| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
16,102.27 |
16,207.34 |
105.07 |
0.7% |
16,153.97 |
| High |
16,300.04 |
16,254.26 |
-45.78 |
-0.3% |
16,225.72 |
| Low |
16,102.27 |
16,147.25 |
44.98 |
0.3% |
16,006.59 |
| Close |
16,207.14 |
16,179.66 |
-27.48 |
-0.2% |
16,103.30 |
| Range |
197.77 |
107.01 |
-90.76 |
-45.9% |
219.13 |
| ATR |
158.19 |
154.53 |
-3.66 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,514.75 |
16,454.22 |
16,238.52 |
|
| R3 |
16,407.74 |
16,347.21 |
16,209.09 |
|
| R2 |
16,300.73 |
16,300.73 |
16,199.28 |
|
| R1 |
16,240.20 |
16,240.20 |
16,189.47 |
16,216.96 |
| PP |
16,193.72 |
16,193.72 |
16,193.72 |
16,182.11 |
| S1 |
16,133.19 |
16,133.19 |
16,169.85 |
16,109.95 |
| S2 |
16,086.71 |
16,086.71 |
16,160.04 |
|
| S3 |
15,979.70 |
16,026.18 |
16,150.23 |
|
| S4 |
15,872.69 |
15,919.17 |
16,120.80 |
|
|
| 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 |
16,300.04 |
16,006.59 |
293.45 |
1.8% |
150.40 |
0.9% |
59% |
False |
False |
|
| 10 |
16,300.04 |
15,803.40 |
496.64 |
3.1% |
151.02 |
0.9% |
76% |
False |
False |
|
| 20 |
16,300.04 |
15,340.69 |
959.35 |
5.9% |
164.13 |
1.0% |
87% |
False |
False |
|
| 40 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
150.81 |
0.9% |
67% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
140.83 |
0.9% |
67% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
132.71 |
0.8% |
67% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.6% |
133.24 |
0.8% |
78% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.6% |
132.14 |
0.8% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,709.05 |
|
2.618 |
16,534.41 |
|
1.618 |
16,427.40 |
|
1.000 |
16,361.27 |
|
0.618 |
16,320.39 |
|
HIGH |
16,254.26 |
|
0.618 |
16,213.38 |
|
0.500 |
16,200.76 |
|
0.382 |
16,188.13 |
|
LOW |
16,147.25 |
|
0.618 |
16,081.12 |
|
1.000 |
16,040.24 |
|
1.618 |
15,974.11 |
|
2.618 |
15,867.10 |
|
4.250 |
15,692.46 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,200.76 |
16,196.92 |
| PP |
16,193.72 |
16,191.17 |
| S1 |
16,186.69 |
16,185.41 |
|