| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
16,018.08 |
16,153.97 |
135.89 |
0.8% |
15,793.63 |
| High |
16,175.55 |
16,167.33 |
-8.22 |
-0.1% |
16,175.55 |
| Low |
15,985.39 |
16,107.04 |
121.65 |
0.8% |
15,733.69 |
| Close |
16,154.39 |
16,130.40 |
-23.99 |
-0.1% |
16,154.39 |
| Range |
190.16 |
60.29 |
-129.87 |
-68.3% |
441.86 |
| ATR |
164.70 |
157.24 |
-7.46 |
-4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,315.79 |
16,283.39 |
16,163.56 |
|
| R3 |
16,255.50 |
16,223.10 |
16,146.98 |
|
| R2 |
16,195.21 |
16,195.21 |
16,141.45 |
|
| R1 |
16,162.81 |
16,162.81 |
16,135.93 |
16,148.87 |
| PP |
16,134.92 |
16,134.92 |
16,134.92 |
16,127.95 |
| S1 |
16,102.52 |
16,102.52 |
16,124.87 |
16,088.58 |
| S2 |
16,074.63 |
16,074.63 |
16,119.35 |
|
| S3 |
16,014.34 |
16,042.23 |
16,113.82 |
|
| S4 |
15,954.05 |
15,981.94 |
16,097.24 |
|
|
| 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 |
15,803.40 |
372.15 |
2.3% |
151.63 |
0.9% |
88% |
False |
False |
|
| 10 |
16,175.55 |
15,340.69 |
834.86 |
5.2% |
145.11 |
0.9% |
95% |
False |
False |
|
| 20 |
16,520.60 |
15,340.69 |
1,179.91 |
7.3% |
178.56 |
1.1% |
67% |
False |
False |
|
| 40 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
143.31 |
0.9% |
63% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
135.89 |
0.8% |
63% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
128.91 |
0.8% |
63% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.6% |
131.71 |
0.8% |
76% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.6% |
131.26 |
0.8% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,423.56 |
|
2.618 |
16,325.17 |
|
1.618 |
16,264.88 |
|
1.000 |
16,227.62 |
|
0.618 |
16,204.59 |
|
HIGH |
16,167.33 |
|
0.618 |
16,144.30 |
|
0.500 |
16,137.19 |
|
0.382 |
16,130.07 |
|
LOW |
16,107.04 |
|
0.618 |
16,069.78 |
|
1.000 |
16,046.75 |
|
1.618 |
16,009.49 |
|
2.618 |
15,949.20 |
|
4.250 |
15,850.81 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,137.19 |
16,093.40 |
| PP |
16,134.92 |
16,056.40 |
| S1 |
16,132.66 |
16,019.40 |
|