| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,290.5 |
1,293.3 |
2.8 |
0.2% |
1,242.4 |
| High |
1,296.2 |
1,303.5 |
7.3 |
0.6% |
1,273.7 |
| Low |
1,285.5 |
1,287.5 |
2.0 |
0.2% |
1,241.2 |
| Close |
1,295.3 |
1,300.4 |
5.1 |
0.4% |
1,263.3 |
| Range |
10.7 |
16.0 |
5.3 |
49.5% |
32.5 |
| ATR |
18.5 |
18.3 |
-0.2 |
-1.0% |
0.0 |
| Volume |
140 |
877 |
737 |
526.4% |
6,985 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,345.1 |
1,338.8 |
1,309.2 |
|
| R3 |
1,329.1 |
1,322.8 |
1,304.8 |
|
| R2 |
1,313.1 |
1,313.1 |
1,303.3 |
|
| R1 |
1,306.8 |
1,306.8 |
1,301.9 |
1,310.0 |
| PP |
1,297.1 |
1,297.1 |
1,297.1 |
1,298.7 |
| S1 |
1,290.8 |
1,290.8 |
1,298.9 |
1,294.0 |
| S2 |
1,281.1 |
1,281.1 |
1,297.5 |
|
| S3 |
1,265.1 |
1,274.8 |
1,296.0 |
|
| S4 |
1,249.1 |
1,258.8 |
1,291.6 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,356.9 |
1,342.6 |
1,281.2 |
|
| R3 |
1,324.4 |
1,310.1 |
1,272.2 |
|
| R2 |
1,291.9 |
1,291.9 |
1,269.3 |
|
| R1 |
1,277.6 |
1,277.6 |
1,266.3 |
1,284.8 |
| PP |
1,259.4 |
1,259.4 |
1,259.4 |
1,263.0 |
| S1 |
1,245.1 |
1,245.1 |
1,260.3 |
1,252.3 |
| S2 |
1,226.9 |
1,226.9 |
1,257.3 |
|
| S3 |
1,194.4 |
1,212.6 |
1,254.4 |
|
| S4 |
1,161.9 |
1,180.1 |
1,245.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,303.5 |
1,257.9 |
45.6 |
3.5% |
14.0 |
1.1% |
93% |
True |
False |
551 |
| 10 |
1,303.5 |
1,238.4 |
65.1 |
5.0% |
15.8 |
1.2% |
95% |
True |
False |
1,512 |
| 20 |
1,303.5 |
1,230.8 |
72.7 |
5.6% |
18.3 |
1.4% |
96% |
True |
False |
68,879 |
| 40 |
1,303.5 |
1,181.4 |
122.1 |
9.4% |
19.1 |
1.5% |
97% |
True |
False |
95,565 |
| 60 |
1,303.5 |
1,181.4 |
122.1 |
9.4% |
20.3 |
1.6% |
97% |
True |
False |
98,833 |
| 80 |
1,362.3 |
1,181.4 |
180.9 |
13.9% |
19.9 |
1.5% |
66% |
False |
False |
76,686 |
| 100 |
1,362.3 |
1,181.4 |
180.9 |
13.9% |
21.2 |
1.6% |
66% |
False |
False |
61,943 |
| 120 |
1,433.7 |
1,181.4 |
252.3 |
19.4% |
22.2 |
1.7% |
47% |
False |
False |
51,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,371.5 |
|
2.618 |
1,345.4 |
|
1.618 |
1,329.4 |
|
1.000 |
1,319.5 |
|
0.618 |
1,313.4 |
|
HIGH |
1,303.5 |
|
0.618 |
1,297.4 |
|
0.500 |
1,295.5 |
|
0.382 |
1,293.6 |
|
LOW |
1,287.5 |
|
0.618 |
1,277.6 |
|
1.000 |
1,271.5 |
|
1.618 |
1,261.6 |
|
2.618 |
1,245.6 |
|
4.250 |
1,219.5 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.8 |
1,296.5 |
| PP |
1,297.1 |
1,292.6 |
| S1 |
1,295.5 |
1,288.7 |
|