| 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 |
5,027.0 |
5,120.0 |
93.0 |
1.9% |
5,124.0 |
| High |
5,082.0 |
5,125.0 |
43.0 |
0.8% |
5,150.0 |
| Low |
5,022.0 |
5,087.0 |
65.0 |
1.3% |
4,998.0 |
| Close |
5,082.0 |
5,122.0 |
40.0 |
0.8% |
5,122.0 |
| Range |
60.0 |
38.0 |
-22.0 |
-36.7% |
152.0 |
| ATR |
58.0 |
56.9 |
-1.1 |
-1.8% |
0.0 |
| Volume |
26,439 |
21,711 |
-4,728 |
-17.9% |
133,670 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,225.3 |
5,211.7 |
5,142.9 |
|
| R3 |
5,187.3 |
5,173.7 |
5,132.5 |
|
| R2 |
5,149.3 |
5,149.3 |
5,129.0 |
|
| R1 |
5,135.7 |
5,135.7 |
5,125.5 |
5,142.5 |
| PP |
5,111.3 |
5,111.3 |
5,111.3 |
5,114.8 |
| S1 |
5,097.7 |
5,097.7 |
5,118.5 |
5,104.5 |
| S2 |
5,073.3 |
5,073.3 |
5,115.0 |
|
| S3 |
5,035.3 |
5,059.7 |
5,111.6 |
|
| S4 |
4,997.3 |
5,021.7 |
5,101.1 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,546.0 |
5,486.0 |
5,205.6 |
|
| R3 |
5,394.0 |
5,334.0 |
5,163.8 |
|
| R2 |
5,242.0 |
5,242.0 |
5,149.9 |
|
| R1 |
5,182.0 |
5,182.0 |
5,135.9 |
5,136.0 |
| PP |
5,090.0 |
5,090.0 |
5,090.0 |
5,067.0 |
| S1 |
5,030.0 |
5,030.0 |
5,108.1 |
4,984.0 |
| S2 |
4,938.0 |
4,938.0 |
5,094.1 |
|
| S3 |
4,786.0 |
4,878.0 |
5,080.2 |
|
| S4 |
4,634.0 |
4,726.0 |
5,038.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,150.0 |
4,998.0 |
152.0 |
3.0% |
45.8 |
0.9% |
82% |
False |
False |
26,734 |
| 10 |
5,237.0 |
4,998.0 |
239.0 |
4.7% |
47.1 |
0.9% |
52% |
False |
False |
26,065 |
| 20 |
5,303.0 |
4,998.0 |
305.0 |
6.0% |
46.4 |
0.9% |
41% |
False |
False |
22,604 |
| 40 |
5,358.0 |
4,993.0 |
365.0 |
7.1% |
48.2 |
0.9% |
35% |
False |
False |
23,890 |
| 60 |
5,383.0 |
4,993.0 |
390.0 |
7.6% |
38.9 |
0.8% |
33% |
False |
False |
15,981 |
| 80 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
30.3 |
0.6% |
32% |
False |
False |
12,002 |
| 100 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
26.0 |
0.5% |
32% |
False |
False |
9,613 |
| 120 |
5,400.0 |
4,993.0 |
407.0 |
7.9% |
21.7 |
0.4% |
32% |
False |
False |
8,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,286.5 |
|
2.618 |
5,224.5 |
|
1.618 |
5,186.5 |
|
1.000 |
5,163.0 |
|
0.618 |
5,148.5 |
|
HIGH |
5,125.0 |
|
0.618 |
5,110.5 |
|
0.500 |
5,106.0 |
|
0.382 |
5,101.5 |
|
LOW |
5,087.0 |
|
0.618 |
5,063.5 |
|
1.000 |
5,049.0 |
|
1.618 |
5,025.5 |
|
2.618 |
4,987.5 |
|
4.250 |
4,925.5 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,116.7 |
5,101.8 |
| PP |
5,111.3 |
5,081.7 |
| S1 |
5,106.0 |
5,061.5 |
|