| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
15,946.99 |
16,018.08 |
71.09 |
0.4% |
15,793.63 |
| High |
16,039.37 |
16,175.55 |
136.18 |
0.8% |
16,175.55 |
| Low |
15,863.25 |
15,985.39 |
122.14 |
0.8% |
15,733.69 |
| Close |
16,027.59 |
16,154.39 |
126.80 |
0.8% |
16,154.39 |
| Range |
176.12 |
190.16 |
14.04 |
8.0% |
441.86 |
| ATR |
162.74 |
164.70 |
1.96 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,675.59 |
16,605.15 |
16,258.98 |
|
| R3 |
16,485.43 |
16,414.99 |
16,206.68 |
|
| R2 |
16,295.27 |
16,295.27 |
16,189.25 |
|
| R1 |
16,224.83 |
16,224.83 |
16,171.82 |
16,260.05 |
| PP |
16,105.11 |
16,105.11 |
16,105.11 |
16,122.72 |
| S1 |
16,034.67 |
16,034.67 |
16,136.96 |
16,069.89 |
| S2 |
15,914.95 |
15,914.95 |
16,119.53 |
|
| S3 |
15,724.79 |
15,844.51 |
16,102.10 |
|
| S4 |
15,534.63 |
15,654.35 |
16,049.80 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,346.79 |
17,192.45 |
16,397.41 |
|
| R3 |
16,904.93 |
16,750.59 |
16,275.90 |
|
| R2 |
16,463.07 |
16,463.07 |
16,235.40 |
|
| R1 |
16,308.73 |
16,308.73 |
16,194.89 |
16,385.90 |
| PP |
16,021.21 |
16,021.21 |
16,021.21 |
16,059.80 |
| S1 |
15,866.87 |
15,866.87 |
16,113.89 |
15,944.04 |
| S2 |
15,579.35 |
15,579.35 |
16,073.38 |
|
| S3 |
15,137.49 |
15,425.01 |
16,032.88 |
|
| S4 |
14,695.63 |
14,983.15 |
15,911.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,175.55 |
15,733.69 |
441.86 |
2.7% |
153.20 |
0.9% |
95% |
True |
False |
|
| 10 |
16,175.55 |
15,340.69 |
834.86 |
5.2% |
174.32 |
1.1% |
97% |
True |
False |
|
| 20 |
16,520.60 |
15,340.69 |
1,179.91 |
7.3% |
181.37 |
1.1% |
69% |
False |
False |
|
| 40 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
150.91 |
0.9% |
65% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
136.25 |
0.8% |
65% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
129.71 |
0.8% |
65% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.6% |
132.18 |
0.8% |
77% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.6% |
131.63 |
0.8% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,983.73 |
|
2.618 |
16,673.39 |
|
1.618 |
16,483.23 |
|
1.000 |
16,365.71 |
|
0.618 |
16,293.07 |
|
HIGH |
16,175.55 |
|
0.618 |
16,102.91 |
|
0.500 |
16,080.47 |
|
0.382 |
16,058.03 |
|
LOW |
15,985.39 |
|
0.618 |
15,867.87 |
|
1.000 |
15,795.23 |
|
1.618 |
15,677.71 |
|
2.618 |
15,487.55 |
|
4.250 |
15,177.21 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,129.75 |
16,109.39 |
| PP |
16,105.11 |
16,064.40 |
| S1 |
16,080.47 |
16,019.40 |
|