| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
16,153.97 |
16,126.23 |
-27.74 |
-0.2% |
15,793.63 |
| High |
16,167.33 |
16,225.72 |
58.39 |
0.4% |
16,175.55 |
| Low |
16,107.04 |
16,031.66 |
-75.38 |
-0.5% |
15,733.69 |
| Close |
16,130.40 |
16,040.56 |
-89.84 |
-0.6% |
16,154.39 |
| Range |
60.29 |
194.06 |
133.77 |
221.9% |
441.86 |
| ATR |
157.24 |
159.87 |
2.63 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,681.49 |
16,555.09 |
16,147.29 |
|
| R3 |
16,487.43 |
16,361.03 |
16,093.93 |
|
| R2 |
16,293.37 |
16,293.37 |
16,076.14 |
|
| R1 |
16,166.97 |
16,166.97 |
16,058.35 |
16,133.14 |
| PP |
16,099.31 |
16,099.31 |
16,099.31 |
16,082.40 |
| S1 |
15,972.91 |
15,972.91 |
16,022.77 |
15,939.08 |
| S2 |
15,905.25 |
15,905.25 |
16,004.98 |
|
| S3 |
15,711.19 |
15,778.85 |
15,987.19 |
|
| S4 |
15,517.13 |
15,584.79 |
15,933.83 |
|
|
| 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 |
16,225.72 |
15,863.25 |
362.47 |
2.3% |
145.69 |
0.9% |
49% |
True |
False |
|
| 10 |
16,225.72 |
15,340.69 |
885.03 |
5.5% |
151.99 |
0.9% |
79% |
True |
False |
|
| 20 |
16,453.49 |
15,340.69 |
1,112.80 |
6.9% |
178.04 |
1.1% |
63% |
False |
False |
|
| 40 |
16,588.25 |
15,340.69 |
1,247.56 |
7.8% |
146.33 |
0.9% |
56% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.8% |
136.60 |
0.9% |
56% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.8% |
130.09 |
0.8% |
56% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.7% |
132.46 |
0.8% |
71% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.7% |
131.43 |
0.8% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,050.48 |
|
2.618 |
16,733.77 |
|
1.618 |
16,539.71 |
|
1.000 |
16,419.78 |
|
0.618 |
16,345.65 |
|
HIGH |
16,225.72 |
|
0.618 |
16,151.59 |
|
0.500 |
16,128.69 |
|
0.382 |
16,105.79 |
|
LOW |
16,031.66 |
|
0.618 |
15,911.73 |
|
1.000 |
15,837.60 |
|
1.618 |
15,717.67 |
|
2.618 |
15,523.61 |
|
4.250 |
15,206.91 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,128.69 |
16,105.56 |
| PP |
16,099.31 |
16,083.89 |
| S1 |
16,069.94 |
16,062.23 |
|