| 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 |
3,101.0 |
3,126.0 |
25.0 |
0.8% |
3,058.0 |
| High |
3,127.0 |
3,129.0 |
2.0 |
0.1% |
3,127.0 |
| Low |
3,094.0 |
3,096.0 |
2.0 |
0.1% |
3,026.0 |
| Close |
3,116.0 |
3,121.0 |
5.0 |
0.2% |
3,116.0 |
| Range |
33.0 |
33.0 |
0.0 |
0.0% |
101.0 |
| ATR |
50.4 |
49.2 |
-1.2 |
-2.5% |
0.0 |
| Volume |
369,968 |
849,195 |
479,227 |
129.5% |
4,040,192 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,214.3 |
3,200.7 |
3,139.2 |
|
| R3 |
3,181.3 |
3,167.7 |
3,130.1 |
|
| R2 |
3,148.3 |
3,148.3 |
3,127.1 |
|
| R1 |
3,134.7 |
3,134.7 |
3,124.0 |
3,125.0 |
| PP |
3,115.3 |
3,115.3 |
3,115.3 |
3,110.5 |
| S1 |
3,101.7 |
3,101.7 |
3,118.0 |
3,092.0 |
| S2 |
3,082.3 |
3,082.3 |
3,115.0 |
|
| S3 |
3,049.3 |
3,068.7 |
3,111.9 |
|
| S4 |
3,016.3 |
3,035.7 |
3,102.9 |
|
|
| 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 |
3,129.0 |
3,043.0 |
86.0 |
2.8% |
39.2 |
1.3% |
91% |
True |
False |
778,974 |
| 10 |
3,129.0 |
2,937.0 |
192.0 |
6.2% |
42.2 |
1.4% |
96% |
True |
False |
922,021 |
| 20 |
3,176.0 |
2,933.0 |
243.0 |
7.8% |
54.1 |
1.7% |
77% |
False |
False |
1,108,222 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
47.2 |
1.5% |
79% |
False |
False |
924,659 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
42.8 |
1.4% |
79% |
False |
False |
656,191 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
40.0 |
1.3% |
79% |
False |
False |
492,529 |
| 100 |
3,178.0 |
2,857.0 |
321.0 |
10.3% |
37.8 |
1.2% |
82% |
False |
False |
394,136 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.1% |
35.9 |
1.1% |
88% |
False |
False |
328,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,269.3 |
|
2.618 |
3,215.4 |
|
1.618 |
3,182.4 |
|
1.000 |
3,162.0 |
|
0.618 |
3,149.4 |
|
HIGH |
3,129.0 |
|
0.618 |
3,116.4 |
|
0.500 |
3,112.5 |
|
0.382 |
3,108.6 |
|
LOW |
3,096.0 |
|
0.618 |
3,075.6 |
|
1.000 |
3,063.0 |
|
1.618 |
3,042.6 |
|
2.618 |
3,009.6 |
|
4.250 |
2,955.8 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,118.2 |
3,112.7 |
| PP |
3,115.3 |
3,104.3 |
| S1 |
3,112.5 |
3,096.0 |
|