.50 |
|
0.618 |
1,772.25 |
|
1.000 |
1,762.75 |
|
1.618 |
1,747.50 |
|
2.618 |
1,722.75 |
|
4.250 |
1,682.25 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,804.25 |
1,798.50 |
| PP |
1,802.00 |
1,790.25 |
| S1 |
1,800.00 |
1,782.00 |
|