| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,301.7 |
1,322.9 |
21.2 |
1.6% |
1,269.6 |
| High |
1,320.7 |
1,330.6 |
9.9 |
0.7% |
1,320.7 |
| Low |
1,301.7 |
1,313.9 |
12.2 |
0.9% |
1,265.7 |
| Close |
1,319.0 |
1,324.7 |
5.7 |
0.4% |
1,319.0 |
| Range |
19.0 |
16.7 |
-2.3 |
-12.1% |
55.0 |
| ATR |
18.4 |
18.3 |
-0.1 |
-0.7% |
0.0 |
| Volume |
308 |
373 |
65 |
21.1% |
2,629 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.2 |
1,365.6 |
1,333.9 |
|
| R3 |
1,356.5 |
1,348.9 |
1,329.3 |
|
| R2 |
1,339.8 |
1,339.8 |
1,327.8 |
|
| R1 |
1,332.2 |
1,332.2 |
1,326.2 |
1,336.0 |
| PP |
1,323.1 |
1,323.1 |
1,323.1 |
1,325.0 |
| S1 |
1,315.5 |
1,315.5 |
1,323.2 |
1,319.3 |
| S2 |
1,306.4 |
1,306.4 |
1,321.6 |
|
| S3 |
1,289.7 |
1,298.8 |
1,320.1 |
|
| S4 |
1,273.0 |
1,282.1 |
1,315.5 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,466.8 |
1,447.9 |
1,349.3 |
|
| R3 |
1,411.8 |
1,392.9 |
1,334.1 |
|
| R2 |
1,356.8 |
1,356.8 |
1,329.1 |
|
| R1 |
1,337.9 |
1,337.9 |
1,324.0 |
1,347.4 |
| PP |
1,301.8 |
1,301.8 |
1,301.8 |
1,306.5 |
| S1 |
1,282.9 |
1,282.9 |
1,314.0 |
1,292.4 |
| S2 |
1,246.8 |
1,246.8 |
1,308.9 |
|
| S3 |
1,191.8 |
1,227.9 |
1,303.9 |
|
| S4 |
1,136.8 |
1,172.9 |
1,288.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,330.6 |
1,273.8 |
56.8 |
4.3% |
16.1 |
1.2% |
90% |
True |
False |
452 |
| 10 |
1,330.6 |
1,247.8 |
82.8 |
6.3% |
15.3 |
1.2% |
93% |
True |
False |
707 |
| 20 |
1,330.6 |
1,230.8 |
99.8 |
7.5% |
18.8 |
1.4% |
94% |
True |
False |
57,694 |
| 40 |
1,330.6 |
1,181.4 |
149.2 |
11.3% |
18.7 |
1.4% |
96% |
True |
False |
88,193 |
| 60 |
1,330.6 |
1,181.4 |
149.2 |
11.3% |
20.5 |
1.5% |
96% |
True |
False |
98,412 |
| 80 |
1,362.3 |
1,181.4 |
180.9 |
13.7% |
19.8 |
1.5% |
79% |
False |
False |
76,550 |
| 100 |
1,362.3 |
1,181.4 |
180.9 |
13.7% |
21.2 |
1.6% |
79% |
False |
False |
61,896 |
| 120 |
1,433.7 |
1,181.4 |
252.3 |
19.0% |
22.1 |
1.7% |
57% |
False |
False |
51,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,401.6 |
|
2.618 |
1,374.3 |
|
1.618 |
1,357.6 |
|
1.000 |
1,347.3 |
|
0.618 |
1,340.9 |
|
HIGH |
1,330.6 |
|
0.618 |
1,324.2 |
|
0.500 |
1,322.3 |
|
0.382 |
1,320.3 |
|
LOW |
1,313.9 |
|
0.618 |
1,303.6 |
|
1.000 |
1,297.2 |
|
1.618 |
1,286.9 |
|
2.618 |
1,270.2 |
|
4.250 |
1,242.9 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,323.9 |
1,319.5 |
| PP |
1,323.1 |
1,314.3 |
| S1 |
1,322.3 |
1,309.1 |
|