| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
16,207.34 |
16,180.36 |
-26.98 |
-0.2% |
16,153.97 |
| High |
16,254.26 |
16,252.35 |
-1.91 |
0.0% |
16,225.72 |
| Low |
16,147.25 |
16,155.86 |
8.61 |
0.1% |
16,006.59 |
| Close |
16,179.66 |
16,198.41 |
18.75 |
0.1% |
16,103.30 |
| Range |
107.01 |
96.49 |
-10.52 |
-9.8% |
219.13 |
| ATR |
154.53 |
150.39 |
-4.15 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,491.68 |
16,441.53 |
16,251.48 |
|
| R3 |
16,395.19 |
16,345.04 |
16,224.94 |
|
| R2 |
16,298.70 |
16,298.70 |
16,216.10 |
|
| R1 |
16,248.55 |
16,248.55 |
16,207.25 |
16,273.63 |
| PP |
16,202.21 |
16,202.21 |
16,202.21 |
16,214.74 |
| S1 |
16,152.06 |
16,152.06 |
16,189.57 |
16,177.14 |
| S2 |
16,105.72 |
16,105.72 |
16,180.72 |
|
| S3 |
16,009.23 |
16,055.57 |
16,171.88 |
|
| S4 |
15,912.74 |
15,959.08 |
16,145.34 |
|
|
| 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% |
130.89 |
0.8% |
65% |
False |
False |
|
| 10 |
16,300.04 |
15,863.25 |
436.79 |
2.7% |
138.29 |
0.9% |
77% |
False |
False |
|
| 20 |
16,300.04 |
15,340.69 |
959.35 |
5.9% |
163.70 |
1.0% |
89% |
False |
False |
|
| 40 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
151.52 |
0.9% |
69% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
141.59 |
0.9% |
69% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
132.08 |
0.8% |
69% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
132.83 |
0.8% |
79% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
131.63 |
0.8% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,662.43 |
|
2.618 |
16,504.96 |
|
1.618 |
16,408.47 |
|
1.000 |
16,348.84 |
|
0.618 |
16,311.98 |
|
HIGH |
16,252.35 |
|
0.618 |
16,215.49 |
|
0.500 |
16,204.11 |
|
0.382 |
16,192.72 |
|
LOW |
16,155.86 |
|
0.618 |
16,096.23 |
|
1.000 |
16,059.37 |
|
1.618 |
15,999.74 |
|
2.618 |
15,903.25 |
|
4.250 |
15,745.78 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,204.11 |
16,201.16 |
| PP |
16,202.21 |
16,200.24 |
| S1 |
16,200.31 |
16,199.33 |
|