| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,086.0 |
3,101.0 |
15.0 |
0.5% |
3,058.0 |
| High |
3,113.0 |
3,127.0 |
14.0 |
0.4% |
3,127.0 |
| Low |
3,063.0 |
3,094.0 |
31.0 |
1.0% |
3,026.0 |
| Close |
3,099.0 |
3,116.0 |
17.0 |
0.5% |
3,116.0 |
| Range |
50.0 |
33.0 |
-17.0 |
-34.0% |
101.0 |
| ATR |
51.7 |
50.4 |
-1.3 |
-2.6% |
0.0 |
| Volume |
847,049 |
369,968 |
-477,081 |
-56.3% |
4,040,192 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,211.3 |
3,196.7 |
3,134.2 |
|
| R3 |
3,178.3 |
3,163.7 |
3,125.1 |
|
| R2 |
3,145.3 |
3,145.3 |
3,122.1 |
|
| R1 |
3,130.7 |
3,130.7 |
3,119.0 |
3,138.0 |
| PP |
3,112.3 |
3,112.3 |
3,112.3 |
3,116.0 |
| S1 |
3,097.7 |
3,097.7 |
3,113.0 |
3,105.0 |
| S2 |
3,079.3 |
3,079.3 |
3,110.0 |
|
| S3 |
3,046.3 |
3,064.7 |
3,106.9 |
|
| S4 |
3,013.3 |
3,031.7 |
3,097.9 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,392.7 |
3,355.3 |
3,171.6 |
|
| R3 |
3,291.7 |
3,254.3 |
3,143.8 |
|
| R2 |
3,190.7 |
3,190.7 |
3,134.5 |
|
| R1 |
3,153.3 |
3,153.3 |
3,125.3 |
3,172.0 |
| PP |
3,089.7 |
3,089.7 |
3,089.7 |
3,099.0 |
| S1 |
3,052.3 |
3,052.3 |
3,106.7 |
3,071.0 |
| S2 |
2,988.7 |
2,988.7 |
3,097.5 |
|
| S3 |
2,887.7 |
2,951.3 |
3,088.2 |
|
| S4 |
2,786.7 |
2,850.3 |
3,060.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,127.0 |
3,026.0 |
101.0 |
3.2% |
39.2 |
1.3% |
89% |
True |
False |
808,038 |
| 10 |
3,127.0 |
2,933.0 |
194.0 |
6.2% |
48.5 |
1.6% |
94% |
True |
False |
965,175 |
| 20 |
3,176.0 |
2,933.0 |
243.0 |
7.8% |
53.8 |
1.7% |
75% |
False |
False |
1,083,559 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
47.0 |
1.5% |
77% |
False |
False |
921,382 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
42.5 |
1.4% |
77% |
False |
False |
642,039 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
39.9 |
1.3% |
77% |
False |
False |
481,916 |
| 100 |
3,178.0 |
2,857.0 |
321.0 |
10.3% |
37.7 |
1.2% |
81% |
False |
False |
385,648 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.1% |
35.8 |
1.1% |
87% |
False |
False |
321,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,267.3 |
|
2.618 |
3,213.4 |
|
1.618 |
3,180.4 |
|
1.000 |
3,160.0 |
|
0.618 |
3,147.4 |
|
HIGH |
3,127.0 |
|
0.618 |
3,114.4 |
|
0.500 |
3,110.5 |
|
0.382 |
3,106.6 |
|
LOW |
3,094.0 |
|
0.618 |
3,073.6 |
|
1.000 |
3,061.0 |
|
1.618 |
3,040.6 |
|
2.618 |
3,007.6 |
|
4.250 |
2,953.8 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,114.2 |
3,109.0 |
| PP |
3,112.3 |
3,102.0 |
| S1 |
3,110.5 |
3,095.0 |
|