| 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 |
6,512.5 |
6,549.0 |
36.5 |
0.6% |
6,446.5 |
| High |
6,550.5 |
6,550.5 |
0.0 |
0.0% |
6,550.5 |
| Low |
6,484.0 |
6,511.0 |
27.0 |
0.4% |
6,344.5 |
| Close |
6,517.0 |
6,536.0 |
19.0 |
0.3% |
6,517.0 |
| Range |
66.5 |
39.5 |
-27.0 |
-40.6% |
206.0 |
| ATR |
86.0 |
82.7 |
-3.3 |
-3.9% |
0.0 |
| Volume |
85,631 |
106,319 |
20,688 |
24.2% |
581,253 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,651.0 |
6,633.0 |
6,557.5 |
|
| R3 |
6,611.5 |
6,593.5 |
6,547.0 |
|
| R2 |
6,572.0 |
6,572.0 |
6,543.0 |
|
| R1 |
6,554.0 |
6,554.0 |
6,539.5 |
6,543.0 |
| PP |
6,532.5 |
6,532.5 |
6,532.5 |
6,527.0 |
| S1 |
6,514.5 |
6,514.5 |
6,532.5 |
6,504.0 |
| S2 |
6,493.0 |
6,493.0 |
6,529.0 |
|
| S3 |
6,453.5 |
6,475.0 |
6,525.0 |
|
| S4 |
6,414.0 |
6,435.5 |
6,514.5 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,088.5 |
7,009.0 |
6,630.5 |
|
| R3 |
6,882.5 |
6,803.0 |
6,573.5 |
|
| R2 |
6,676.5 |
6,676.5 |
6,555.0 |
|
| R1 |
6,597.0 |
6,597.0 |
6,536.0 |
6,637.0 |
| PP |
6,470.5 |
6,470.5 |
6,470.5 |
6,490.5 |
| S1 |
6,391.0 |
6,391.0 |
6,498.0 |
6,431.0 |
| S2 |
6,264.5 |
6,264.5 |
6,479.0 |
|
| S3 |
6,058.5 |
6,185.0 |
6,460.5 |
|
| S4 |
5,852.5 |
5,979.0 |
6,403.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,550.5 |
6,358.0 |
192.5 |
2.9% |
72.5 |
1.1% |
92% |
True |
False |
110,791 |
| 10 |
6,592.5 |
6,344.5 |
248.0 |
3.8% |
92.0 |
1.4% |
77% |
False |
False |
125,403 |
| 20 |
6,815.5 |
6,344.5 |
471.0 |
7.2% |
84.5 |
1.3% |
41% |
False |
False |
114,113 |
| 40 |
6,815.5 |
6,344.5 |
471.0 |
7.2% |
75.0 |
1.1% |
41% |
False |
False |
102,674 |
| 60 |
6,815.5 |
6,344.5 |
471.0 |
7.2% |
65.5 |
1.0% |
41% |
False |
False |
72,279 |
| 80 |
6,815.5 |
6,344.5 |
471.0 |
7.2% |
59.0 |
0.9% |
41% |
False |
False |
54,321 |
| 100 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
51.0 |
0.8% |
48% |
False |
False |
43,484 |
| 120 |
6,815.5 |
6,275.0 |
540.5 |
8.3% |
44.0 |
0.7% |
48% |
False |
False |
36,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,718.5 |
|
2.618 |
6,654.0 |
|
1.618 |
6,614.5 |
|
1.000 |
6,590.0 |
|
0.618 |
6,575.0 |
|
HIGH |
6,550.5 |
|
0.618 |
6,535.5 |
|
0.500 |
6,531.0 |
|
0.382 |
6,526.0 |
|
LOW |
6,511.0 |
|
0.618 |
6,486.5 |
|
1.000 |
6,471.5 |
|
1.618 |
6,447.0 |
|
2.618 |
6,407.5 |
|
4.250 |
6,343.0 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,534.0 |
6,517.0 |
| PP |
6,532.5 |
6,497.5 |
| S1 |
6,531.0 |
6,478.5 |
|