| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
16,044.15 |
16,135.92 |
91.77 |
0.6% |
16,153.97 |
| High |
16,161.64 |
16,191.92 |
30.28 |
0.2% |
16,225.72 |
| Low |
16,006.59 |
16,093.80 |
87.21 |
0.5% |
16,006.59 |
| Close |
16,133.23 |
16,103.30 |
-29.93 |
-0.2% |
16,103.30 |
| Range |
155.05 |
98.12 |
-56.93 |
-36.7% |
219.13 |
| ATR |
159.53 |
155.14 |
-4.39 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,424.03 |
16,361.79 |
16,157.27 |
|
| R3 |
16,325.91 |
16,263.67 |
16,130.28 |
|
| R2 |
16,227.79 |
16,227.79 |
16,121.29 |
|
| R1 |
16,165.55 |
16,165.55 |
16,112.29 |
16,147.61 |
| PP |
16,129.67 |
16,129.67 |
16,129.67 |
16,120.71 |
| S1 |
16,067.43 |
16,067.43 |
16,094.31 |
16,049.49 |
| S2 |
16,031.55 |
16,031.55 |
16,085.31 |
|
| S3 |
15,933.43 |
15,969.31 |
16,076.32 |
|
| S4 |
15,835.31 |
15,871.19 |
16,049.33 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,769.26 |
16,655.41 |
16,223.82 |
|
| R3 |
16,550.13 |
16,436.28 |
16,163.56 |
|
| R2 |
16,331.00 |
16,331.00 |
16,143.47 |
|
| R1 |
16,217.15 |
16,217.15 |
16,123.39 |
16,164.51 |
| PP |
16,111.87 |
16,111.87 |
16,111.87 |
16,085.55 |
| S1 |
15,998.02 |
15,998.02 |
16,083.21 |
15,945.38 |
| S2 |
15,892.74 |
15,892.74 |
16,063.13 |
|
| S3 |
15,673.61 |
15,778.89 |
16,043.04 |
|
| S4 |
15,454.48 |
15,559.76 |
15,982.78 |
|
|
| 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 |
15,985.39 |
240.33 |
1.5% |
139.54 |
0.9% |
49% |
False |
False |
|
| 10 |
16,225.72 |
15,625.53 |
600.19 |
3.7% |
144.65 |
0.9% |
80% |
False |
False |
|
| 20 |
16,225.72 |
15,340.69 |
885.03 |
5.5% |
173.06 |
1.1% |
86% |
False |
False |
|
| 40 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
147.61 |
0.9% |
61% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
137.47 |
0.9% |
61% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
131.11 |
0.8% |
61% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.6% |
132.81 |
0.8% |
74% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.6% |
131.61 |
0.8% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,608.93 |
|
2.618 |
16,448.80 |
|
1.618 |
16,350.68 |
|
1.000 |
16,290.04 |
|
0.618 |
16,252.56 |
|
HIGH |
16,191.92 |
|
0.618 |
16,154.44 |
|
0.500 |
16,142.86 |
|
0.382 |
16,131.28 |
|
LOW |
16,093.80 |
|
0.618 |
16,033.16 |
|
1.000 |
15,995.68 |
|
1.618 |
15,935.04 |
|
2.618 |
15,836.92 |
|
4.250 |
15,676.79 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,142.86 |
16,116.16 |
| PP |
16,129.67 |
16,111.87 |
| S1 |
16,116.49 |
16,107.59 |
|