| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,310.7 |
1,320.0 |
9.3 |
0.7% |
1,322.9 |
| High |
1,323.5 |
1,328.3 |
4.8 |
0.4% |
1,330.6 |
| Low |
1,309.6 |
1,317.4 |
7.8 |
0.6% |
1,309.1 |
| Close |
1,317.1 |
1,323.9 |
6.8 |
0.5% |
1,323.9 |
| Range |
13.9 |
10.9 |
-3.0 |
-21.6% |
21.5 |
| ATR |
17.8 |
17.3 |
-0.5 |
-2.7% |
0.0 |
| Volume |
116 |
171 |
55 |
47.4% |
853 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.9 |
1,350.8 |
1,329.9 |
|
| R3 |
1,345.0 |
1,339.9 |
1,326.9 |
|
| R2 |
1,334.1 |
1,334.1 |
1,325.9 |
|
| R1 |
1,329.0 |
1,329.0 |
1,324.9 |
1,331.6 |
| PP |
1,323.2 |
1,323.2 |
1,323.2 |
1,324.5 |
| S1 |
1,318.1 |
1,318.1 |
1,322.9 |
1,320.7 |
| S2 |
1,312.3 |
1,312.3 |
1,321.9 |
|
| S3 |
1,301.4 |
1,307.2 |
1,320.9 |
|
| S4 |
1,290.5 |
1,296.3 |
1,317.9 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.7 |
1,376.3 |
1,335.7 |
|
| R3 |
1,364.2 |
1,354.8 |
1,329.8 |
|
| R2 |
1,342.7 |
1,342.7 |
1,327.8 |
|
| R1 |
1,333.3 |
1,333.3 |
1,325.9 |
1,338.0 |
| PP |
1,321.2 |
1,321.2 |
1,321.2 |
1,323.6 |
| S1 |
1,311.8 |
1,311.8 |
1,321.9 |
1,316.5 |
| S2 |
1,299.7 |
1,299.7 |
1,320.0 |
|
| S3 |
1,278.2 |
1,290.3 |
1,318.0 |
|
| S4 |
1,256.7 |
1,268.8 |
1,312.1 |
|
|
| 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 |
1,301.7 |
28.9 |
2.2% |
14.6 |
1.1% |
77% |
False |
False |
232 |
| 10 |
1,330.6 |
1,257.9 |
72.7 |
5.5% |
14.3 |
1.1% |
91% |
False |
False |
391 |
| 20 |
1,330.6 |
1,237.5 |
93.1 |
7.0% |
17.1 |
1.3% |
93% |
False |
False |
34,176 |
| 40 |
1,330.6 |
1,181.4 |
149.2 |
11.3% |
17.8 |
1.3% |
96% |
False |
False |
77,451 |
| 60 |
1,330.6 |
1,181.4 |
149.2 |
11.3% |
20.1 |
1.5% |
96% |
False |
False |
96,270 |
| 80 |
1,362.3 |
1,181.4 |
180.9 |
13.7% |
19.6 |
1.5% |
79% |
False |
False |
76,401 |
| 100 |
1,362.3 |
1,181.4 |
180.9 |
13.7% |
20.9 |
1.6% |
79% |
False |
False |
61,813 |
| 120 |
1,416.7 |
1,181.4 |
235.3 |
17.8% |
22.0 |
1.7% |
61% |
False |
False |
51,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,374.6 |
|
2.618 |
1,356.8 |
|
1.618 |
1,345.9 |
|
1.000 |
1,339.2 |
|
0.618 |
1,335.0 |
|
HIGH |
1,328.3 |
|
0.618 |
1,324.1 |
|
0.500 |
1,322.9 |
|
0.382 |
1,321.6 |
|
LOW |
1,317.4 |
|
0.618 |
1,310.7 |
|
1.000 |
1,306.5 |
|
1.618 |
1,299.8 |
|
2.618 |
1,288.9 |
|
4.250 |
1,271.1 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,323.6 |
1,322.2 |
| PP |
1,323.2 |
1,320.4 |
| S1 |
1,322.9 |
1,318.7 |
|