| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,258.4 |
1,257.1 |
-1.3 |
-0.1% |
1,243.2 |
| High |
1,266.3 |
1,271.6 |
5.3 |
0.4% |
1,273.2 |
| Low |
1,254.0 |
1,256.0 |
2.0 |
0.2% |
1,241.2 |
| Close |
1,257.5 |
1,263.3 |
5.8 |
0.5% |
1,263.3 |
| Range |
12.3 |
15.6 |
3.3 |
26.8% |
32.0 |
| ATR |
18.3 |
18.1 |
-0.2 |
-1.1% |
0.0 |
| Volume |
1,649 |
677 |
-972 |
-58.9% |
9,537 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.4 |
1,302.5 |
1,271.9 |
|
| R3 |
1,294.8 |
1,286.9 |
1,267.6 |
|
| R2 |
1,279.2 |
1,279.2 |
1,266.2 |
|
| R1 |
1,271.3 |
1,271.3 |
1,264.7 |
1,275.3 |
| PP |
1,263.6 |
1,263.6 |
1,263.6 |
1,265.6 |
| S1 |
1,255.7 |
1,255.7 |
1,261.9 |
1,259.7 |
| S2 |
1,248.0 |
1,248.0 |
1,260.4 |
|
| S3 |
1,232.4 |
1,240.1 |
1,259.0 |
|
| S4 |
1,216.8 |
1,224.5 |
1,254.7 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.2 |
1,341.3 |
1,280.9 |
|
| R3 |
1,323.2 |
1,309.3 |
1,272.1 |
|
| R2 |
1,291.2 |
1,291.2 |
1,269.2 |
|
| R1 |
1,277.3 |
1,277.3 |
1,266.2 |
1,284.3 |
| PP |
1,259.2 |
1,259.2 |
1,259.2 |
1,262.7 |
| S1 |
1,245.3 |
1,245.3 |
1,260.4 |
1,252.3 |
| S2 |
1,227.2 |
1,227.2 |
1,257.4 |
|
| S3 |
1,195.2 |
1,213.3 |
1,254.5 |
|
| S4 |
1,163.2 |
1,181.3 |
1,245.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,273.2 |
1,241.2 |
32.0 |
2.5% |
17.2 |
1.4% |
69% |
False |
False |
1,907 |
| 10 |
1,280.6 |
1,238.5 |
42.1 |
3.3% |
18.9 |
1.5% |
59% |
False |
False |
4,260 |
| 20 |
1,280.6 |
1,228.9 |
51.7 |
4.1% |
17.0 |
1.3% |
67% |
False |
False |
3,901 |
| 40 |
1,280.6 |
1,186.7 |
93.9 |
7.4% |
17.7 |
1.4% |
82% |
False |
False |
2,542 |
| 60 |
1,295.0 |
1,186.7 |
108.3 |
8.6% |
18.0 |
1.4% |
71% |
False |
False |
2,187 |
| 80 |
1,362.0 |
1,186.7 |
175.3 |
13.9% |
17.8 |
1.4% |
44% |
False |
False |
1,839 |
| 100 |
1,376.1 |
1,186.7 |
189.4 |
15.0% |
18.1 |
1.4% |
40% |
False |
False |
1,574 |
| 120 |
1,431.7 |
1,186.7 |
245.0 |
19.4% |
17.7 |
1.4% |
31% |
False |
False |
1,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,337.9 |
|
2.618 |
1,312.4 |
|
1.618 |
1,296.8 |
|
1.000 |
1,287.2 |
|
0.618 |
1,281.2 |
|
HIGH |
1,271.6 |
|
0.618 |
1,265.6 |
|
0.500 |
1,263.8 |
|
0.382 |
1,262.0 |
|
LOW |
1,256.0 |
|
0.618 |
1,246.4 |
|
1.000 |
1,240.4 |
|
1.618 |
1,230.8 |
|
2.618 |
1,215.2 |
|
4.250 |
1,189.7 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,263.8 |
1,263.2 |
| PP |
1,263.6 |
1,263.1 |
| S1 |
1,263.5 |
1,263.1 |
|