| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
16,197.70 |
16,273.23 |
75.53 |
0.5% |
16,102.27 |
| High |
16,276.28 |
16,398.95 |
122.67 |
0.8% |
16,398.95 |
| Low |
16,159.81 |
16,226.09 |
66.28 |
0.4% |
16,102.27 |
| Close |
16,272.65 |
16,321.71 |
49.06 |
0.3% |
16,321.71 |
| Range |
116.47 |
172.86 |
56.39 |
48.4% |
296.68 |
| ATR |
147.96 |
149.74 |
1.78 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,834.16 |
16,750.80 |
16,416.78 |
|
| R3 |
16,661.30 |
16,577.94 |
16,369.25 |
|
| R2 |
16,488.44 |
16,488.44 |
16,353.40 |
|
| R1 |
16,405.08 |
16,405.08 |
16,337.56 |
16,446.76 |
| PP |
16,315.58 |
16,315.58 |
16,315.58 |
16,336.43 |
| S1 |
16,232.22 |
16,232.22 |
16,305.86 |
16,273.90 |
| S2 |
16,142.72 |
16,142.72 |
16,290.02 |
|
| S3 |
15,969.86 |
16,059.36 |
16,274.17 |
|
| S4 |
15,797.00 |
15,886.50 |
16,226.64 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,164.35 |
17,039.71 |
16,484.88 |
|
| R3 |
16,867.67 |
16,743.03 |
16,403.30 |
|
| R2 |
16,570.99 |
16,570.99 |
16,376.10 |
|
| R1 |
16,446.35 |
16,446.35 |
16,348.91 |
16,508.67 |
| PP |
16,274.31 |
16,274.31 |
16,274.31 |
16,305.47 |
| S1 |
16,149.67 |
16,149.67 |
16,294.51 |
16,211.99 |
| S2 |
15,977.63 |
15,977.63 |
16,267.32 |
|
| S3 |
15,680.95 |
15,852.99 |
16,240.12 |
|
| S4 |
15,384.27 |
15,556.31 |
16,158.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,398.95 |
16,102.27 |
296.68 |
1.8% |
138.12 |
0.8% |
74% |
True |
False |
|
| 10 |
16,398.95 |
15,985.39 |
413.56 |
2.5% |
138.83 |
0.9% |
81% |
True |
False |
|
| 20 |
16,398.95 |
15,340.69 |
1,058.26 |
6.5% |
158.55 |
1.0% |
93% |
True |
False |
|
| 40 |
16,573.07 |
15,340.69 |
1,232.38 |
7.6% |
156.15 |
1.0% |
80% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
142.88 |
0.9% |
79% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.6% |
133.03 |
0.8% |
79% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
132.80 |
0.8% |
86% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.4% |
131.67 |
0.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,133.61 |
|
2.618 |
16,851.50 |
|
1.618 |
16,678.64 |
|
1.000 |
16,571.81 |
|
0.618 |
16,505.78 |
|
HIGH |
16,398.95 |
|
0.618 |
16,332.92 |
|
0.500 |
16,312.52 |
|
0.382 |
16,292.12 |
|
LOW |
16,226.09 |
|
0.618 |
16,119.26 |
|
1.000 |
16,053.23 |
|
1.618 |
15,946.40 |
|
2.618 |
15,773.54 |
|
4.250 |
15,491.44 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,318.65 |
16,306.94 |
| PP |
16,315.58 |
16,292.17 |
| S1 |
16,312.52 |
16,277.41 |
|