| 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 |
3,089.0 |
3,086.0 |
-3.0 |
-0.1% |
3,006.0 |
| High |
3,111.0 |
3,113.0 |
2.0 |
0.1% |
3,061.0 |
| Low |
3,081.0 |
3,063.0 |
-18.0 |
-0.6% |
2,933.0 |
| Close |
3,093.0 |
3,099.0 |
6.0 |
0.2% |
3,039.0 |
| Range |
30.0 |
50.0 |
20.0 |
66.7% |
128.0 |
| ATR |
51.9 |
51.7 |
-0.1 |
-0.3% |
0.0 |
| Volume |
921,298 |
847,049 |
-74,249 |
-8.1% |
5,611,558 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,241.7 |
3,220.3 |
3,126.5 |
|
| R3 |
3,191.7 |
3,170.3 |
3,112.8 |
|
| R2 |
3,141.7 |
3,141.7 |
3,108.2 |
|
| R1 |
3,120.3 |
3,120.3 |
3,103.6 |
3,131.0 |
| PP |
3,091.7 |
3,091.7 |
3,091.7 |
3,097.0 |
| S1 |
3,070.3 |
3,070.3 |
3,094.4 |
3,081.0 |
| S2 |
3,041.7 |
3,041.7 |
3,089.8 |
|
| S3 |
2,991.7 |
3,020.3 |
3,085.3 |
|
| S4 |
2,941.7 |
2,970.3 |
3,071.5 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,395.0 |
3,345.0 |
3,109.4 |
|
| R3 |
3,267.0 |
3,217.0 |
3,074.2 |
|
| R2 |
3,139.0 |
3,139.0 |
3,062.5 |
|
| R1 |
3,089.0 |
3,089.0 |
3,050.7 |
3,114.0 |
| PP |
3,011.0 |
3,011.0 |
3,011.0 |
3,023.5 |
| S1 |
2,961.0 |
2,961.0 |
3,027.3 |
2,986.0 |
| S2 |
2,883.0 |
2,883.0 |
3,015.5 |
|
| S3 |
2,755.0 |
2,833.0 |
3,003.8 |
|
| S4 |
2,627.0 |
2,705.0 |
2,968.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,113.0 |
2,996.0 |
117.0 |
3.8% |
45.6 |
1.5% |
88% |
True |
False |
885,942 |
| 10 |
3,113.0 |
2,933.0 |
180.0 |
5.8% |
52.2 |
1.7% |
92% |
True |
False |
1,061,506 |
| 20 |
3,176.0 |
2,933.0 |
243.0 |
7.8% |
53.7 |
1.7% |
68% |
False |
False |
1,111,090 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
46.9 |
1.5% |
71% |
False |
False |
920,976 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
42.4 |
1.4% |
71% |
False |
False |
635,875 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
39.8 |
1.3% |
71% |
False |
False |
477,295 |
| 100 |
3,178.0 |
2,857.0 |
321.0 |
10.4% |
37.6 |
1.2% |
75% |
False |
False |
381,948 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.2% |
35.6 |
1.1% |
83% |
False |
False |
318,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,325.5 |
|
2.618 |
3,243.9 |
|
1.618 |
3,193.9 |
|
1.000 |
3,163.0 |
|
0.618 |
3,143.9 |
|
HIGH |
3,113.0 |
|
0.618 |
3,093.9 |
|
0.500 |
3,088.0 |
|
0.382 |
3,082.1 |
|
LOW |
3,063.0 |
|
0.618 |
3,032.1 |
|
1.000 |
3,013.0 |
|
1.618 |
2,982.1 |
|
2.618 |
2,932.1 |
|
4.250 |
2,850.5 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,095.3 |
3,092.0 |
| PP |
3,091.7 |
3,085.0 |
| S1 |
3,088.0 |
3,078.0 |
|